Correlation
The correlation between RALIX and SPY 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.
RALIX vs. SPY
Compare and contrast key facts about Lazard Real Assets Portfolio (RALIX) and SPDR S&P 500 ETF (SPY).
RALIX is managed by Lazard. It was launched on Dec 29, 2016. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RALIX or SPY.
Performance
RALIX vs. SPY - Performance Comparison
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Key characteristics
RALIX:
1.07
SPY:
0.70
RALIX:
1.34
SPY:
1.02
RALIX:
1.20
SPY:
1.15
RALIX:
0.84
SPY:
0.68
RALIX:
4.23
SPY:
2.57
RALIX:
2.63%
SPY:
4.93%
RALIX:
11.29%
SPY:
20.42%
RALIX:
-23.99%
SPY:
-55.19%
RALIX:
-2.47%
SPY:
-3.55%
Returns By Period
In the year-to-date period, RALIX achieves a 6.71% return, which is significantly higher than SPY's 0.87% return.
RALIX
6.71%
1.06%
1.12%
11.02%
0.51%
7.99%
N/A
SPY
0.87%
5.54%
-1.56%
13.18%
14.25%
15.81%
12.73%
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RALIX vs. SPY - Expense Ratio Comparison
RALIX has a 0.80% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
RALIX vs. SPY — Risk-Adjusted Performance Rank
RALIX
SPY
RALIX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard Real Assets Portfolio (RALIX) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
RALIX vs. SPY - Dividend Comparison
RALIX's dividend yield for the trailing twelve months is around 3.23%, more than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RALIX Lazard Real Assets Portfolio | 3.23% | 3.07% | 2.93% | 7.65% | 11.84% | 3.93% | 2.24% | 5.27% | 2.47% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
RALIX vs. SPY - Drawdown Comparison
The maximum RALIX drawdown since its inception was -23.99%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for RALIX and SPY.
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Volatility
RALIX vs. SPY - Volatility Comparison
The current volatility for Lazard Real Assets Portfolio (RALIX) is 2.30%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.86%. This indicates that RALIX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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