MOWIX vs. LZISX
Compare and contrast key facts about Moerus Worldwide Value Fund (MOWIX) and Lazard International Small Cap Equity Portfolio (LZISX).
MOWIX is managed by MOERUS FUNDS. It was launched on May 30, 2016. LZISX is managed by Lazard. It was launched on Nov 30, 1993.
Performance
MOWIX vs. LZISX - Performance Comparison
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MOWIX vs. LZISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MOWIX Moerus Worldwide Value Fund | 5.23% | 40.23% | 15.96% | 24.97% | 6.40% | 146.79% | -10.06% | 269.57% | -19.47% | 18.59% |
LZISX Lazard International Small Cap Equity Portfolio | 5.19% | 35.95% | -3.68% | 11.59% | -26.34% | 12.36% | 13.45% | 25.49% | -24.90% | 36.81% |
Returns By Period
The year-to-date returns for both stocks are quite close, with MOWIX having a 5.23% return and LZISX slightly lower at 5.19%.
MOWIX
- 1D
- 2.26%
- 1M
- -7.45%
- YTD
- 5.23%
- 6M
- 9.49%
- 1Y
- 42.23%
- 3Y*
- 27.81%
- 5Y*
- 38.24%
- 10Y*
- —
LZISX
- 1D
- 4.31%
- 1M
- -7.55%
- YTD
- 5.19%
- 6M
- 7.32%
- 1Y
- 36.48%
- 3Y*
- 12.74%
- 5Y*
- 3.89%
- 10Y*
- 5.94%
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MOWIX vs. LZISX - Expense Ratio Comparison
MOWIX has a 1.40% expense ratio, which is higher than LZISX's 1.14% expense ratio.
Return for Risk
MOWIX vs. LZISX — Risk / Return Rank
MOWIX
LZISX
MOWIX vs. LZISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Moerus Worldwide Value Fund (MOWIX) and Lazard International Small Cap Equity Portfolio (LZISX). 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.
| MOWIX | LZISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.47 | 1.93 | +0.54 |
Sortino ratioReturn per unit of downside risk | 3.02 | 2.45 | +0.56 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.34 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 3.67 | 2.89 | +0.78 |
Martin ratioReturn relative to average drawdown | 13.67 | 11.49 | +2.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MOWIX | LZISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 1.93 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.23 | +0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.35 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.40 | +0.37 |
Correlation
The correlation between MOWIX and LZISX is 0.69, 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
MOWIX vs. LZISX - Dividend Comparison
MOWIX's dividend yield for the trailing twelve months is around 9.91%, more than LZISX's 1.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MOWIX Moerus Worldwide Value Fund | 9.91% | 10.42% | 4.65% | 4.98% | 0.55% | 55.38% | 0.72% | 94.90% | 1.93% | 0.86% | 0.00% | 0.00% |
LZISX Lazard International Small Cap Equity Portfolio | 1.82% | 1.91% | 1.89% | 2.08% | 5.44% | 36.78% | 2.07% | 2.10% | 4.62% | 0.00% | 2.96% | 0.69% |
Drawdowns
MOWIX vs. LZISX - Drawdown Comparison
The maximum MOWIX drawdown since its inception was -46.25%, smaller than the maximum LZISX drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for MOWIX and LZISX.
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Drawdown Indicators
| MOWIX | LZISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.25% | -65.43% | +19.18% |
Max Drawdown (1Y)Largest decline over 1 year | -11.21% | -12.10% | +0.89% |
Max Drawdown (5Y)Largest decline over 5 years | -22.11% | -42.01% | +19.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.80% | — |
Current DrawdownCurrent decline from peak | -8.69% | -8.31% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -7.28% | -14.85% | +7.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 3.05% | -0.04% |
Volatility
MOWIX vs. LZISX - Volatility Comparison
The current volatility for Moerus Worldwide Value Fund (MOWIX) is 6.74%, while Lazard International Small Cap Equity Portfolio (LZISX) has a volatility of 8.93%. This indicates that MOWIX experiences smaller price fluctuations and is considered to be less risky than LZISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MOWIX | LZISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.74% | 8.93% | -2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 12.68% | 15.31% | -2.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.20% | 19.12% | -1.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.86% | 17.24% | +33.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.18% | 16.87% | +30.31% |