Converting C# Lambda to VB.NET

I'm trying to convert the following C# code to VB.NET. The issue is with the lambda expression.

public class UserStore
{
    private readonly IDatabaseFactory _databaseFactory;

    private DataContext _db;
    protected DataContext Db => _db ?? (_db = _databaseFactory.GetDataContext());

    public UserStore(IDatabaseFactory databaseFactory)
    {
        _databaseFactory = databaseFactory;
    }
}

The following is what I've converted the code to:

Public Class UserStore
    Private ReadOnly _databaseFactory As IDatabaseFactory

    Private _db As DataContext
    Protected Db As DataContext = Function() As DataContext
                                     If _db Is Nothing Then
                                         _db = _databaseFactory.GetDataContext()
                                     End If
                                     Return _db
                                  End Function

    Public Sub New(databaseFactory As IDatabaseFactory)
        _databaseFactory = databaseFactory
    End Sub
End Class

For some reason, the converted lambda gives the error Lambda expression cannot be converted to 'DataContext' because 'DataContext' is not a delegate type.

Can anybody tell me what I'm doing wrong here?