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SIVLX vs. PZIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SIVLX vs. PZIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Seafarer Overseas Value Fund Institutional Class (SIVLX) and Pzena Emerging Markets Value Fund Institutional Class (PZIEX). The values are adjusted to include any dividend payments, if applicable.

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SIVLX vs. PZIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SIVLX
Seafarer Overseas Value Fund Institutional Class
1.35%37.79%-3.34%13.38%-0.74%10.05%4.05%21.98%-13.91%23.02%
PZIEX
Pzena Emerging Markets Value Fund Institutional Class
4.56%35.49%4.54%20.73%-5.67%6.65%8.43%13.57%-10.23%28.79%

Returns By Period

In the year-to-date period, SIVLX achieves a 1.35% return, which is significantly lower than PZIEX's 4.56% return.


SIVLX

1D
-0.35%
1M
-12.15%
YTD
1.35%
6M
6.20%
1Y
33.08%
3Y*
13.40%
5Y*
9.45%
10Y*

PZIEX

1D
-1.41%
1M
-11.82%
YTD
4.56%
6M
10.95%
1Y
33.26%
3Y*
18.81%
5Y*
10.19%
10Y*
11.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SIVLX vs. PZIEX - Expense Ratio Comparison

SIVLX has a 1.05% expense ratio, which is lower than PZIEX's 1.08% expense ratio.


Return for Risk

SIVLX vs. PZIEX — Risk / Return Rank

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

SIVLX
SIVLX Risk / Return Rank: 9393
Overall Rank
SIVLX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SIVLX Sortino Ratio Rank: 9494
Sortino Ratio Rank
SIVLX Omega Ratio Rank: 9494
Omega Ratio Rank
SIVLX Calmar Ratio Rank: 8989
Calmar Ratio Rank
SIVLX Martin Ratio Rank: 8989
Martin Ratio Rank

PZIEX
PZIEX Risk / Return Rank: 8989
Overall Rank
PZIEX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PZIEX Sortino Ratio Rank: 9090
Sortino Ratio Rank
PZIEX Omega Ratio Rank: 8989
Omega Ratio Rank
PZIEX Calmar Ratio Rank: 8989
Calmar Ratio Rank
PZIEX Martin Ratio Rank: 8787
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.

SIVLX vs. PZIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Seafarer Overseas Value Fund Institutional Class (SIVLX) and Pzena Emerging Markets Value Fund Institutional Class (PZIEX). 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.


SIVLXPZIEXDifference

Sharpe ratio

Return per unit of total volatility

2.52

2.07

+0.45

Sortino ratio

Return per unit of downside risk

3.06

2.52

+0.54

Omega ratio

Gain probability vs. loss probability

1.50

1.39

+0.10

Calmar ratio

Return relative to maximum drawdown

2.43

2.40

+0.03

Martin ratio

Return relative to average drawdown

9.89

9.28

+0.61

SIVLX vs. PZIEX - Sharpe Ratio Comparison

The current SIVLX Sharpe Ratio is 2.52, which is comparable to the PZIEX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of SIVLX and PZIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SIVLXPZIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.52

2.07

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.71

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.57

+0.16

Correlation

The correlation between SIVLX and PZIEX is 0.69, 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

SIVLX vs. PZIEX - Dividend Comparison

SIVLX's dividend yield for the trailing twelve months is around 4.98%, more than PZIEX's 4.60% yield.


TTM20252024202320222021202020192018201720162015
SIVLX
Seafarer Overseas Value Fund Institutional Class
4.98%5.05%4.23%2.93%1.70%3.56%1.38%3.06%3.30%3.41%0.00%0.00%
PZIEX
Pzena Emerging Markets Value Fund Institutional Class
4.60%4.81%7.38%5.79%2.08%2.79%1.28%6.32%1.28%1.41%0.98%2.23%

Drawdowns

SIVLX vs. PZIEX - Drawdown Comparison

The maximum SIVLX drawdown since its inception was -33.09%, smaller than the maximum PZIEX drawdown of -44.59%. Use the drawdown chart below to compare losses from any high point for SIVLX and PZIEX.


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Drawdown Indicators


SIVLXPZIEXDifference

Max Drawdown

Largest peak-to-trough decline

-33.09%

-44.59%

+11.50%

Max Drawdown (1Y)

Largest decline over 1 year

-12.51%

-12.73%

+0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-16.39%

-25.38%

+8.99%

Max Drawdown (10Y)

Largest decline over 10 years

-44.59%

Current Drawdown

Current decline from peak

-12.51%

-12.73%

+0.22%

Average Drawdown

Average peak-to-trough decline

-5.60%

-9.64%

+4.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

3.29%

-0.22%

Volatility

SIVLX vs. PZIEX - Volatility Comparison

The current volatility for Seafarer Overseas Value Fund Institutional Class (SIVLX) is 6.19%, while Pzena Emerging Markets Value Fund Institutional Class (PZIEX) has a volatility of 7.69%. This indicates that SIVLX experiences smaller price fluctuations and is considered to be less risky than PZIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIVLXPZIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

7.69%

-1.50%

Volatility (6M)

Calculated over the trailing 6-month period

9.10%

11.62%

-2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

12.58%

15.48%

-2.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.50%

14.51%

-3.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.55%

15.31%

-2.76%