UMNIX vs. LZISX
Compare and contrast key facts about Lazard US Short Duration Fixed Income Portfolio (UMNIX) and Lazard International Small Cap Equity Portfolio (LZISX).
UMNIX is managed by Lazard. It was launched on Feb 28, 2011. LZISX is managed by Lazard. It was launched on Nov 30, 1993.
Performance
UMNIX vs. LZISX - Performance Comparison
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UMNIX vs. LZISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UMNIX Lazard US Short Duration Fixed Income Portfolio | 0.15% | 5.02% | 3.88% | 3.53% | -2.72% | -0.44% | 2.47% | 3.26% | 1.09% | 0.82% |
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, UMNIX achieves a 0.15% return, which is significantly lower than LZISX's 5.19% return. Over the past 10 years, UMNIX has underperformed LZISX with an annualized return of 1.74%, while LZISX has yielded a comparatively higher 5.94% annualized return.
UMNIX
- 1D
- 0.10%
- 1M
- -0.52%
- YTD
- 0.15%
- 6M
- 1.03%
- 1Y
- 3.21%
- 3Y*
- 3.76%
- 5Y*
- 1.84%
- 10Y*
- 1.74%
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%
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UMNIX vs. LZISX - Expense Ratio Comparison
UMNIX has a 0.40% expense ratio, which is lower than LZISX's 1.14% expense ratio.
Return for Risk
UMNIX vs. LZISX — Risk / Return Rank
UMNIX
LZISX
UMNIX vs. LZISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard US Short Duration Fixed Income Portfolio (UMNIX) 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.
| UMNIX | LZISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.71 | 1.93 | -0.22 |
Sortino ratioReturn per unit of downside risk | 2.91 | 2.45 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.34 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 3.42 | 2.89 | +0.52 |
Martin ratioReturn relative to average drawdown | 10.72 | 11.49 | -0.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UMNIX | LZISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 1.93 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | 0.23 | +0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.14 | 0.35 | +0.79 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.02 | 0.40 | +0.62 |
Correlation
The correlation between UMNIX and LZISX is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
UMNIX vs. LZISX - Dividend Comparison
UMNIX's dividend yield for the trailing twelve months is around 3.27%, more than LZISX's 1.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UMNIX Lazard US Short Duration Fixed Income Portfolio | 3.27% | 3.94% | 3.48% | 2.70% | 1.30% | 0.16% | 1.22% | 2.48% | 2.00% | 1.53% | 1.30% | 1.06% |
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
UMNIX vs. LZISX - Drawdown Comparison
The maximum UMNIX drawdown since its inception was -4.13%, smaller than the maximum LZISX drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for UMNIX and LZISX.
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Drawdown Indicators
| UMNIX | LZISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.13% | -65.43% | +61.30% |
Max Drawdown (1Y)Largest decline over 1 year | -1.04% | -12.10% | +11.06% |
Max Drawdown (5Y)Largest decline over 5 years | -4.06% | -42.01% | +37.95% |
Max Drawdown (10Y)Largest decline over 10 years | -4.13% | -44.80% | +40.67% |
Current DrawdownCurrent decline from peak | -0.72% | -8.31% | +7.59% |
Average DrawdownAverage peak-to-trough decline | -0.85% | -14.85% | +14.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.33% | 3.05% | -2.72% |
Volatility
UMNIX vs. LZISX - Volatility Comparison
The current volatility for Lazard US Short Duration Fixed Income Portfolio (UMNIX) is 0.50%, while Lazard International Small Cap Equity Portfolio (LZISX) has a volatility of 8.93%. This indicates that UMNIX 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.
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Volatility by Period
| UMNIX | LZISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.50% | 8.93% | -8.43% |
Volatility (6M)Calculated over the trailing 6-month period | 1.22% | 15.31% | -14.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.91% | 19.12% | -17.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.94% | 17.24% | -15.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.53% | 16.87% | -15.34% |