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PZVEX vs. DEMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PZVEX vs. DEMIX - Performance Comparison

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

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PZVEX vs. DEMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PZVEX
Pzena Emerging Markets Value Fund
4.52%35.06%4.11%20.32%-6.03%6.41%8.01%13.17%-10.59%29.88%
DEMIX
Delaware Emerging Markets Fund
13.36%86.79%6.52%17.59%-28.66%-2.08%26.09%24.33%-17.10%41.98%

Returns By Period

In the year-to-date period, PZVEX achieves a 4.52% return, which is significantly lower than DEMIX's 13.36% return. Over the past 10 years, PZVEX has underperformed DEMIX with an annualized return of 11.07%, while DEMIX has yielded a comparatively higher 14.40% annualized return.


PZVEX

1D
-1.42%
1M
-11.83%
YTD
4.52%
6M
10.81%
1Y
32.85%
3Y*
18.43%
5Y*
9.82%
10Y*
11.07%

DEMIX

1D
0.99%
1M
-18.24%
YTD
13.36%
6M
43.46%
1Y
104.80%
3Y*
35.24%
5Y*
12.50%
10Y*
14.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PZVEX vs. DEMIX - Expense Ratio Comparison

PZVEX has a 1.43% expense ratio, which is higher than DEMIX's 1.26% expense ratio.


Return for Risk

PZVEX vs. DEMIX — Risk / Return Rank

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

PZVEX
PZVEX Risk / Return Rank: 8989
Overall Rank
PZVEX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PZVEX Sortino Ratio Rank: 8989
Sortino Ratio Rank
PZVEX Omega Ratio Rank: 8989
Omega Ratio Rank
PZVEX Calmar Ratio Rank: 8888
Calmar Ratio Rank
PZVEX Martin Ratio Rank: 8686
Martin Ratio Rank

DEMIX
DEMIX Risk / Return Rank: 9797
Overall Rank
DEMIX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DEMIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
DEMIX Omega Ratio Rank: 9595
Omega Ratio Rank
DEMIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DEMIX Martin Ratio Rank: 9898
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.

PZVEX vs. DEMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pzena Emerging Markets Value Fund (PZVEX) and Delaware Emerging Markets Fund (DEMIX). 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.


PZVEXDEMIXDifference

Sharpe ratio

Return per unit of total volatility

2.04

3.11

-1.08

Sortino ratio

Return per unit of downside risk

2.48

3.29

-0.80

Omega ratio

Gain probability vs. loss probability

1.39

1.51

-0.12

Calmar ratio

Return relative to maximum drawdown

2.37

4.81

-2.44

Martin ratio

Return relative to average drawdown

9.13

18.57

-9.44

PZVEX vs. DEMIX - Sharpe Ratio Comparison

The current PZVEX Sharpe Ratio is 2.04, which is lower than the DEMIX Sharpe Ratio of 3.11. The chart below compares the historical Sharpe Ratios of PZVEX and DEMIX, 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


PZVEXDEMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

3.11

-1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.54

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.66

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.44

+0.10

Correlation

The correlation between PZVEX and DEMIX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PZVEX vs. DEMIX - Dividend Comparison

PZVEX's dividend yield for the trailing twelve months is around 4.38%, less than DEMIX's 16.74% yield.


TTM20252024202320222021202020192018201720162015
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%
DEMIX
Delaware Emerging Markets Fund
16.74%18.97%1.99%2.95%1.89%3.42%0.87%0.80%0.65%1.80%0.94%0.30%

Drawdowns

PZVEX vs. DEMIX - Drawdown Comparison

The maximum PZVEX drawdown since its inception was -45.00%, smaller than the maximum DEMIX drawdown of -63.15%. Use the drawdown chart below to compare losses from any high point for PZVEX and DEMIX.


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Drawdown Indicators


PZVEXDEMIXDifference

Max Drawdown

Largest peak-to-trough decline

-45.00%

-63.15%

+18.15%

Max Drawdown (1Y)

Largest decline over 1 year

-12.75%

-20.32%

+7.57%

Max Drawdown (5Y)

Largest decline over 5 years

-25.73%

-43.95%

+18.22%

Max Drawdown (10Y)

Largest decline over 10 years

-45.00%

-46.29%

+1.29%

Current Drawdown

Current decline from peak

-12.75%

-19.53%

+6.78%

Average Drawdown

Average peak-to-trough decline

-9.85%

-18.54%

+8.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

5.26%

-1.96%

Volatility

PZVEX vs. DEMIX - Volatility Comparison

The current volatility for Pzena Emerging Markets Value Fund (PZVEX) is 7.68%, while Delaware Emerging Markets Fund (DEMIX) has a volatility of 19.15%. This indicates that PZVEX experiences smaller price fluctuations and is considered to be less risky than DEMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PZVEXDEMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.68%

19.15%

-11.47%

Volatility (6M)

Calculated over the trailing 6-month period

11.65%

28.50%

-16.85%

Volatility (1Y)

Calculated over the trailing 1-year period

15.51%

33.36%

-17.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.51%

23.11%

-8.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.29%

21.94%

-6.65%