DAADX vs. PZVEX
Compare and contrast key facts about DFA Emerging Markets ex China Core Equity Portfolio (DAADX) and Pzena Emerging Markets Value Fund (PZVEX).
DAADX is managed by Dimensional Fund Advisors LP. It was launched on Nov 14, 2021. PZVEX is managed by Pzena. It was launched on Mar 30, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DAADX or PZVEX.
Correlation
The correlation between DAADX and PZVEX is 0.35, 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.
Performance
DAADX vs. PZVEX - Performance Comparison
Key characteristics
DAADX:
0.05
PZVEX:
0.26
DAADX:
0.16
PZVEX:
0.44
DAADX:
1.02
PZVEX:
1.06
DAADX:
0.04
PZVEX:
0.22
DAADX:
0.11
PZVEX:
0.48
DAADX:
6.77%
PZVEX:
8.60%
DAADX:
14.27%
PZVEX:
16.08%
DAADX:
-24.99%
PZVEX:
-47.66%
DAADX:
-10.03%
PZVEX:
-10.89%
Returns By Period
In the year-to-date period, DAADX achieves a -0.80% return, which is significantly lower than PZVEX's 4.99% return.
DAADX
-0.80%
0.61%
-5.41%
-0.48%
N/A
N/A
PZVEX
4.99%
-2.28%
-4.22%
1.34%
13.21%
4.32%
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DAADX vs. PZVEX - Expense Ratio Comparison
DAADX has a 0.43% expense ratio, which is lower than PZVEX's 1.43% expense ratio.
Risk-Adjusted Performance
DAADX vs. PZVEX — Risk-Adjusted Performance Rank
DAADX
PZVEX
DAADX vs. PZVEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets ex China Core Equity Portfolio (DAADX) 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.
Dividends
DAADX vs. PZVEX - Dividend Comparison
DAADX's dividend yield for the trailing twelve months is around 2.71%, less than PZVEX's 6.70% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DAADX DFA Emerging Markets ex China Core Equity Portfolio | 2.71% | 2.63% | 2.81% | 3.01% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PZVEX Pzena Emerging Markets Value Fund | 6.70% | 7.03% | 5.49% | 1.80% | 2.46% | 1.08% | 3.72% | 0.97% | 1.24% | 0.71% | 1.90% | 0.34% |
Drawdowns
DAADX vs. PZVEX - Drawdown Comparison
The maximum DAADX drawdown since its inception was -24.99%, smaller than the maximum PZVEX drawdown of -47.66%. Use the drawdown chart below to compare losses from any high point for DAADX and PZVEX. For additional features, visit the drawdowns tool.
Volatility
DAADX vs. PZVEX - Volatility Comparison
The current volatility for DFA Emerging Markets ex China Core Equity Portfolio (DAADX) is 7.72%, while Pzena Emerging Markets Value Fund (PZVEX) has a volatility of 8.40%. This indicates that DAADX 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.