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PZIEX vs. EMF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PZIEX vs. EMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pzena Emerging Markets Value Fund Institutional Class (PZIEX) and Templeton Emerging Markets Fund (EMF). The values are adjusted to include any dividend payments, if applicable.

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PZIEX vs. EMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PZIEX
Pzena Emerging Markets Value Fund Institutional Class
4.56%35.49%4.54%20.73%-5.67%6.65%8.43%13.57%-10.23%29.98%
EMF
Templeton Emerging Markets Fund
3.98%58.20%6.56%8.84%-21.53%-8.23%24.48%27.20%-14.78%53.55%

Returns By Period

In the year-to-date period, PZIEX achieves a 4.56% return, which is significantly higher than EMF's 3.98% return. Over the past 10 years, PZIEX has underperformed EMF with an annualized return of 11.43%, while EMF has yielded a comparatively higher 12.50% annualized return.


PZIEX

1D
-1.41%
1M
-11.82%
YTD
4.56%
6M
10.95%
1Y
33.26%
3Y*
18.81%
5Y*
10.19%
10Y*
11.43%

EMF

1D
4.67%
1M
-14.87%
YTD
3.98%
6M
12.14%
1Y
50.40%
3Y*
23.03%
5Y*
5.86%
10Y*
12.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PZIEX vs. EMF - Expense Ratio Comparison

PZIEX has a 1.08% expense ratio, which is lower than EMF's 1.43% expense ratio.


Return for Risk

PZIEX vs. EMF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PZIEX
PZIEX Risk / Return Rank: 8989
Overall Rank
PZIEX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PZIEX Sortino Ratio Rank: 9090
Sortino Ratio Rank
PZIEX Omega Ratio Rank: 8989
Omega Ratio Rank
PZIEX Calmar Ratio Rank: 8989
Calmar Ratio Rank
PZIEX Martin Ratio Rank: 8787
Martin Ratio Rank

EMF
EMF Risk / Return Rank: 9292
Overall Rank
EMF Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EMF Sortino Ratio Rank: 9292
Sortino Ratio Rank
EMF Omega Ratio Rank: 9292
Omega Ratio Rank
EMF Calmar Ratio Rank: 9090
Calmar Ratio Rank
EMF Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PZIEX vs. EMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pzena Emerging Markets Value Fund Institutional Class (PZIEX) and Templeton Emerging Markets Fund (EMF). 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.


PZIEXEMFDifference

Sharpe ratio

Return per unit of total volatility

2.07

2.29

-0.22

Sortino ratio

Return per unit of downside risk

2.52

2.78

-0.25

Omega ratio

Gain probability vs. loss probability

1.39

1.44

-0.05

Calmar ratio

Return relative to maximum drawdown

2.40

2.49

-0.09

Martin ratio

Return relative to average drawdown

9.28

10.41

-1.13

PZIEX vs. EMF - Sharpe Ratio Comparison

The current PZIEX Sharpe Ratio is 2.07, which is comparable to the EMF Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of PZIEX and EMF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PZIEXEMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

2.29

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.30

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.62

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.20

+0.37

Correlation

The correlation between PZIEX and EMF is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PZIEX vs. EMF - Dividend Comparison

PZIEX's dividend yield for the trailing twelve months is around 4.60%, less than EMF's 9.47% yield.


TTM20252024202320222021202020192018201720162015
PZIEX
Pzena Emerging Markets Value Fund Institutional Class
4.60%4.81%7.38%5.79%2.08%2.79%1.28%6.32%1.28%1.41%0.98%2.23%
EMF
Templeton Emerging Markets Fund
9.47%9.73%4.28%6.22%9.89%6.92%3.51%7.36%5.92%12.11%1.62%12.81%

Drawdowns

PZIEX vs. EMF - Drawdown Comparison

The maximum PZIEX drawdown since its inception was -44.59%, smaller than the maximum EMF drawdown of -76.97%. Use the drawdown chart below to compare losses from any high point for PZIEX and EMF.


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Drawdown Indicators


PZIEXEMFDifference

Max Drawdown

Largest peak-to-trough decline

-44.59%

-76.97%

+32.38%

Max Drawdown (1Y)

Largest decline over 1 year

-12.73%

-19.48%

+6.75%

Max Drawdown (5Y)

Largest decline over 5 years

-25.38%

-45.87%

+20.49%

Max Drawdown (10Y)

Largest decline over 10 years

-44.59%

-47.65%

+3.06%

Current Drawdown

Current decline from peak

-12.73%

-15.72%

+2.99%

Average Drawdown

Average peak-to-trough decline

-9.64%

-29.12%

+19.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

4.66%

-1.37%

Volatility

PZIEX vs. EMF - Volatility Comparison

The current volatility for Pzena Emerging Markets Value Fund Institutional Class (PZIEX) is 7.69%, while Templeton Emerging Markets Fund (EMF) has a volatility of 12.00%. This indicates that PZIEX experiences smaller price fluctuations and is considered to be less risky than EMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PZIEXEMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.69%

12.00%

-4.31%

Volatility (6M)

Calculated over the trailing 6-month period

11.62%

17.23%

-5.61%

Volatility (1Y)

Calculated over the trailing 1-year period

15.48%

22.15%

-6.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.51%

19.85%

-5.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.31%

20.28%

-4.97%