Correlation
The correlation between RALIX and VNQ 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. VNQ
Compare and contrast key facts about Lazard Real Assets Portfolio (RALIX) and Vanguard Real Estate ETF (VNQ).
RALIX is managed by Lazard. It was launched on Dec 29, 2016. VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US REIT Index. It was launched on Sep 23, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RALIX or VNQ.
Performance
RALIX vs. VNQ - Performance Comparison
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Key characteristics
RALIX:
1.07
VNQ:
0.77
RALIX:
1.34
VNQ:
1.17
RALIX:
1.20
VNQ:
1.15
RALIX:
0.84
VNQ:
0.60
RALIX:
4.23
VNQ:
2.46
RALIX:
2.63%
VNQ:
5.84%
RALIX:
11.29%
VNQ:
18.17%
RALIX:
-23.99%
VNQ:
-73.07%
RALIX:
-2.47%
VNQ:
-12.42%
Returns By Period
In the year-to-date period, RALIX achieves a 6.71% return, which is significantly higher than VNQ's 1.30% return.
RALIX
6.71%
1.06%
1.12%
11.02%
0.51%
7.99%
N/A
VNQ
1.30%
0.79%
-7.18%
11.75%
0.66%
6.90%
5.35%
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RALIX vs. VNQ - Expense Ratio Comparison
RALIX has a 0.80% expense ratio, which is higher than VNQ's 0.12% expense ratio.
Risk-Adjusted Performance
RALIX vs. VNQ — Risk-Adjusted Performance Rank
RALIX
VNQ
RALIX vs. VNQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard Real Assets Portfolio (RALIX) and Vanguard Real Estate ETF (VNQ). 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. VNQ - Dividend Comparison
RALIX's dividend yield for the trailing twelve months is around 3.23%, less than VNQ's 4.07% 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% |
VNQ Vanguard Real Estate ETF | 4.07% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
Drawdowns
RALIX vs. VNQ - Drawdown Comparison
The maximum RALIX drawdown since its inception was -23.99%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for RALIX and VNQ.
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Volatility
RALIX vs. VNQ - Volatility Comparison
The current volatility for Lazard Real Assets Portfolio (RALIX) is 2.30%, while Vanguard Real Estate ETF (VNQ) has a volatility of 4.82%. This indicates that RALIX experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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