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RALIX vs. LZIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RALIX vs. LZIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard Real Assets Portfolio (RALIX) and Lazard International Equity Portfolio (LZIEX). The values are adjusted to include any dividend payments, if applicable.

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RALIX vs. LZIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RALIX
Lazard Real Assets Portfolio
7.89%15.60%5.91%4.43%-8.99%22.32%0.61%16.07%-7.59%8.60%
LZIEX
Lazard International Equity Portfolio
-2.03%34.14%5.30%16.49%-15.00%6.14%8.76%21.20%-13.71%22.29%

Returns By Period

In the year-to-date period, RALIX achieves a 7.89% return, which is significantly higher than LZIEX's -2.03% return.


RALIX

1D
0.44%
1M
-4.28%
YTD
7.89%
6M
11.43%
1Y
18.18%
3Y*
11.26%
5Y*
8.13%
10Y*

LZIEX

1D
0.16%
1M
-11.64%
YTD
-2.03%
6M
1.01%
1Y
20.81%
3Y*
14.02%
5Y*
7.41%
10Y*
7.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RALIX vs. LZIEX - Expense Ratio Comparison

RALIX has a 0.80% expense ratio, which is lower than LZIEX's 0.82% expense ratio.


Return for Risk

RALIX vs. LZIEX — Risk / Return Rank

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

RALIX
RALIX Risk / Return Rank: 8686
Overall Rank
RALIX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
RALIX Sortino Ratio Rank: 8383
Sortino Ratio Rank
RALIX Omega Ratio Rank: 8585
Omega Ratio Rank
RALIX Calmar Ratio Rank: 8282
Calmar Ratio Rank
RALIX Martin Ratio Rank: 9191
Martin Ratio Rank

LZIEX
LZIEX Risk / Return Rank: 6767
Overall Rank
LZIEX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
LZIEX Sortino Ratio Rank: 6767
Sortino Ratio Rank
LZIEX Omega Ratio Rank: 6565
Omega Ratio Rank
LZIEX Calmar Ratio Rank: 6666
Calmar Ratio Rank
LZIEX Martin Ratio Rank: 6161
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.

RALIX vs. LZIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard Real Assets Portfolio (RALIX) and Lazard International Equity Portfolio (LZIEX). 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.


RALIXLZIEXDifference

Sharpe ratio

Return per unit of total volatility

1.69

1.30

+0.40

Sortino ratio

Return per unit of downside risk

2.18

1.70

+0.47

Omega ratio

Gain probability vs. loss probability

1.35

1.25

+0.10

Calmar ratio

Return relative to maximum drawdown

2.01

1.53

+0.48

Martin ratio

Return relative to average drawdown

10.58

5.86

+4.72

RALIX vs. LZIEX - Sharpe Ratio Comparison

The current RALIX Sharpe Ratio is 1.69, which is higher than the LZIEX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of RALIX and LZIEX, 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


RALIXLZIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

1.30

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.48

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.37

+0.22

Correlation

The correlation between RALIX and LZIEX is 0.72, 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.


Dividends

RALIX vs. LZIEX - Dividend Comparison

RALIX's dividend yield for the trailing twelve months is around 8.17%, less than LZIEX's 12.61% yield.


TTM20252024202320222021202020192018201720162015
RALIX
Lazard Real Assets Portfolio
8.17%7.04%3.07%2.93%7.65%11.84%3.93%2.24%5.27%1.69%0.00%0.00%
LZIEX
Lazard International Equity Portfolio
12.61%12.35%8.26%3.78%6.12%17.81%1.03%2.07%7.93%1.42%1.06%0.72%

Drawdowns

RALIX vs. LZIEX - Drawdown Comparison

The maximum RALIX drawdown since its inception was -24.00%, smaller than the maximum LZIEX drawdown of -55.35%. Use the drawdown chart below to compare losses from any high point for RALIX and LZIEX.


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Drawdown Indicators


RALIXLZIEXDifference

Max Drawdown

Largest peak-to-trough decline

-24.00%

-55.35%

+31.35%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

-11.88%

+2.49%

Max Drawdown (5Y)

Largest decline over 5 years

-22.03%

-30.42%

+8.39%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

Current Drawdown

Current decline from peak

-4.28%

-11.64%

+7.36%

Average Drawdown

Average peak-to-trough decline

-5.85%

-11.27%

+5.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

3.11%

-1.33%

Volatility

RALIX vs. LZIEX - Volatility Comparison

The current volatility for Lazard Real Assets Portfolio (RALIX) is 2.88%, while Lazard International Equity Portfolio (LZIEX) has a volatility of 6.25%. This indicates that RALIX experiences smaller price fluctuations and is considered to be less risky than LZIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RALIXLZIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

6.25%

-3.37%

Volatility (6M)

Calculated over the trailing 6-month period

6.40%

9.86%

-3.46%

Volatility (1Y)

Calculated over the trailing 1-year period

11.13%

15.08%

-3.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.76%

15.54%

-3.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.20%

16.04%

-4.84%