UMNIX vs. LZUSX
Compare and contrast key facts about Lazard US Short Duration Fixed Income Portfolio (UMNIX) and Lazard US Equity Focus Portfolio (LZUSX).
UMNIX is managed by Lazard. It was launched on Feb 28, 2011. LZUSX is managed by Lazard. It was launched on Dec 30, 2004.
Performance
UMNIX vs. LZUSX - Performance Comparison
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UMNIX vs. LZUSX - 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% |
LZUSX Lazard US Equity Focus Portfolio | -5.22% | 15.23% | 14.20% | 19.79% | -16.97% | 27.40% | 17.28% | 31.71% | -3.36% | 18.18% |
Returns By Period
In the year-to-date period, UMNIX achieves a 0.15% return, which is significantly higher than LZUSX's -5.22% return. Over the past 10 years, UMNIX has underperformed LZUSX with an annualized return of 1.74%, while LZUSX has yielded a comparatively higher 11.73% 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%
LZUSX
- 1D
- 2.27%
- 1M
- -4.99%
- YTD
- -5.22%
- 6M
- -1.37%
- 1Y
- 13.42%
- 3Y*
- 12.61%
- 5Y*
- 7.75%
- 10Y*
- 11.73%
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UMNIX vs. LZUSX - Expense Ratio Comparison
UMNIX has a 0.40% expense ratio, which is lower than LZUSX's 0.70% expense ratio.
Return for Risk
UMNIX vs. LZUSX — Risk / Return Rank
UMNIX
LZUSX
UMNIX vs. LZUSX - 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 US Equity Focus Portfolio (LZUSX). 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 | LZUSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.71 | 0.76 | +0.95 |
Sortino ratioReturn per unit of downside risk | 2.91 | 1.20 | +1.71 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.18 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 3.42 | 1.15 | +2.26 |
Martin ratioReturn relative to average drawdown | 10.72 | 4.75 | +5.97 |
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 | LZUSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 0.76 | +0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | 0.47 | +0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.14 | 0.66 | +0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.02 | 0.47 | +0.56 |
Correlation
The correlation between UMNIX and LZUSX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
UMNIX vs. LZUSX - Dividend Comparison
UMNIX's dividend yield for the trailing twelve months is around 3.27%, less than LZUSX's 14.57% 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% |
LZUSX Lazard US Equity Focus Portfolio | 14.57% | 13.81% | 6.61% | 1.09% | 2.77% | 5.78% | 5.28% | 11.94% | 17.57% | 10.34% | 3.41% | 7.83% |
Drawdowns
UMNIX vs. LZUSX - Drawdown Comparison
The maximum UMNIX drawdown since its inception was -4.13%, smaller than the maximum LZUSX drawdown of -55.40%. Use the drawdown chart below to compare losses from any high point for UMNIX and LZUSX.
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Drawdown Indicators
| UMNIX | LZUSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.13% | -55.40% | +51.27% |
Max Drawdown (1Y)Largest decline over 1 year | -1.04% | -12.31% | +11.27% |
Max Drawdown (5Y)Largest decline over 5 years | -4.06% | -23.05% | +18.99% |
Max Drawdown (10Y)Largest decline over 10 years | -4.13% | -35.12% | +30.99% |
Current DrawdownCurrent decline from peak | -0.72% | -7.55% | +6.83% |
Average DrawdownAverage peak-to-trough decline | -0.85% | -7.90% | +7.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.33% | 2.99% | -2.66% |
Volatility
UMNIX vs. LZUSX - Volatility Comparison
The current volatility for Lazard US Short Duration Fixed Income Portfolio (UMNIX) is 0.50%, while Lazard US Equity Focus Portfolio (LZUSX) has a volatility of 4.50%. This indicates that UMNIX experiences smaller price fluctuations and is considered to be less risky than LZUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UMNIX | LZUSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.50% | 4.50% | -4.00% |
Volatility (6M)Calculated over the trailing 6-month period | 1.22% | 8.87% | -7.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.91% | 18.10% | -16.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.94% | 16.45% | -14.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.53% | 17.70% | -16.17% |