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

Fund Info

ISIN
US72202L5536
Issuer
PIMCO
Inception Date
Jun 4, 2015
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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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.


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S&P 500 Index

Returns By Period

PIMCO RAE Global ex-US Fund (PZRIX) has returned 7.89% so far this year and 34.85% over the past 12 months. Over the last ten years, PZRIX has returned 9.95% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


PIMCO RAE Global ex-US Fund

1D
0.41%
1M
-6.89%
YTD
7.89%
6M
16.45%
1Y
34.85%
3Y*
18.91%
5Y*
10.55%
10Y*
9.95%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 4, 2016, PZRIX's average daily return is +0.04%, while the average monthly return is +0.90%. At this rate, your investment would double in approximately 6.4 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +17.2%, while the worst month was Mar 2020 at -19.9%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.

On a daily basis, PZRIX closed higher 51% of trading days. The best single day was Dec 30, 2021 with a return of +12.0%, while the worst single day was Dec 31, 2021 at -10.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.07%7.22%-6.89%7.89%
20252.68%2.50%1.91%2.60%3.85%3.12%-0.47%4.56%1.27%0.54%3.66%3.56%34.05%
2024-1.19%2.08%2.36%-0.94%4.75%-3.33%3.65%2.31%2.75%-5.45%-0.51%-2.70%3.29%
20236.95%-2.20%1.35%2.33%-4.23%6.01%5.13%-2.75%-2.41%-3.86%7.58%4.97%19.31%
20220.79%-2.54%-1.00%-5.46%3.53%-9.30%2.39%-2.78%-9.61%5.32%12.14%-0.92%-9.11%
20211.08%5.74%2.85%2.42%4.02%-2.10%-0.86%0.43%-2.59%0.97%-5.61%5.73%12.08%

Benchmark Metrics

PIMCO RAE Global ex-US Fund has an annualized alpha of 1.83%, beta of 0.71, and R² of 0.56 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.

  • This fund participated in 78.81% of S&P 500 Index downside but only 75.37% of its upside — more exposed to losses than it benefited from rallies.

Alpha
1.83%
Beta
0.71
0.56
Upside Capture
75.37%
Downside Capture
78.81%

Expense Ratio

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


Return for Risk

Risk / Return Rank

PZRIX ranks 94 for risk / return — in the top 94% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


PZRIX Risk / Return Rank: 9494
Overall Rank
PZRIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PZRIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
PZRIX Omega Ratio Rank: 9393
Omega Ratio Rank
PZRIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
PZRIX Martin Ratio Rank: 9595
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for PIMCO RAE Global ex-US Fund (PZRIX) and compare them to a chosen benchmark (S&P 500 Index).


PZRIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.41

0.90

+1.52

Sortino ratio

Return per unit of downside risk

3.09

1.39

+1.70

Omega ratio

Gain probability vs. loss probability

1.47

1.21

+0.25

Calmar ratio

Return relative to maximum drawdown

2.70

1.40

+1.30

Martin ratio

Return relative to average drawdown

12.87

6.61

+6.26

Explore PZRIX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

PIMCO RAE Global ex-US Fund provided a 6.08% dividend yield over the last twelve months, with an annual payout of $0.74 per share.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.202016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.74$0.74$0.60$0.85$0.75$1.22$0.21$0.64$0.26$0.47$0.24

Dividend yield

6.08%6.56%6.70%9.19%8.80%11.99%2.04%6.32%2.80%4.13%2.58%

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
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.74$0.74
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.60$0.60
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.85$0.85
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.75$0.75
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

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.


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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 43.53%, occurring on Mar 23, 2020. Recovery took 226 trading sessions.

The current PIMCO RAE Global ex-US Fund drawdown is 6.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.53%Jan 29, 2018541Mar 23, 2020226Feb 12, 2021767
-30.85%Dec 31, 2021197Oct 12, 2022365Mar 27, 2024562
-13.81%Mar 20, 202514Apr 8, 202523May 12, 202537
-11.58%Jun 8, 2021123Nov 30, 202121Dec 30, 2021144
-10.75%Sep 30, 202472Jan 13, 202537Mar 7, 2025109

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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