PZVEX vs. FCEEX
Compare and contrast key facts about Pzena Emerging Markets Value Fund (PZVEX) and Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX).
PZVEX is managed by Pzena. It was launched on Mar 30, 2014. FCEEX is managed by Franklin Templeton. It was launched on Jul 31, 2019.
Performance
PZVEX vs. FCEEX - Performance Comparison
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PZVEX vs. FCEEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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*
- —
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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
PZVEX
FCEEX
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.
| PZVEX | FCEEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.13 | 1.99 | +0.14 |
Sortino ratioReturn per unit of downside risk | 2.59 | 2.56 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.38 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.45 | 2.51 | -0.07 |
Martin ratioReturn relative to average drawdown | 9.34 | 10.02 | -0.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PZVEX | FCEEX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| PZVEX | FCEEX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -12.80% | -10.77% | -2.03% |
Average DrawdownAverage peak-to-trough decline | -9.85% | -11.50% | +1.65% |
Ulcer IndexDepth 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
| PZVEX | FCEEX | Difference | |
|---|---|---|---|
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% |