TIDDX vs. LZISX
Compare and contrast key facts about T. Rowe Price International Discovery Fund Class I (TIDDX) and Lazard International Small Cap Equity Portfolio (LZISX).
TIDDX is a passively managed fund by T. Rowe Price that tracks the performance of the S&P Global ex-U.S. Small Cap Index Net. It was launched on Dec 17, 2015. LZISX is managed by Lazard. It was launched on Nov 30, 1993.
Performance
TIDDX vs. LZISX - Performance Comparison
Loading graphics...
TIDDX vs. LZISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TIDDX T. Rowe Price International Discovery Fund Class I | -1.33% | 25.73% | 3.81% | 13.38% | -30.23% | 7.45% | 38.95% | 25.18% | -17.42% | 38.58% |
LZISX Lazard International Small Cap Equity Portfolio | 5.19% | 35.95% | -3.68% | 11.59% | -26.34% | 12.36% | 13.45% | 25.49% | -24.90% | 36.67% |
Returns By Period
In the year-to-date period, TIDDX achieves a -1.33% return, which is significantly lower than LZISX's 5.19% return. Over the past 10 years, TIDDX has outperformed LZISX with an annualized return of 8.47%, while LZISX has yielded a comparatively lower 5.94% annualized return.
TIDDX
- 1D
- 3.20%
- 1M
- -9.42%
- YTD
- -1.33%
- 6M
- 2.11%
- 1Y
- 21.66%
- 3Y*
- 11.32%
- 5Y*
- 0.75%
- 10Y*
- 8.47%
LZISX
- 1D
- 4.31%
- 1M
- -7.55%
- YTD
- 5.19%
- 6M
- 7.32%
- 1Y
- 36.48%
- 3Y*
- 12.74%
- 5Y*
- 3.89%
- 10Y*
- 5.94%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TIDDX vs. LZISX - Expense Ratio Comparison
TIDDX has a 1.08% expense ratio, which is lower than LZISX's 1.14% expense ratio.
Return for Risk
TIDDX vs. LZISX — Risk / Return Rank
TIDDX
LZISX
TIDDX vs. LZISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Discovery Fund Class I (TIDDX) and Lazard International Small Cap Equity Portfolio (LZISX). 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.
| TIDDX | LZISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.43 | 1.93 | -0.50 |
Sortino ratioReturn per unit of downside risk | 1.89 | 2.45 | -0.56 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.34 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 2.89 | -1.37 |
Martin ratioReturn relative to average drawdown | 5.98 | 11.49 | -5.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TIDDX | LZISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 1.93 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.23 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.35 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.40 | +0.09 |
Correlation
The correlation between TIDDX and LZISX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
TIDDX vs. LZISX - Dividend Comparison
TIDDX's dividend yield for the trailing twelve months is around 5.35%, more than LZISX's 1.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIDDX T. Rowe Price International Discovery Fund Class I | 5.35% | 5.28% | 4.36% | 2.24% | 3.17% | 15.55% | 4.39% | 1.51% | 6.38% | 3.11% | 2.50% | 0.00% |
LZISX Lazard International Small Cap Equity Portfolio | 1.82% | 1.91% | 1.89% | 2.08% | 5.44% | 36.78% | 2.07% | 2.10% | 4.62% | 0.00% | 2.96% | 0.69% |
Drawdowns
TIDDX vs. LZISX - Drawdown Comparison
The maximum TIDDX drawdown since its inception was -43.76%, smaller than the maximum LZISX drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for TIDDX and LZISX.
Loading graphics...
Drawdown Indicators
| TIDDX | LZISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.76% | -65.43% | +21.67% |
Max Drawdown (1Y)Largest decline over 1 year | -13.50% | -12.10% | -1.40% |
Max Drawdown (5Y)Largest decline over 5 years | -43.76% | -42.01% | -1.75% |
Max Drawdown (10Y)Largest decline over 10 years | -43.76% | -44.80% | +1.04% |
Current DrawdownCurrent decline from peak | -10.59% | -8.31% | -2.28% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -14.85% | +1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 3.05% | +0.40% |
Volatility
TIDDX vs. LZISX - Volatility Comparison
The current volatility for T. Rowe Price International Discovery Fund Class I (TIDDX) is 7.23%, while Lazard International Small Cap Equity Portfolio (LZISX) has a volatility of 8.93%. This indicates that TIDDX experiences smaller price fluctuations and is considered to be less risky than LZISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TIDDX | LZISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.23% | 8.93% | -1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 10.74% | 15.31% | -4.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.60% | 19.12% | -3.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.61% | 17.24% | -0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.53% | 16.87% | -0.34% |