PZVMX vs. PZVIX
Compare and contrast key facts about Pzena Mid Cap Value Fund (PZVMX) and Pzena International Small Cap Value Fund (PZVIX).
PZVMX is managed by Pzena. It was launched on Mar 31, 2014. PZVIX is managed by Pzena. It was launched on Jul 1, 2018.
Performance
PZVMX vs. PZVIX - Performance Comparison
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PZVMX vs. PZVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
PZVMX Pzena Mid Cap Value Fund | -3.97% | -1.16% | 0.62% | 21.03% | -5.95% | 30.68% | 6.30% | 29.04% | -19.26% |
PZVIX Pzena International Small Cap Value Fund | -6.29% | 29.00% | 5.02% | 22.39% | -1.11% | 16.67% | -2.21% | 10.94% | -15.13% |
Returns By Period
In the year-to-date period, PZVMX achieves a -3.97% return, which is significantly higher than PZVIX's -6.29% return.
PZVMX
- 1D
- -0.45%
- 1M
- -8.93%
- YTD
- -3.97%
- 6M
- -6.01%
- 1Y
- -1.62%
- 3Y*
- 3.99%
- 5Y*
- 3.40%
- 10Y*
- 7.90%
PZVIX
- 1D
- -0.63%
- 1M
- -13.77%
- YTD
- -6.29%
- 6M
- -3.24%
- 1Y
- 17.89%
- 3Y*
- 11.84%
- 5Y*
- 9.60%
- 10Y*
- —
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PZVMX vs. PZVIX - Expense Ratio Comparison
PZVMX has a 1.32% expense ratio, which is lower than PZVIX's 1.45% expense ratio.
Return for Risk
PZVMX vs. PZVIX — Risk / Return Rank
PZVMX
PZVIX
PZVMX vs. PZVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pzena Mid Cap Value Fund (PZVMX) and Pzena International Small Cap Value Fund (PZVIX). 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.
| PZVMX | PZVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.04 | 0.95 | -0.99 |
Sortino ratioReturn per unit of downside risk | 0.11 | 1.34 | -1.23 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.19 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | -0.22 | 1.00 | -1.22 |
Martin ratioReturn relative to average drawdown | -0.55 | 3.45 | -4.00 |
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
| PZVMX | PZVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 0.95 | -0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.62 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.36 | -0.08 |
Correlation
The correlation between PZVMX and PZVIX is 0.57, 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
PZVMX vs. PZVIX - Dividend Comparison
PZVMX's dividend yield for the trailing twelve months is around 4.45%, more than PZVIX's 2.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PZVMX Pzena Mid Cap Value Fund | 4.45% | 4.27% | 18.45% | 8.81% | 15.42% | 9.39% | 2.13% | 1.23% | 2.59% | 2.55% | 0.58% | 3.43% |
PZVIX Pzena International Small Cap Value Fund | 2.80% | 2.62% | 10.86% | 4.15% | 4.57% | 0.83% | 1.11% | 2.01% | 2.03% | 0.00% | 0.00% | 0.00% |
Drawdowns
PZVMX vs. PZVIX - Drawdown Comparison
The maximum PZVMX drawdown since its inception was -54.06%, roughly equal to the maximum PZVIX drawdown of -56.15%. Use the drawdown chart below to compare losses from any high point for PZVMX and PZVIX.
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Drawdown Indicators
| PZVMX | PZVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.06% | -56.15% | +2.09% |
Max Drawdown (1Y)Largest decline over 1 year | -14.47% | -14.59% | +0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -23.33% | -26.33% | +3.00% |
Max Drawdown (10Y)Largest decline over 10 years | -54.06% | — | — |
Current DrawdownCurrent decline from peak | -12.40% | -14.25% | +1.85% |
Average DrawdownAverage peak-to-trough decline | -8.54% | -10.11% | +1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.77% | 4.21% | +1.56% |
Volatility
PZVMX vs. PZVIX - Volatility Comparison
The current volatility for Pzena Mid Cap Value Fund (PZVMX) is 5.48%, while Pzena International Small Cap Value Fund (PZVIX) has a volatility of 6.31%. This indicates that PZVMX experiences smaller price fluctuations and is considered to be less risky than PZVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PZVMX | PZVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.48% | 6.31% | -0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 14.61% | 9.91% | +4.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.64% | 16.43% | +7.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.22% | 15.53% | +5.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.19% | 18.43% | +6.76% |