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RALIX vs. WARAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RALIX vs. WARAX - Performance Comparison

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

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RALIX vs. WARAX - 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%
WARAX
Allspring Absolute Return Fund
14.79%8.07%5.93%12.53%-2.75%2.25%-3.25%11.65%-5.78%11.57%

Returns By Period

In the year-to-date period, RALIX achieves a 7.89% return, which is significantly lower than WARAX's 14.79% return.


RALIX

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

WARAX

1D
0.48%
1M
1.12%
YTD
14.79%
6M
17.82%
1Y
21.60%
3Y*
13.03%
5Y*
7.02%
10Y*
5.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RALIX vs. WARAX - Expense Ratio Comparison

RALIX has a 0.80% expense ratio, which is higher than WARAX's 0.70% expense ratio.


Return for Risk

RALIX vs. WARAX — 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

WARAX
WARAX Risk / Return Rank: 9494
Overall Rank
WARAX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
WARAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
WARAX Omega Ratio Rank: 9393
Omega Ratio Rank
WARAX Calmar Ratio Rank: 9898
Calmar Ratio Rank
WARAX Martin Ratio Rank: 9090
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. WARAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard Real Assets Portfolio (RALIX) and Allspring Absolute Return Fund (WARAX). 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.


RALIXWARAXDifference

Sharpe ratio

Return per unit of total volatility

1.69

2.45

-0.75

Sortino ratio

Return per unit of downside risk

2.18

3.28

-1.10

Omega ratio

Gain probability vs. loss probability

1.35

1.45

-0.10

Calmar ratio

Return relative to maximum drawdown

2.01

4.34

-2.33

Martin ratio

Return relative to average drawdown

10.58

10.20

+0.37

RALIX vs. WARAX - Sharpe Ratio Comparison

The current RALIX Sharpe Ratio is 1.69, which is lower than the WARAX Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of RALIX and WARAX, 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


RALIXWARAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

2.45

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.93

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.59

-0.01

Correlation

The correlation between RALIX and WARAX is 0.62, 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. WARAX - Dividend Comparison

RALIX's dividend yield for the trailing twelve months is around 8.17%, more than WARAX's 1.74% 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%
WARAX
Allspring Absolute Return Fund
1.74%2.00%10.90%2.80%2.34%3.23%3.34%3.38%2.66%1.77%0.76%1.35%

Drawdowns

RALIX vs. WARAX - Drawdown Comparison

The maximum RALIX drawdown since its inception was -24.00%, roughly equal to the maximum WARAX drawdown of -23.16%. Use the drawdown chart below to compare losses from any high point for RALIX and WARAX.


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Drawdown Indicators


RALIXWARAXDifference

Max Drawdown

Largest peak-to-trough decline

-24.00%

-23.16%

-0.84%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

-5.06%

-4.33%

Max Drawdown (5Y)

Largest decline over 5 years

-22.03%

-14.64%

-7.39%

Max Drawdown (10Y)

Largest decline over 10 years

-23.16%

Current Drawdown

Current decline from peak

-4.28%

-0.24%

-4.04%

Average Drawdown

Average peak-to-trough decline

-5.85%

-3.88%

-1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

2.15%

-0.37%

Volatility

RALIX vs. WARAX - Volatility Comparison

The current volatility for Lazard Real Assets Portfolio (RALIX) is 2.88%, while Allspring Absolute Return Fund (WARAX) has a volatility of 3.66%. This indicates that RALIX experiences smaller price fluctuations and is considered to be less risky than WARAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RALIXWARAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

3.66%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

6.40%

7.21%

-0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

11.13%

8.83%

+2.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.76%

7.60%

+4.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.20%

7.91%

+3.29%