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LZUSX vs. YFSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LZUSX vs. YFSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard US Equity Focus Portfolio (LZUSX) and AMG Yacktman Global Fund (YFSIX). The values are adjusted to include any dividend payments, if applicable.

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LZUSX vs. YFSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LZUSX
Lazard US Equity Focus Portfolio
-7.32%15.23%14.20%19.79%-16.97%27.40%17.28%31.71%-3.36%15.79%
YFSIX
AMG Yacktman Global Fund
8.16%14.91%-0.34%16.64%-9.15%13.13%18.46%24.40%2.18%20.95%

Returns By Period

In the year-to-date period, LZUSX achieves a -7.32% return, which is significantly lower than YFSIX's 8.16% return.


LZUSX

1D
0.52%
1M
-7.27%
YTD
-7.32%
6M
-3.02%
1Y
11.11%
3Y*
11.77%
5Y*
7.52%
10Y*
11.48%

YFSIX

1D
-1.07%
1M
-10.67%
YTD
8.16%
6M
0.34%
1Y
22.29%
3Y*
11.70%
5Y*
6.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LZUSX vs. YFSIX - Expense Ratio Comparison

LZUSX has a 0.70% expense ratio, which is lower than YFSIX's 0.95% expense ratio.


Return for Risk

LZUSX vs. YFSIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LZUSX
LZUSX Risk / Return Rank: 2828
Overall Rank
LZUSX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
LZUSX Sortino Ratio Rank: 2929
Sortino Ratio Rank
LZUSX Omega Ratio Rank: 3030
Omega Ratio Rank
LZUSX Calmar Ratio Rank: 2626
Calmar Ratio Rank
LZUSX Martin Ratio Rank: 2828
Martin Ratio Rank

YFSIX
YFSIX Risk / Return Rank: 5151
Overall Rank
YFSIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
YFSIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
YFSIX Omega Ratio Rank: 6868
Omega Ratio Rank
YFSIX Calmar Ratio Rank: 5959
Calmar Ratio Rank
YFSIX Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LZUSX vs. YFSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard US Equity Focus Portfolio (LZUSX) and AMG Yacktman Global Fund (YFSIX). 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.


LZUSXYFSIXDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.99

-0.34

Sortino ratio

Return per unit of downside risk

1.05

1.16

-0.11

Omega ratio

Gain probability vs. loss probability

1.16

1.26

-0.10

Calmar ratio

Return relative to maximum drawdown

0.74

1.36

-0.62

Martin ratio

Return relative to average drawdown

3.09

4.42

-1.33

LZUSX vs. YFSIX - Sharpe Ratio Comparison

The current LZUSX Sharpe Ratio is 0.65, which is lower than the YFSIX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of LZUSX and YFSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LZUSXYFSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.99

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.45

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.71

-0.25

Correlation

The correlation between LZUSX and YFSIX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LZUSX vs. YFSIX - Dividend Comparison

LZUSX's dividend yield for the trailing twelve months is around 14.90%, while YFSIX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
LZUSX
Lazard US Equity Focus Portfolio
14.90%13.81%6.61%1.09%2.77%5.78%5.28%11.94%17.57%10.34%3.41%7.83%
YFSIX
AMG Yacktman Global Fund
0.00%0.00%8.68%8.02%4.32%8.18%4.76%6.59%0.71%2.63%0.00%0.00%

Drawdowns

LZUSX vs. YFSIX - Drawdown Comparison

The maximum LZUSX drawdown since its inception was -55.40%, which is greater than YFSIX's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for LZUSX and YFSIX.


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Drawdown Indicators


LZUSXYFSIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.40%

-35.10%

-20.30%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-14.20%

+1.89%

Max Drawdown (5Y)

Largest decline over 5 years

-23.05%

-25.14%

+2.09%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

Current Drawdown

Current decline from peak

-9.60%

-11.03%

+1.43%

Average Drawdown

Average peak-to-trough decline

-7.90%

-4.93%

-2.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

4.38%

-1.43%

Volatility

LZUSX vs. YFSIX - Volatility Comparison

The current volatility for Lazard US Equity Focus Portfolio (LZUSX) is 3.67%, while AMG Yacktman Global Fund (YFSIX) has a volatility of 9.23%. This indicates that LZUSX experiences smaller price fluctuations and is considered to be less risky than YFSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LZUSXYFSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.67%

9.23%

-5.56%

Volatility (6M)

Calculated over the trailing 6-month period

8.58%

19.89%

-11.31%

Volatility (1Y)

Calculated over the trailing 1-year period

18.00%

21.29%

-3.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.42%

15.11%

+1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.68%

16.20%

+1.48%