PZVMX vs. TCVIX
Compare and contrast key facts about Pzena Mid Cap Value Fund (PZVMX) and Touchstone Mid Cap Value Fund (TCVIX).
PZVMX is managed by Pzena. It was launched on Mar 31, 2014. TCVIX is managed by Touchstone. It was launched on Sep 30, 2009.
Performance
PZVMX vs. TCVIX - Performance Comparison
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PZVMX vs. TCVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
TCVIX Touchstone Mid Cap Value Fund | 5.28% | 10.00% | 8.61% | 7.78% | -8.38% | 27.12% | 5.70% | 29.76% | -16.77% | 14.09% |
Returns By Period
In the year-to-date period, PZVMX achieves a -3.97% return, which is significantly lower than TCVIX's 5.28% return. Over the past 10 years, PZVMX has underperformed TCVIX with an annualized return of 7.90%, while TCVIX has yielded a comparatively higher 8.94% 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%
TCVIX
- 1D
- -0.74%
- 1M
- -7.05%
- YTD
- 5.28%
- 6M
- 8.70%
- 1Y
- 17.19%
- 3Y*
- 10.74%
- 5Y*
- 6.82%
- 10Y*
- 8.94%
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PZVMX vs. TCVIX - Expense Ratio Comparison
PZVMX has a 1.32% expense ratio, which is higher than TCVIX's 0.85% expense ratio.
Return for Risk
PZVMX vs. TCVIX — Risk / Return Rank
PZVMX
TCVIX
PZVMX vs. TCVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pzena Mid Cap Value Fund (PZVMX) and Touchstone Mid Cap Value Fund (TCVIX). 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 | TCVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.04 | 1.03 | -1.07 |
Sortino ratioReturn per unit of downside risk | 0.11 | 1.51 | -1.40 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.21 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | -0.22 | 1.32 | -1.54 |
Martin ratioReturn relative to average drawdown | -0.55 | 5.51 | -6.06 |
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 | TCVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 1.03 | -1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.40 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.47 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.58 | -0.30 |
Correlation
The correlation between PZVMX and TCVIX is 0.91, 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. TCVIX - Dividend Comparison
PZVMX's dividend yield for the trailing twelve months is around 4.45%, more than TCVIX's 4.03% 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% |
TCVIX Touchstone Mid Cap Value Fund | 4.03% | 4.25% | 5.48% | 1.80% | 6.59% | 6.77% | 0.76% | 0.91% | 5.86% | 6.47% | 4.44% | 7.26% |
Drawdowns
PZVMX vs. TCVIX - Drawdown Comparison
The maximum PZVMX drawdown since its inception was -54.06%, which is greater than TCVIX's maximum drawdown of -41.89%. Use the drawdown chart below to compare losses from any high point for PZVMX and TCVIX.
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Drawdown Indicators
| PZVMX | TCVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.06% | -41.89% | -12.17% |
Max Drawdown (1Y)Largest decline over 1 year | -14.47% | -12.52% | -1.95% |
Max Drawdown (5Y)Largest decline over 5 years | -23.33% | -19.37% | -3.96% |
Max Drawdown (10Y)Largest decline over 10 years | -54.06% | -41.89% | -12.17% |
Current DrawdownCurrent decline from peak | -12.40% | -7.76% | -4.64% |
Average DrawdownAverage peak-to-trough decline | -8.54% | -5.43% | -3.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.77% | 3.00% | +2.77% |
Volatility
PZVMX vs. TCVIX - Volatility Comparison
Pzena Mid Cap Value Fund (PZVMX) and Touchstone Mid Cap Value Fund (TCVIX) have volatilities of 5.48% and 5.27%, 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.
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Volatility by Period
| PZVMX | TCVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.48% | 5.27% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 14.61% | 10.00% | +4.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.64% | 17.54% | +6.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.22% | 17.11% | +4.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.19% | 19.11% | +6.08% |