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PIMCO RAE Global ex-US Fund (PZRIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US72202L5536

Issuer

PIMCO

Inception Date

Jun 4, 2015

Min. Investment

$1,000,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

PZRIX has an expense ratio of 0.00%, indicating no management fees are charged.


Expense ratio chart for PZRIX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
PZRIX vs. VEA
Popular comparisons:
PZRIX vs. VEA

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in PIMCO RAE Global ex-US Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
0.09%
9.82%
PZRIX (PIMCO RAE Global ex-US Fund)
Benchmark (^GSPC)

Returns By Period

PIMCO RAE Global ex-US Fund had a return of 5.91% year-to-date (YTD) and 7.62% in the last 12 months.


PZRIX

YTD

5.91%

1M

3.94%

6M

0.09%

1Y

7.62%

5Y*

4.48%

10Y*

N/A

^GSPC (Benchmark)

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

Monthly Returns

The table below presents the monthly returns of PZRIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.68%5.91%
2024-1.19%2.08%2.36%-0.94%4.75%-3.33%3.65%2.31%2.75%-5.45%-0.51%-3.86%2.06%
20236.95%-2.20%1.35%2.33%-4.23%6.01%5.13%-2.75%-2.41%-3.86%7.58%0.97%14.77%
20220.79%-2.54%-1.00%-5.46%3.53%-9.30%2.39%-2.78%-9.61%5.32%12.14%-7.40%-15.05%
20211.08%5.74%2.85%2.42%4.02%-2.10%-0.86%0.43%-2.59%0.97%-5.61%5.72%12.07%
2020-4.61%-7.92%-19.89%6.14%3.81%3.80%1.22%4.94%-3.21%-2.14%17.21%7.21%1.74%
20197.49%0.80%-0.59%1.99%-5.45%5.36%-2.54%-3.01%3.93%3.28%0.67%1.02%12.91%
20186.20%-5.08%-1.32%1.51%-3.86%-2.64%3.46%-3.26%1.40%-7.38%1.00%-5.19%-14.92%
20174.71%0.41%2.44%1.29%2.06%0.86%4.38%0.82%2.17%1.60%0.26%2.42%25.99%
2016-5.90%-1.38%9.28%4.88%-3.66%-0.11%4.61%0.77%1.53%0.86%-0.75%3.03%13.00%
20151.34%-1.42%-7.61%-5.34%6.82%-2.31%-3.28%-11.83%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PZRIX is 36, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of PZRIX is 3636
Overall Rank
The Sharpe Ratio Rank of PZRIX is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of PZRIX is 3535
Sortino Ratio Rank
The Omega Ratio Rank of PZRIX is 3131
Omega Ratio Rank
The Calmar Ratio Rank of PZRIX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of PZRIX is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for PIMCO RAE Global ex-US Fund (PZRIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for PZRIX, currently valued at 0.74, compared to the broader market-1.000.001.002.003.004.000.741.74
The chart of Sortino ratio for PZRIX, currently valued at 1.07, compared to the broader market0.002.004.006.008.0010.0012.001.082.36
The chart of Omega ratio for PZRIX, currently valued at 1.13, compared to the broader market1.002.003.004.001.131.32
The chart of Calmar ratio for PZRIX, currently valued at 0.71, compared to the broader market0.005.0010.0015.0020.000.712.62
The chart of Martin ratio for PZRIX, currently valued at 1.82, compared to the broader market0.0020.0040.0060.0080.001.8210.69
PZRIX
^GSPC

The current PIMCO RAE Global ex-US Fund Sharpe ratio is 0.74. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of PIMCO RAE Global ex-US Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.74
1.74
PZRIX (PIMCO RAE Global ex-US Fund)
Benchmark (^GSPC)

Dividends

Dividend History

PIMCO RAE Global ex-US Fund provided a 5.08% dividend yield over the last twelve months, with an annual payout of $0.48 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.202015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018201720162015
Dividend$0.48$0.48$0.48$0.15$1.22$0.21$0.37$0.26$0.47$0.24$0.10

Dividend yield

5.08%5.38%5.22%1.76%11.99%2.04%3.61%2.80%4.12%2.58%1.19%

Monthly Dividends

The table displays the monthly dividend distributions for PIMCO RAE Global ex-US Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.48$0.48
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.48$0.48
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.15
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.22$1.22
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.37$0.37
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.26
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47$0.47
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24$0.24
2015$0.10$0.10

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.59%
-0.43%
PZRIX (PIMCO RAE Global ex-US Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the PIMCO RAE Global ex-US Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the PIMCO RAE Global ex-US Fund was 45.00%, occurring on Mar 23, 2020. Recovery took 246 trading sessions.

The current PIMCO RAE Global ex-US Fund drawdown is 4.59%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45%Jan 29, 2018541Mar 23, 2020246Mar 15, 2021787
-27.47%Jun 8, 2021341Oct 12, 2022470Aug 27, 2024811
-26.32%Jun 24, 2015161Feb 11, 2016240Jan 25, 2017401
-11.82%Sep 30, 202472Jan 13, 2025
-3.55%Jun 11, 20153Jun 15, 20152Jun 17, 20155

Volatility

Volatility Chart

The current PIMCO RAE Global ex-US Fund volatility is 2.92%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.92%
3.01%
PZRIX (PIMCO RAE Global ex-US Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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