PortfoliosLab logoPortfoliosLab logo
PZLV vs. VMAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PZLV vs. VMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pzena U.S. Large Cap Value ETF (PZLV) and Hartford US Value ETF (VMAX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


PZLV

1D
-1.97%
1M
5.26%
YTD
6M
1Y
3Y*
5Y*
10Y*

VMAX

1D
-0.98%
1M
4.39%
YTD
14.75%
6M
15.83%
1Y
30.28%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PZLV vs. VMAX - Yearly Performance Comparison


Correlation

The correlation between PZLV and VMAX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 1, 2026

0.84

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PZLV vs. VMAX — Risk / Return Rank

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

PZLV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


VMAX
VMAX Risk / Return Rank: 8686
Overall Rank
VMAX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VMAX Sortino Ratio Rank: 8282
Sortino Ratio Rank
VMAX Omega Ratio Rank: 8080
Omega Ratio Rank
VMAX Calmar Ratio Rank: 9393
Calmar Ratio Rank
VMAX Martin Ratio Rank: 9393
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.

PZLV vs. VMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pzena U.S. Large Cap Value ETF (PZLV) and Hartford US Value ETF (VMAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PZLVVMAXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

6.17

Martin ratioReturn relative to average drawdown

21.68

PZLV vs. VMAX - Sharpe Ratio Comparison


Loading charts...

Drawdowns

PZLV vs. VMAX - Drawdown Comparison

The maximum PZLV drawdown since its inception was -2.46%, smaller than the maximum VMAX drawdown of -19.05%. Use the drawdown chart below to compare losses from any high point for PZLV and VMAX.


Loading charts...

Drawdown Indicators


PZLVVMAXDifference

Max Drawdown

Largest peak-to-trough decline

-2.46%

-19.05%

+16.59%

Max Drawdown (1Y)

Largest decline over 1 year

-4.93%

Current Drawdown

Current decline from peak

-2.46%

-0.98%

-1.48%

Average Drawdown

Average peak-to-trough decline

-0.62%

-2.53%

+1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

Volatility

PZLV vs. VMAX - Volatility Comparison


Loading charts...

Volatility by Period


PZLVVMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.22%

Volatility (6M)

Calculated over the trailing 6-month period

8.87%

Volatility (1Y)

Calculated over the trailing 1-year period

14.56%

12.33%

+2.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.56%

15.44%

-0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.56%

15.44%

-0.88%

PZLV vs. VMAX - Expense Ratio Comparison

PZLV has a 0.60% expense ratio, which is higher than VMAX's 0.29% expense ratio.


Dividends

PZLV vs. VMAX - Dividend Comparison

PZLV has not paid dividends to shareholders, while VMAX's dividend yield for the trailing twelve months is around 1.86%.


PositionTTM20252024
PZLV
Pzena U.S. Large Cap Value ETF
0.00%0.00%0.00%
VMAX
Hartford US Value ETF
1.86%2.14%1.95%

Frequently Asked Questions


PZLV and VMAX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VMAX is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VMAX is cheaper with a 0.29% expense ratio, compared with 0.60% for PZLV.

VMAX has the higher dividend yield at 1.86%, compared with 0.00% for PZLV.

They also come from different issuers: Pzena and Hartford. Their fees differ too: 0.60% for PZLV and 0.29% for VMAX.

Portfolio Optimizer

Find the right allocation for PZLV and VMAX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer