VEMRX vs. LZUSX
Compare and contrast key facts about Vanguard Emerging Markets Index Fund Institutional Plus Shares (VEMRX) and Lazard US Equity Focus Portfolio (LZUSX).
VEMRX is managed by Vanguard. It was launched on Dec 15, 2010. LZUSX is managed by Lazard. It was launched on Dec 30, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEMRX or LZUSX.
Key characteristics
| VEMRX | LZUSX | |
|---|---|---|
| YTD Return | 15.41% | 17.48% |
| 1Y Return | 23.49% | 29.81% |
| 3Y Return (Ann) | 0.30% | 3.43% |
| 5Y Return (Ann) | 4.86% | 8.10% |
| 10Y Return (Ann) | 4.03% | 3.88% |
| Sharpe Ratio | 1.78 | 2.46 |
| Sortino Ratio | 2.52 | 3.30 |
| Omega Ratio | 1.32 | 1.46 |
| Calmar Ratio | 0.92 | 1.91 |
| Martin Ratio | 9.63 | 16.46 |
| Ulcer Index | 2.34% | 1.75% |
| Daily Std Dev | 12.68% | 11.70% |
| Max Drawdown | -36.01% | -62.37% |
| Current Drawdown | -6.78% | 0.00% |
Correlation
The correlation between VEMRX and LZUSX is 0.67, 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.
Performance
VEMRX vs. LZUSX - Performance Comparison
In the year-to-date period, VEMRX achieves a 15.41% return, which is significantly lower than LZUSX's 17.48% return. Both investments have delivered pretty close results over the past 10 years, with VEMRX having a 4.03% annualized return and LZUSX not far behind at 3.88%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VEMRX vs. LZUSX - Expense Ratio Comparison
VEMRX has a 0.08% expense ratio, which is lower than LZUSX's 0.70% expense ratio.
Risk-Adjusted Performance
VEMRX vs. LZUSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Index Fund Institutional Plus Shares (VEMRX) 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.
Dividends
VEMRX vs. LZUSX - Dividend Comparison
VEMRX's dividend yield for the trailing twelve months is around 2.57%, more than LZUSX's 0.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEMRX Vanguard Emerging Markets Index Fund Institutional Plus Shares | 2.57% | 3.52% | 4.11% | 2.63% | 1.92% | 3.26% | 2.92% | 2.35% | 2.56% | 3.31% | 2.91% | 2.81% |
LZUSX Lazard US Equity Focus Portfolio | 0.74% | 0.86% | 0.78% | 0.34% | 0.75% | 1.90% | 2.86% | 1.69% | 0.81% | 0.88% | 1.08% | 1.25% |
Drawdowns
VEMRX vs. LZUSX - Drawdown Comparison
The maximum VEMRX drawdown since its inception was -36.01%, smaller than the maximum LZUSX drawdown of -62.37%. Use the drawdown chart below to compare losses from any high point for VEMRX and LZUSX. For additional features, visit the drawdowns tool.
Volatility
VEMRX vs. LZUSX - Volatility Comparison
Vanguard Emerging Markets Index Fund Institutional Plus Shares (VEMRX) and Lazard US Equity Focus Portfolio (LZUSX) have volatilities of 4.17% and 4.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.