BEMIX vs. PZVEX
Compare and contrast key facts about Brandes Emerging Markets Fund (BEMIX) and Pzena Emerging Markets Value Fund (PZVEX).
BEMIX is managed by Brandes. It was launched on Jan 30, 2011. PZVEX is managed by Pzena. It was launched on Mar 30, 2014.
Performance
BEMIX vs. PZVEX - Performance Comparison
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BEMIX vs. PZVEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BEMIX Brandes Emerging Markets Fund | 2.96% | 47.83% | 4.01% | 22.53% | -15.91% | 1.68% | -6.17% | 18.60% | -15.56% | 26.00% |
PZVEX Pzena Emerging Markets Value Fund | 4.52% | 35.06% | 4.11% | 20.32% | -6.03% | 6.41% | 8.01% | 13.17% | -10.59% | 29.88% |
Returns By Period
In the year-to-date period, BEMIX achieves a 2.96% return, which is significantly lower than PZVEX's 4.52% return. Over the past 10 years, BEMIX has underperformed PZVEX with an annualized return of 8.04%, while PZVEX has yielded a comparatively higher 11.07% annualized return.
BEMIX
- 1D
- -0.79%
- 1M
- -11.64%
- YTD
- 2.96%
- 6M
- 11.40%
- 1Y
- 45.15%
- 3Y*
- 21.23%
- 5Y*
- 9.84%
- 10Y*
- 8.04%
PZVEX
- 1D
- -1.42%
- 1M
- -11.83%
- YTD
- 4.52%
- 6M
- 10.81%
- 1Y
- 32.85%
- 3Y*
- 18.43%
- 5Y*
- 9.82%
- 10Y*
- 11.07%
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BEMIX vs. PZVEX - Expense Ratio Comparison
BEMIX has a 1.12% expense ratio, which is lower than PZVEX's 1.43% expense ratio.
Return for Risk
BEMIX vs. PZVEX — Risk / Return Rank
BEMIX
PZVEX
BEMIX vs. PZVEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brandes Emerging Markets Fund (BEMIX) and Pzena Emerging Markets Value Fund (PZVEX). 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.
| BEMIX | PZVEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.57 | 2.04 | +0.53 |
Sortino ratioReturn per unit of downside risk | 3.24 | 2.48 | +0.76 |
Omega ratioGain probability vs. loss probability | 1.51 | 1.39 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 3.45 | 2.37 | +1.08 |
Martin ratioReturn relative to average drawdown | 14.31 | 9.13 | +5.18 |
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
| BEMIX | PZVEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.57 | 2.04 | +0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.68 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.73 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.55 | -0.31 |
Correlation
The correlation between BEMIX and PZVEX is 0.73, 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
BEMIX vs. PZVEX - Dividend Comparison
BEMIX's dividend yield for the trailing twelve months is around 2.09%, less than PZVEX's 4.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEMIX Brandes Emerging Markets Fund | 2.09% | 2.15% | 3.04% | 2.45% | 2.86% | 2.31% | 1.31% | 2.56% | 1.55% | 1.41% | 2.20% | 1.54% |
PZVEX Pzena Emerging Markets Value Fund | 4.38% | 4.58% | 7.03% | 5.49% | 1.80% | 2.46% | 1.08% | 6.07% | 0.97% | 1.24% | 0.71% | 1.90% |
Drawdowns
BEMIX vs. PZVEX - Drawdown Comparison
The maximum BEMIX drawdown since its inception was -46.05%, roughly equal to the maximum PZVEX drawdown of -45.00%. Use the drawdown chart below to compare losses from any high point for BEMIX and PZVEX.
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Drawdown Indicators
| BEMIX | PZVEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.05% | -45.00% | -1.05% |
Max Drawdown (1Y)Largest decline over 1 year | -12.07% | -12.75% | +0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -36.37% | -25.73% | -10.64% |
Max Drawdown (10Y)Largest decline over 10 years | -46.05% | -45.00% | -1.05% |
Current DrawdownCurrent decline from peak | -12.07% | -12.75% | +0.68% |
Average DrawdownAverage peak-to-trough decline | -14.32% | -9.85% | -4.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 3.30% | -0.39% |
Volatility
BEMIX vs. PZVEX - Volatility Comparison
Brandes Emerging Markets Fund (BEMIX) has a higher volatility of 8.42% compared to Pzena Emerging Markets Value Fund (PZVEX) at 7.68%. This indicates that BEMIX's price experiences larger fluctuations and is considered to be riskier than PZVEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BEMIX | PZVEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.42% | 7.68% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 12.56% | 11.65% | +0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.37% | 15.51% | +1.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.15% | 14.51% | +1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.96% | 15.29% | +1.67% |