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PZVEX vs. FHKFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PZVEX vs. FHKFX - Performance Comparison

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

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Returns By Period

In the year-to-date period, PZVEX achieves a 11.14% return, which is significantly lower than FHKFX's 20.27% return.


PZVEX

1D
0.36%
1M
2.54%
6M
-1.28%
YTD
11.14%
1Y
27.93%
3Y*
15.59%
5Y*
11.40%
10Y*
10.64%
ALL TIME*
8.87%

FHKFX

1D
4.05%
1M
-3.49%
6M
8.95%
YTD
20.27%
1Y
41.07%
3Y*
20.31%
5Y*
7.54%
10Y*
ALL TIME*
6.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

PZVEX vs. FHKFX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PZVEX
Pzena Emerging Markets Value Fund
11.14%35.06%4.11%20.32%-6.03%6.41%8.01%13.17%-5.39%
FHKFX
Fidelity Series Emerging Markets Fund
20.27%38.51%5.42%12.10%-24.50%-4.15%17.85%9.64%-8.52%

Correlation

The correlation between PZVEX and FHKFX is 0.47, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.47

Correlation (3Y)
Balances recent behavior with more history.

0.61

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.64

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2018

0.67

The correlation between PZVEX and FHKFX shifts across timeframes, from 0.47 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PZVEX vs. FHKFX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PZVEX
PZVEX Risk / Return Rank: 5555
Overall Rank
PZVEX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PZVEX Sortino Ratio Rank: 6161
Sortino Ratio Rank
PZVEX Omega Ratio Rank: 6262
Omega Ratio Rank
PZVEX Calmar Ratio Rank: 5454
Calmar Ratio Rank
PZVEX Martin Ratio Rank: 3434
Martin Ratio Rank

FHKFX
FHKFX Risk / Return Rank: 7171
Overall Rank
FHKFX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FHKFX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FHKFX Omega Ratio Rank: 7070
Omega Ratio Rank
FHKFX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FHKFX Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PZVEX vs. FHKFX - Risk-Adjusted Trends Comparison

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


PZVEXFHKFXDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.28

1.30

-0.02

Calmar ratioReturn relative to maximum drawdown

1.93

2.67

-0.74

Martin ratioReturn relative to average drawdown

5.04

8.71

-3.67

PZVEX vs. FHKFX - Sharpe Ratio Comparison

The current PZVEX Sharpe Ratio is 1.55, which is comparable to the FHKFX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of PZVEX and FHKFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PZVEX vs. FHKFX - Drawdown Comparison

The maximum PZVEX drawdown since its inception was -45.00%, roughly equal to the maximum FHKFX drawdown of -45.47%. Use the drawdown chart below to compare losses from any high point for PZVEX and FHKFX.


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Drawdown Indicators


PZVEXFHKFXDifference

Max Drawdown

Largest peak-to-trough decline

-45.00%

-45.47%

+0.47%

Max Drawdown (1Y)

Largest decline over 1 year

-12.80%

-14.49%

+1.69%

Max Drawdown (3Y)

Largest decline over 3 years

-16.52%

-16.71%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-24.44%

-39.01%

+14.57%

Max Drawdown (10Y)

Largest decline over 10 years

-45.00%

Current Drawdown

Current decline from peak

-7.22%

-11.03%

+3.81%

Average Drawdown

Average peak-to-trough decline

-9.75%

-17.01%

+7.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.90%

4.43%

+0.47%

Volatility

PZVEX vs. FHKFX - Volatility Comparison

The current volatility for Pzena Emerging Markets Value Fund (PZVEX) is 4.14%, while Fidelity Series Emerging Markets Fund (FHKFX) has a volatility of 9.54%. This indicates that PZVEX experiences smaller price fluctuations and is considered to be less risky than FHKFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PZVEXFHKFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

9.54%

-5.40%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

21.41%

-7.67%

Volatility (1Y)

Calculated over the trailing 1-year period

15.94%

23.69%

-7.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.91%

19.95%

-5.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.31%

20.18%

-4.87%

PZVEX vs. FHKFX - Expense Ratio Comparison

PZVEX has a 1.43% expense ratio, which is higher than FHKFX's 0.01% expense ratio.


Dividends

PZVEX vs. FHKFX - Dividend Comparison

PZVEX's dividend yield for the trailing twelve months is around 4.12%, more than FHKFX's 1.98% yield.


PositionTTM20252024202320222021202020192018201720162015
FHKFX
Fidelity Series Emerging Markets Fund
1.98%2.38%2.86%2.43%2.56%3.46%1.38%2.28%0.42%0.00%0.00%0.00%
PZVEX
Pzena Emerging Markets Value Fund
4.12%4.58%7.03%5.49%1.80%2.46%1.08%6.07%0.97%1.24%0.71%1.90%

Frequently Asked Questions


PZVEX and FHKFX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FHKFX has higher volatility (9.54%) compared to PZVEX (4.14%). In terms of maximum drawdown, PZVEX dropped -45.00% vs FHKFX's -45.47%.

FHKFX currently has the higher Sharpe Ratio (1.63 vs 1.55), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PZVEX and FHKFX

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