PortfoliosLab logoPortfoliosLab logo
PZVMX vs. SMVTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PZVMX vs. SMVTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pzena Mid Cap Value Fund (PZVMX) and Virtus Ceredex Mid-Cap Value Equity Fund (SMVTX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PZVMX vs. SMVTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PZVMX
Pzena Mid Cap Value Fund
-3.97%-1.16%0.62%21.03%-5.95%30.68%6.30%29.04%-21.54%14.36%
SMVTX
Virtus Ceredex Mid-Cap Value Equity Fund
6.38%17.58%18.93%10.94%-13.89%29.15%-1.19%33.14%-8.01%11.69%

Returns By Period

In the year-to-date period, PZVMX achieves a -3.97% return, which is significantly lower than SMVTX's 6.38% return. Over the past 10 years, PZVMX has underperformed SMVTX with an annualized return of 7.90%, while SMVTX has yielded a comparatively higher 11.07% annualized 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%

SMVTX

1D
-0.93%
1M
-6.55%
YTD
6.38%
6M
11.35%
1Y
31.66%
3Y*
18.40%
5Y*
10.49%
10Y*
11.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PZVMX vs. SMVTX - Expense Ratio Comparison

PZVMX has a 1.32% expense ratio, which is higher than SMVTX's 0.99% expense ratio.


Return for Risk

PZVMX vs. SMVTX — Risk / Return Rank

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

PZVMX
PZVMX Risk / Return Rank: 44
Overall Rank
PZVMX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
PZVMX Sortino Ratio Rank: 55
Sortino Ratio Rank
PZVMX Omega Ratio Rank: 55
Omega Ratio Rank
PZVMX Calmar Ratio Rank: 44
Calmar Ratio Rank
PZVMX Martin Ratio Rank: 44
Martin Ratio Rank

SMVTX
SMVTX Risk / Return Rank: 8484
Overall Rank
SMVTX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SMVTX Sortino Ratio Rank: 8282
Sortino Ratio Rank
SMVTX Omega Ratio Rank: 8282
Omega Ratio Rank
SMVTX Calmar Ratio Rank: 8383
Calmar Ratio Rank
SMVTX Martin Ratio Rank: 8989
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.

PZVMX vs. SMVTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pzena Mid Cap Value Fund (PZVMX) and Virtus Ceredex Mid-Cap Value Equity Fund (SMVTX). 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.


PZVMXSMVTXDifference

Sharpe ratio

Return per unit of total volatility

-0.04

1.55

-1.59

Sortino ratio

Return per unit of downside risk

0.11

2.13

-2.02

Omega ratio

Gain probability vs. loss probability

1.01

1.33

-0.31

Calmar ratio

Return relative to maximum drawdown

-0.22

2.05

-2.27

Martin ratio

Return relative to average drawdown

-0.55

9.92

-10.47

PZVMX vs. SMVTX - Sharpe Ratio Comparison

The current PZVMX Sharpe Ratio is -0.04, which is lower than the SMVTX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of PZVMX and SMVTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PZVMXSMVTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

1.55

-1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.52

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.54

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.47

-0.19

Correlation

The correlation between PZVMX and SMVTX is 0.86, 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

PZVMX vs. SMVTX - Dividend Comparison

PZVMX's dividend yield for the trailing twelve months is around 4.45%, less than SMVTX's 15.45% yield.


TTM20252024202320222021202020192018201720162015
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%
SMVTX
Virtus Ceredex Mid-Cap Value Equity Fund
15.45%16.44%15.96%1.16%6.75%18.53%2.52%5.82%14.47%20.86%3.61%7.05%

Drawdowns

PZVMX vs. SMVTX - Drawdown Comparison

The maximum PZVMX drawdown since its inception was -54.06%, roughly equal to the maximum SMVTX drawdown of -54.72%. Use the drawdown chart below to compare losses from any high point for PZVMX and SMVTX.


Loading graphics...

Drawdown Indicators


PZVMXSMVTXDifference

Max Drawdown

Largest peak-to-trough decline

-54.06%

-54.72%

+0.66%

Max Drawdown (1Y)

Largest decline over 1 year

-14.47%

-14.46%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-23.33%

-25.44%

+2.11%

Max Drawdown (10Y)

Largest decline over 10 years

-54.06%

-45.45%

-8.61%

Current Drawdown

Current decline from peak

-12.40%

-7.02%

-5.38%

Average Drawdown

Average peak-to-trough decline

-8.54%

-8.28%

-0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.77%

2.99%

+2.78%

Volatility

PZVMX vs. SMVTX - Volatility Comparison

Pzena Mid Cap Value Fund (PZVMX) and Virtus Ceredex Mid-Cap Value Equity Fund (SMVTX) have volatilities of 5.48% and 5.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PZVMXSMVTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.48%

5.63%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

14.61%

11.73%

+2.88%

Volatility (1Y)

Calculated over the trailing 1-year period

23.64%

20.82%

+2.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.22%

20.32%

+0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.19%

20.57%

+4.62%