RALIX vs. LZUSX
Compare and contrast key facts about Lazard Real Assets Portfolio (RALIX) and Lazard US Equity Focus Portfolio (LZUSX).
RALIX is managed by Lazard. It was launched on Dec 29, 2016. LZUSX is managed by Lazard. It was launched on Dec 30, 2004.
Performance
RALIX vs. LZUSX - Performance Comparison
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RALIX vs. LZUSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
LZUSX Lazard US Equity Focus Portfolio | -7.32% | 15.23% | 14.20% | 19.79% | -16.97% | 27.40% | 17.28% | 31.71% | -3.36% | 17.18% |
Returns By Period
In the year-to-date period, RALIX achieves a 7.89% return, which is significantly higher than LZUSX's -7.32% return.
RALIX
- 1D
- 0.44%
- 1M
- -4.28%
- YTD
- 7.89%
- 6M
- 11.43%
- 1Y
- 18.18%
- 3Y*
- 11.26%
- 5Y*
- 8.13%
- 10Y*
- —
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%
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RALIX vs. LZUSX - Expense Ratio Comparison
RALIX has a 0.80% expense ratio, which is higher than LZUSX's 0.70% expense ratio.
Return for Risk
RALIX vs. LZUSX — Risk / Return Rank
RALIX
LZUSX
RALIX vs. LZUSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard Real Assets Portfolio (RALIX) and Lazard US Equity Focus Portfolio (LZUSX). 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.
| RALIX | LZUSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 0.65 | +1.04 |
Sortino ratioReturn per unit of downside risk | 2.18 | 1.05 | +1.12 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.16 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.01 | 0.74 | +1.27 |
Martin ratioReturn relative to average drawdown | 10.58 | 3.09 | +7.49 |
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
| RALIX | LZUSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 0.65 | +1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.46 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.46 | +0.13 |
Correlation
The correlation between RALIX and LZUSX is 0.65, 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
RALIX vs. LZUSX - Dividend Comparison
RALIX's dividend yield for the trailing twelve months is around 8.17%, less than LZUSX's 14.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
RALIX vs. LZUSX - Drawdown Comparison
The maximum RALIX drawdown since its inception was -24.00%, smaller than the maximum LZUSX drawdown of -55.40%. Use the drawdown chart below to compare losses from any high point for RALIX and LZUSX.
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Drawdown Indicators
| RALIX | LZUSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.00% | -55.40% | +31.40% |
Max Drawdown (1Y)Largest decline over 1 year | -9.39% | -12.31% | +2.92% |
Max Drawdown (5Y)Largest decline over 5 years | -22.03% | -23.05% | +1.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.12% | — |
Current DrawdownCurrent decline from peak | -4.28% | -9.60% | +5.32% |
Average DrawdownAverage peak-to-trough decline | -5.85% | -7.90% | +2.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 2.95% | -1.17% |
Volatility
RALIX vs. LZUSX - Volatility Comparison
The current volatility for Lazard Real Assets Portfolio (RALIX) is 2.88%, while Lazard US Equity Focus Portfolio (LZUSX) has a volatility of 3.67%. This indicates that RALIX experiences smaller price fluctuations and is considered to be less risky than LZUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RALIX | LZUSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 3.67% | -0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 6.40% | 8.58% | -2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.13% | 18.00% | -6.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.76% | 16.42% | -4.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.20% | 17.68% | -6.48% |