LZUSX vs. VYM
Compare and contrast key facts about Lazard US Equity Focus Portfolio (LZUSX) and Vanguard High Dividend Yield ETF (VYM).
LZUSX is managed by Lazard. It was launched on Dec 30, 2004. VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Nov 10, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LZUSX or VYM.
Key characteristics
| LZUSX | VYM | |
|---|---|---|
| YTD Return | 17.48% | 21.19% |
| 1Y Return | 29.81% | 34.50% |
| 3Y Return (Ann) | 3.43% | 9.69% |
| 5Y Return (Ann) | 8.10% | 11.14% |
| 10Y Return (Ann) | 3.88% | 10.17% |
| Sharpe Ratio | 2.46 | 3.10 |
| Sortino Ratio | 3.30 | 4.40 |
| Omega Ratio | 1.46 | 1.57 |
| Calmar Ratio | 1.91 | 4.55 |
| Martin Ratio | 16.46 | 20.45 |
| Ulcer Index | 1.75% | 1.63% |
| Daily Std Dev | 11.70% | 10.75% |
| Max Drawdown | -62.37% | -56.98% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between LZUSX and VYM is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
LZUSX vs. VYM - Performance Comparison
In the year-to-date period, LZUSX achieves a 17.48% return, which is significantly lower than VYM's 21.19% return. Over the past 10 years, LZUSX has underperformed VYM with an annualized return of 3.88%, while VYM has yielded a comparatively higher 10.17% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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LZUSX vs. VYM - Expense Ratio Comparison
LZUSX has a 0.70% expense ratio, which is higher than VYM's 0.06% expense ratio.
Risk-Adjusted Performance
LZUSX vs. VYM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard US Equity Focus Portfolio (LZUSX) and Vanguard High Dividend Yield ETF (VYM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
LZUSX vs. VYM - Dividend Comparison
LZUSX's dividend yield for the trailing twelve months is around 0.74%, less than VYM's 2.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LZUSX Lazard US Equity Focus Portfolio | 0.74% | 0.86% | 0.78% | 0.34% | 0.75% | 1.90% | 2.86% | 1.69% | 0.81% | 0.88% | 1.08% | 1.25% |
VYM Vanguard High Dividend Yield ETF | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
Drawdowns
LZUSX vs. VYM - Drawdown Comparison
The maximum LZUSX drawdown since its inception was -62.37%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for LZUSX and VYM. For additional features, visit the drawdowns tool.
Volatility
LZUSX vs. VYM - Volatility Comparison
Lazard US Equity Focus Portfolio (LZUSX) has a higher volatility of 4.29% compared to Vanguard High Dividend Yield ETF (VYM) at 3.91%. This indicates that LZUSX's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.