PZVSX vs. VSIAX
Compare and contrast key facts about Pzena Small Cap Value Fund (PZVSX) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX).
PZVSX is managed by Pzena. It was launched on Apr 27, 2016. VSIAX is managed by Vanguard. It was launched on Sep 27, 2011.
Performance
PZVSX vs. VSIAX - Performance Comparison
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PZVSX vs. VSIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PZVSX Pzena Small Cap Value Fund | 2.79% | -4.94% | 1.62% | 25.62% | -5.33% | 27.93% | -0.09% | 24.84% | -15.19% | 2.10% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 3.10% | 9.09% | 11.34% | 17.06% | -9.31% | 28.10% | 5.80% | 22.76% | -12.24% | 10.95% |
Returns By Period
In the year-to-date period, PZVSX achieves a 2.79% return, which is significantly lower than VSIAX's 3.10% return.
PZVSX
- 1D
- 2.16%
- 1M
- -6.09%
- YTD
- 2.79%
- 6M
- -2.15%
- 1Y
- 10.52%
- 3Y*
- 6.80%
- 5Y*
- 4.27%
- 10Y*
- —
VSIAX
- 1D
- 2.28%
- 1M
- -5.22%
- YTD
- 3.10%
- 6M
- 4.82%
- 1Y
- 18.55%
- 3Y*
- 13.36%
- 5Y*
- 7.55%
- 10Y*
- 10.08%
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PZVSX vs. VSIAX - Expense Ratio Comparison
PZVSX has a 1.52% expense ratio, which is higher than VSIAX's 0.07% expense ratio.
Return for Risk
PZVSX vs. VSIAX — Risk / Return Rank
PZVSX
VSIAX
PZVSX vs. VSIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pzena Small Cap Value Fund (PZVSX) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX). 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.
| PZVSX | VSIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.38 | 0.92 | -0.54 |
Sortino ratioReturn per unit of downside risk | 0.75 | 1.41 | -0.66 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.19 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.61 | 1.37 | -0.76 |
Martin ratioReturn relative to average drawdown | 1.54 | 5.62 | -4.08 |
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
| PZVSX | VSIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 0.92 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.38 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.56 | -0.36 |
Correlation
The correlation between PZVSX and VSIAX is 0.94, 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
PZVSX vs. VSIAX - Dividend Comparison
PZVSX's dividend yield for the trailing twelve months is around 2.27%, more than VSIAX's 1.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PZVSX Pzena Small Cap Value Fund | 2.27% | 2.33% | 7.03% | 0.45% | 17.31% | 1.25% | 1.39% | 0.00% | 4.56% | 7.54% | 0.00% | 0.00% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 1.90% | 1.95% | 1.98% | 2.10% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Drawdowns
PZVSX vs. VSIAX - Drawdown Comparison
The maximum PZVSX drawdown since its inception was -54.22%, which is greater than VSIAX's maximum drawdown of -45.39%. Use the drawdown chart below to compare losses from any high point for PZVSX and VSIAX.
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Drawdown Indicators
| PZVSX | VSIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.22% | -45.39% | -8.83% |
Max Drawdown (1Y)Largest decline over 1 year | -17.01% | -14.16% | -2.85% |
Max Drawdown (5Y)Largest decline over 5 years | -32.43% | -24.09% | -8.34% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.39% | — |
Current DrawdownCurrent decline from peak | -11.31% | -6.15% | -5.16% |
Average DrawdownAverage peak-to-trough decline | -10.61% | -5.54% | -5.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.72% | 3.44% | +3.28% |
Volatility
PZVSX vs. VSIAX - Volatility Comparison
Pzena Small Cap Value Fund (PZVSX) has a higher volatility of 6.36% compared to Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) at 5.52%. This indicates that PZVSX's price experiences larger fluctuations and is considered to be riskier than VSIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PZVSX | VSIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.36% | 5.52% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 15.14% | 11.25% | +3.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.72% | 20.69% | +7.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.37% | 19.86% | +4.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.59% | 22.45% | +5.14% |