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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

PZRIX Performance Chart

PIMCO RAE Global ex-US Fund (PZRIX) is up 10.3% since the beginning of the year. PZRIX is currently trading at $12 per share. Investors who bought $1,000 worth of PZRIX shares 5 years ago would now be looking at an investment worth $1,633.


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S&P 500 Index

Returns By Period

PIMCO RAE Global ex-US Fund (PZRIX) has returned 10.28% so far this year and 28.87% over the past 12 months. Over the last ten years, PZRIX has returned 9.88% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


PIMCO RAE Global ex-US Fund

1D
-0.64%
1M
-3.19%
YTD
10.28%
6M
11.51%
1Y
28.87%
3Y*
18.27%
5Y*
10.30%
10Y*
9.88%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PZRIX Monthly Returns History

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, an 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%-5.13%3.15%0.78%-3.49%10.28%
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 0.97%, beta of 0.71, and R2 of 0.56 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.

  • This fund participated in 79.76% of S&P 500 Index downside but only 72.22% of its upside - more exposed to losses than it benefited from rallies.

Alpha
0.97%
Beta
0.71
0.56
Upside Capture
72.22%
Downside Capture
79.76%

Expense Ratio

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


Return for Risk

Risk / Return Rank

PZRIX ranks 72 for risk / return — better than 72% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


PZRIX Risk / Return Rank: 7272
Overall Rank
PZRIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
PZRIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
PZRIX Omega Ratio Rank: 6868
Omega Ratio Rank
PZRIX Calmar Ratio Rank: 7979
Calmar Ratio Rank
PZRIX Martin Ratio Rank: 6565
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 S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PZRIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.42

1.37

+0.05

Calmar ratioReturn relative to maximum drawdown

3.41

2.78

+0.62

Martin ratioReturn relative to average drawdown

11.85

12.44

-0.59

Dividends

Dividend History

PIMCO RAE Global ex-US Fund provided a 5.95% 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

5.95%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$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 4.89%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-43.53%Mar 2020
2y 1mo10mo 26d
3y 15dJan 2018 - Feb 2021
Bear market2022
-30.85%Oct 2022
9mo 15d1y 5mo
2y 2moDec 2021 - Mar 2024
2025 selloff2025
-13.81%Apr 2025
19d1mo 4d
1mo 23dMar 2025 - May 2025
2021 correction2021
-11.58%Nov 2021
5mo 25d1mo
6mo 25dJun 2021 - Dec 2021
2025 correction2025
-10.75%Jan 2025
3mo 15d1mo 23d
5mo 8dSep 2024 - Mar 2025

Drawdown Indicators


PZRIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-43.53%

-56.78%

+13.25%

Max Drawdown (1Y)

Largest decline over 1 year

-8.18%

-9.10%

+0.92%

Max Drawdown (3Y)

Largest decline over 3 years

-13.81%

-18.90%

+5.09%

Max Drawdown (5Y)

Largest decline over 5 years

-30.85%

-25.43%

-5.42%

Max Drawdown (10Y)

Largest decline over 10 years

-43.53%

-33.92%

-9.61%

Current Drawdown

Current decline from peak

-4.89%

-1.80%

-3.09%

Average Drawdown

Average peak-to-trough decline

-8.86%

-10.71%

+1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

2.03%

+0.31%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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