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PZVEX vs. FCEEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PZVEX vs. FCEEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pzena Emerging Markets Value Fund (PZVEX) and Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX). The values are adjusted to include any dividend payments, if applicable.

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PZVEX vs. FCEEX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PZVEX
Pzena Emerging Markets Value Fund
4.46%35.06%4.11%20.32%-6.03%6.41%8.01%13.52%
FCEEX
Franklin Emerging Market Core Equity (IU) Fund Advisor
4.40%34.81%10.51%12.52%-16.96%-1.29%10.19%9.77%

Returns By Period

The year-to-date returns for both stocks are quite close, with PZVEX having a 4.46% return and FCEEX slightly lower at 4.40%.


PZVEX

1D
-0.06%
1M
-10.85%
YTD
4.46%
6M
10.67%
1Y
32.45%
3Y*
18.40%
5Y*
9.74%
10Y*
11.07%

FCEEX

1D
2.54%
1M
-8.70%
YTD
4.40%
6M
7.60%
1Y
34.25%
3Y*
18.70%
5Y*
6.00%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PZVEX vs. FCEEX - Expense Ratio Comparison

PZVEX has a 1.43% expense ratio, which is higher than FCEEX's 0.17% expense ratio.


Return for Risk

PZVEX vs. FCEEX — 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: 8787
Calmar Ratio Rank
PZVEX Martin Ratio Rank: 8585
Martin Ratio Rank

FCEEX
FCEEX Risk / Return Rank: 8989
Overall Rank
FCEEX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FCEEX Sortino Ratio Rank: 8989
Sortino Ratio Rank
FCEEX Omega Ratio Rank: 8787
Omega Ratio Rank
FCEEX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FCEEX Martin Ratio Rank: 8888
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. FCEEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pzena Emerging Markets Value Fund (PZVEX) and Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX). 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.


PZVEXFCEEXDifference

Sharpe ratio

Return per unit of total volatility

2.13

1.99

+0.14

Sortino ratio

Return per unit of downside risk

2.59

2.56

+0.02

Omega ratio

Gain probability vs. loss probability

1.41

1.38

+0.03

Calmar ratio

Return relative to maximum drawdown

2.45

2.51

-0.07

Martin ratio

Return relative to average drawdown

9.34

10.02

-0.67

PZVEX vs. FCEEX - Sharpe Ratio Comparison

The current PZVEX Sharpe Ratio is 2.13, which is comparable to the FCEEX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of PZVEX and FCEEX, 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


PZVEXFCEEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

1.99

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.36

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.49

+0.06

Correlation

The correlation between PZVEX and FCEEX is 0.69, 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

PZVEX vs. FCEEX - Dividend Comparison

PZVEX's dividend yield for the trailing twelve months is around 4.38%, more than FCEEX's 3.15% 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%
FCEEX
Franklin Emerging Market Core Equity (IU) Fund Advisor
3.15%3.29%4.17%4.36%4.08%3.38%2.98%0.40%0.00%0.00%0.00%0.00%

Drawdowns

PZVEX vs. FCEEX - Drawdown Comparison

The maximum PZVEX drawdown since its inception was -45.00%, which is greater than FCEEX's maximum drawdown of -34.68%. Use the drawdown chart below to compare losses from any high point for PZVEX and FCEEX.


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Drawdown Indicators


PZVEXFCEEXDifference

Max Drawdown

Largest peak-to-trough decline

-45.00%

-34.68%

-10.32%

Max Drawdown (1Y)

Largest decline over 1 year

-12.80%

-12.98%

+0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-25.73%

-33.96%

+8.23%

Max Drawdown (10Y)

Largest decline over 10 years

-45.00%

Current Drawdown

Current decline from peak

-12.80%

-10.77%

-2.03%

Average Drawdown

Average peak-to-trough decline

-9.85%

-11.50%

+1.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

3.26%

+0.09%

Volatility

PZVEX vs. FCEEX - Volatility Comparison

The current volatility for Pzena Emerging Markets Value Fund (PZVEX) is 7.68%, while Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX) has a volatility of 8.67%. This indicates that PZVEX experiences smaller price fluctuations and is considered to be less risky than FCEEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PZVEXFCEEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.68%

8.67%

-0.99%

Volatility (6M)

Calculated over the trailing 6-month period

11.60%

13.44%

-1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

15.48%

17.79%

-2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.51%

16.56%

-2.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.28%

18.18%

-2.90%