SYZ vs. VB
SYZ (Lazard US Systematic Small Cap Equity ETF) and VB (Vanguard Small-Cap ETF) are both Small Cap Blend Equities funds. SYZ is actively managed, while VB is passively managed. Their correlation of 0.92 suggests significant overlap in exposure. SYZ charges 0.60%/yr vs 0.05%/yr for VB.
Performance
SYZ vs. VB - Performance Comparison
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Returns By Period
In the year-to-date period, SYZ achieves a 19.52% return, which is significantly higher than VB's 14.80% return.
SYZ
- 1D
- -0.80%
- 1M
- 3.17%
- YTD
- 19.52%
- 6M
- 17.58%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VB
- 1D
- -0.76%
- 1M
- 2.05%
- YTD
- 14.80%
- 6M
- 12.69%
- 1Y
- 28.03%
- 3Y*
- 17.24%
- 5Y*
- 6.99%
- 10Y*
- 11.70%
SYZ vs. VB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SYZ Lazard US Systematic Small Cap Equity ETF | 19.52% | 0.54% |
VB Vanguard Small-Cap ETF | 14.80% | 1.67% |
Correlation
The correlation between SYZ and VB is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 15, 2025 | 0.92 |
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Return for Risk
SYZ vs. VB — Risk / Return Rank
SYZ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VB
SYZ vs. VB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard US Systematic Small Cap Equity ETF (SYZ) and Vanguard Small-Cap ETF (VB). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SYZ | VB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.29 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.14 | — |
| Martin ratioReturn relative to average drawdown | — | 11.50 | — |
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Drawdowns
SYZ vs. VB - Drawdown Comparison
The maximum SYZ drawdown since its inception was -8.00%, smaller than the maximum VB drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for SYZ and VB.
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Drawdown Indicators
| SYZ | VB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.00% | -59.56% | +51.56% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.98% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -25.36% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.15% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.05% | — |
Current DrawdownCurrent decline from peak | -0.80% | -1.15% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -2.01% | -8.42% | +6.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.44% | — |
Volatility
SYZ vs. VB - Volatility Comparison
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Volatility by Period
| SYZ | VB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.99% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 12.24% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.89% | 16.65% | +0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.89% | 20.79% | -3.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.89% | 21.42% | -4.53% |
SYZ vs. VB - Expense Ratio Comparison
SYZ has a 0.60% expense ratio, which is higher than VB's 0.05% expense ratio.
Dividends
SYZ vs. VB - Dividend Comparison
SYZ's dividend yield for the trailing twelve months is around 0.24%, less than VB's 1.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SYZ Lazard US Systematic Small Cap Equity ETF | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VB Vanguard Small-Cap ETF | 1.19% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
Frequently Asked Questions
With a correlation of 0.92, SYZ and VB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, VB is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VB is cheaper with a 0.05% expense ratio, compared with 0.60% for SYZ.
VB has the higher dividend yield at 1.19%, compared with 0.24% for SYZ.
They also come from different issuers: Lazard and Vanguard. Their fees differ too: 0.60% for SYZ and 0.05% for VB.
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