VINEX vs. LZISX
Compare and contrast key facts about Vanguard International Explorer Fund (VINEX) and Lazard International Small Cap Equity Portfolio (LZISX).
VINEX is managed by Vanguard. It was launched on Nov 4, 1996. LZISX is managed by Lazard. It was launched on Nov 30, 1993.
Performance
VINEX vs. LZISX - Performance Comparison
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VINEX vs. LZISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VINEX Vanguard International Explorer Fund | 0.25% | 27.98% | 0.11% | 15.26% | -27.56% | 9.52% | 15.07% | 21.90% | -23.02% | 35.92% |
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, VINEX achieves a 0.25% return, which is significantly lower than LZISX's 5.19% return. Both investments have delivered pretty close results over the past 10 years, with VINEX having a 5.70% annualized return and LZISX not far ahead at 5.94%.
VINEX
- 1D
- 3.01%
- 1M
- -8.20%
- YTD
- 0.25%
- 6M
- 1.57%
- 1Y
- 24.94%
- 3Y*
- 10.80%
- 5Y*
- 2.32%
- 10Y*
- 5.70%
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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VINEX vs. LZISX - Expense Ratio Comparison
VINEX has a 0.40% expense ratio, which is lower than LZISX's 1.14% expense ratio.
Return for Risk
VINEX vs. LZISX — Risk / Return Rank
VINEX
LZISX
VINEX vs. LZISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International Explorer Fund (VINEX) 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.
| VINEX | LZISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.59 | 1.93 | -0.34 |
Sortino ratioReturn per unit of downside risk | 2.12 | 2.45 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.34 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.90 | 2.89 | -0.99 |
Martin ratioReturn relative to average drawdown | 7.66 | 11.49 | -3.83 |
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
| VINEX | LZISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 1.93 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.23 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.35 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.40 | +0.07 |
Correlation
The correlation between VINEX and LZISX is 0.87, 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
VINEX vs. LZISX - Dividend Comparison
VINEX's dividend yield for the trailing twelve months is around 4.18%, more than LZISX's 1.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VINEX Vanguard International Explorer Fund | 4.18% | 4.19% | 4.17% | 2.47% | 1.74% | 4.80% | 1.06% | 2.51% | 8.75% | 4.22% | 1.95% | 5.45% |
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
VINEX vs. LZISX - Drawdown Comparison
The maximum VINEX drawdown since its inception was -62.16%, roughly equal to the maximum LZISX drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for VINEX and LZISX.
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Drawdown Indicators
| VINEX | LZISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.16% | -65.43% | +3.27% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -12.10% | -0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -42.24% | -42.01% | -0.23% |
Max Drawdown (10Y)Largest decline over 10 years | -45.46% | -44.80% | -0.66% |
Current DrawdownCurrent decline from peak | -9.68% | -8.31% | -1.37% |
Average DrawdownAverage peak-to-trough decline | -17.31% | -14.85% | -2.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 3.05% | +0.01% |
Volatility
VINEX vs. LZISX - Volatility Comparison
The current volatility for Vanguard International Explorer Fund (VINEX) is 7.26%, while Lazard International Small Cap Equity Portfolio (LZISX) has a volatility of 8.93%. This indicates that VINEX 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
| VINEX | LZISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.26% | 8.93% | -1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 10.92% | 15.31% | -4.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.77% | 19.12% | -3.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.90% | 17.24% | -0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.10% | 16.87% | +0.23% |