COBYX vs. PZVEX
Compare and contrast key facts about The Cook & Bynum Fund (COBYX) and Pzena Emerging Markets Value Fund (PZVEX).
COBYX is managed by Cook & Bynum. It was launched on Jun 30, 2009. PZVEX is managed by Pzena. It was launched on Mar 30, 2014.
Performance
COBYX vs. PZVEX - Performance Comparison
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COBYX vs. PZVEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COBYX The Cook & Bynum Fund | 3.01% | 20.50% | -10.32% | 16.73% | 9.28% | 9.05% | -10.97% | 9.40% | -13.40% | 15.12% |
PZVEX Pzena Emerging Markets Value Fund | 4.46% | 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, COBYX achieves a 3.01% return, which is significantly lower than PZVEX's 4.46% return. Over the past 10 years, COBYX has underperformed PZVEX with an annualized return of 3.93%, while PZVEX has yielded a comparatively higher 11.07% annualized return.
COBYX
- 1D
- 1.85%
- 1M
- -3.87%
- YTD
- 3.01%
- 6M
- 7.66%
- 1Y
- 7.10%
- 3Y*
- 7.06%
- 5Y*
- 7.72%
- 10Y*
- 3.93%
PZVEX
- 1D
- -0.06%
- 1M
- -10.85%
- YTD
- 4.46%
- 6M
- 10.67%
- 1Y
- 32.45%
- 3Y*
- 18.40%
- 5Y*
- 9.74%
- 10Y*
- 11.07%
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COBYX vs. PZVEX - Expense Ratio Comparison
COBYX has a 1.49% expense ratio, which is higher than PZVEX's 1.43% expense ratio.
Return for Risk
COBYX vs. PZVEX — Risk / Return Rank
COBYX
PZVEX
COBYX vs. PZVEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Cook & Bynum Fund (COBYX) 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.
| COBYX | PZVEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 2.13 | -1.52 |
Sortino ratioReturn per unit of downside risk | 0.92 | 2.59 | -1.67 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.41 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 2.45 | -1.40 |
Martin ratioReturn relative to average drawdown | 3.15 | 9.34 | -6.20 |
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
| COBYX | PZVEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 2.13 | -1.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.67 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.73 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.55 | -0.20 |
Correlation
The correlation between COBYX and PZVEX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
COBYX vs. PZVEX - Dividend Comparison
COBYX's dividend yield for the trailing twelve months is around 1.14%, less than PZVEX's 4.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COBYX The Cook & Bynum Fund | 1.14% | 1.18% | 0.00% | 1.01% | 1.16% | 2.18% | 0.32% | 0.69% | 12.60% | 1.88% | 5.09% | 0.00% |
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
COBYX vs. PZVEX - Drawdown Comparison
The maximum COBYX drawdown since its inception was -34.18%, smaller than the maximum PZVEX drawdown of -45.00%. Use the drawdown chart below to compare losses from any high point for COBYX and PZVEX.
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Drawdown Indicators
| COBYX | PZVEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.18% | -45.00% | +10.82% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -12.80% | +3.85% |
Max Drawdown (5Y)Largest decline over 5 years | -17.10% | -25.73% | +8.63% |
Max Drawdown (10Y)Largest decline over 10 years | -34.18% | -45.00% | +10.82% |
Current DrawdownCurrent decline from peak | -6.21% | -12.80% | +6.59% |
Average DrawdownAverage peak-to-trough decline | -6.86% | -9.85% | +2.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 3.35% | -0.36% |
Volatility
COBYX vs. PZVEX - Volatility Comparison
The current volatility for The Cook & Bynum Fund (COBYX) is 5.20%, while Pzena Emerging Markets Value Fund (PZVEX) has a volatility of 7.68%. This indicates that COBYX experiences smaller price fluctuations and is considered to be less risky 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
| COBYX | PZVEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.20% | 7.68% | -2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 8.42% | 11.60% | -3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.59% | 15.48% | -0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.98% | 14.51% | -0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.55% | 15.28% | -1.73% |