PZVEX vs. DAADX
Compare and contrast key facts about Pzena Emerging Markets Value Fund (PZVEX) and DFA Emerging Markets ex China Core Equity Portfolio (DAADX).
PZVEX is managed by Pzena. It was launched on Mar 30, 2014. DAADX is managed by Dimensional Fund Advisors LP. It was launched on Nov 14, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PZVEX or DAADX.
Correlation
The correlation between PZVEX and DAADX is 0.36, 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
PZVEX vs. DAADX - Performance Comparison
Key characteristics
PZVEX:
0.23
DAADX:
0.10
PZVEX:
0.40
DAADX:
0.23
PZVEX:
1.06
DAADX:
1.03
PZVEX:
0.20
DAADX:
0.08
PZVEX:
0.43
DAADX:
0.21
PZVEX:
8.65%
DAADX:
6.82%
PZVEX:
16.00%
DAADX:
14.28%
PZVEX:
-47.66%
DAADX:
-24.99%
PZVEX:
-10.31%
DAADX:
-9.02%
Returns By Period
In the year-to-date period, PZVEX achieves a 5.66% return, which is significantly higher than DAADX's 0.31% return.
PZVEX
5.66%
-1.65%
-3.74%
1.36%
12.72%
4.40%
DAADX
0.31%
1.74%
-4.45%
-0.25%
N/A
N/A
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PZVEX vs. DAADX - Expense Ratio Comparison
PZVEX has a 1.43% expense ratio, which is higher than DAADX's 0.43% expense ratio.
Risk-Adjusted Performance
PZVEX vs. DAADX — Risk-Adjusted Performance Rank
PZVEX
DAADX
PZVEX vs. DAADX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pzena Emerging Markets Value Fund (PZVEX) and DFA Emerging Markets ex China Core Equity Portfolio (DAADX). 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
PZVEX vs. DAADX - Dividend Comparison
PZVEX's dividend yield for the trailing twelve months is around 3.98%, more than DAADX's 2.68% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PZVEX Pzena Emerging Markets Value Fund | 3.98% | 4.21% | 3.14% | 1.53% | 1.80% | 0.81% | 1.36% | 0.97% | 1.25% | 0.72% | 1.90% | 0.17% |
DAADX DFA Emerging Markets ex China Core Equity Portfolio | 2.68% | 2.63% | 2.81% | 3.01% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PZVEX vs. DAADX - Drawdown Comparison
The maximum PZVEX drawdown since its inception was -47.66%, which is greater than DAADX's maximum drawdown of -24.99%. Use the drawdown chart below to compare losses from any high point for PZVEX and DAADX. For additional features, visit the drawdowns tool.
Volatility
PZVEX vs. DAADX - Volatility Comparison
Pzena Emerging Markets Value Fund (PZVEX) has a higher volatility of 8.37% compared to DFA Emerging Markets ex China Core Equity Portfolio (DAADX) at 7.61%. This indicates that PZVEX's price experiences larger fluctuations and is considered to be riskier than DAADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.