WAESX vs. LZEMX
Compare and contrast key facts about Wasatch Emerging Markets Select Fund (WAESX) and Lazard Emerging Markets Equity Portfolio (LZEMX).
WAESX is managed by Wasatch. It was launched on Dec 12, 2012. LZEMX is managed by Lazard. It was launched on Jul 14, 1994.
Performance
WAESX vs. LZEMX - Performance Comparison
Loading graphics...
WAESX vs. LZEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WAESX Wasatch Emerging Markets Select Fund | -6.48% | 10.56% | -0.12% | 17.52% | -37.38% | 21.34% | 48.36% | 28.05% | -11.50% | 37.66% |
LZEMX Lazard Emerging Markets Equity Portfolio | 6.61% | 41.35% | 7.60% | 22.44% | -14.86% | 5.37% | -0.07% | 18.06% | -18.11% | 28.02% |
Returns By Period
In the year-to-date period, WAESX achieves a -6.48% return, which is significantly lower than LZEMX's 6.61% return. Over the past 10 years, WAESX has underperformed LZEMX with an annualized return of 7.10%, while LZEMX has yielded a comparatively higher 9.39% annualized return.
WAESX
- 1D
- 2.10%
- 1M
- -6.73%
- YTD
- -6.48%
- 6M
- -2.46%
- 1Y
- 6.30%
- 3Y*
- 3.59%
- 5Y*
- -2.06%
- 10Y*
- 7.10%
LZEMX
- 1D
- 1.54%
- 1M
- -7.29%
- YTD
- 6.61%
- 6M
- 16.90%
- 1Y
- 40.50%
- 3Y*
- 22.54%
- 5Y*
- 11.01%
- 10Y*
- 9.39%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
WAESX vs. LZEMX - Expense Ratio Comparison
WAESX has a 1.32% expense ratio, which is higher than LZEMX's 1.06% expense ratio.
Return for Risk
WAESX vs. LZEMX — Risk / Return Rank
WAESX
LZEMX
WAESX vs. LZEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Emerging Markets Select Fund (WAESX) and Lazard Emerging Markets Equity Portfolio (LZEMX). 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.
| WAESX | LZEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.34 | 2.95 | -2.61 |
Sortino ratioReturn per unit of downside risk | 0.60 | 3.72 | -3.13 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.57 | -0.49 |
Calmar ratioReturn relative to maximum drawdown | 0.46 | 3.86 | -3.41 |
Martin ratioReturn relative to average drawdown | 1.52 | 14.21 | -12.69 |
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
| WAESX | LZEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 2.95 | -2.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | 0.78 | -0.89 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.58 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.39 | -0.17 |
Correlation
The correlation between WAESX and LZEMX is 0.74, 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
WAESX vs. LZEMX - Dividend Comparison
WAESX has not paid dividends to shareholders, while LZEMX's dividend yield for the trailing twelve months is around 1.92%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WAESX Wasatch Emerging Markets Select Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LZEMX Lazard Emerging Markets Equity Portfolio | 1.92% | 2.05% | 3.11% | 3.76% | 5.92% | 4.89% | 2.11% | 2.45% | 2.10% | 1.99% | 1.48% | 2.14% |
Drawdowns
WAESX vs. LZEMX - Drawdown Comparison
The maximum WAESX drawdown since its inception was -45.85%, smaller than the maximum LZEMX drawdown of -60.08%. Use the drawdown chart below to compare losses from any high point for WAESX and LZEMX.
Loading graphics...
Drawdown Indicators
| WAESX | LZEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.85% | -60.08% | +14.23% |
Max Drawdown (1Y)Largest decline over 1 year | -11.18% | -10.42% | -0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -45.85% | -30.55% | -15.30% |
Max Drawdown (10Y)Largest decline over 10 years | -45.85% | -44.08% | -1.77% |
Current DrawdownCurrent decline from peak | -28.74% | -9.04% | -19.70% |
Average DrawdownAverage peak-to-trough decline | -16.56% | -16.71% | +0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 2.89% | +0.47% |
Volatility
WAESX vs. LZEMX - Volatility Comparison
Wasatch Emerging Markets Select Fund (WAESX) has a higher volatility of 7.82% compared to Lazard Emerging Markets Equity Portfolio (LZEMX) at 6.23%. This indicates that WAESX's price experiences larger fluctuations and is considered to be riskier than LZEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| WAESX | LZEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.82% | 6.23% | +1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 12.28% | 9.72% | +2.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.04% | 14.30% | +3.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.92% | 14.11% | +5.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.55% | 16.34% | +3.21% |