AIIEX vs. PZRIX
Compare and contrast key facts about Invesco EQV International Equity Fund (AIIEX) and PIMCO RAE Global ex-US Fund (PZRIX).
AIIEX is managed by Invesco. It was launched on Apr 6, 1992. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
AIIEX vs. PZRIX - Performance Comparison
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AIIEX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AIIEX Invesco EQV International Equity Fund | -6.83% | 15.92% | 0.24% | 17.55% | -18.58% | 5.53% | 13.35% | 25.47% | -15.48% | 22.65% |
PZRIX PIMCO RAE Global ex-US Fund | 7.89% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 1.74% | 15.94% | -14.93% | 26.00% |
Returns By Period
In the year-to-date period, AIIEX achieves a -6.83% return, which is significantly lower than PZRIX's 7.89% return. Over the past 10 years, AIIEX has underperformed PZRIX with an annualized return of 4.68%, while PZRIX has yielded a comparatively higher 9.95% annualized return.
AIIEX
- 1D
- -0.15%
- 1M
- -11.80%
- YTD
- -6.83%
- 6M
- -4.81%
- 1Y
- 6.75%
- 3Y*
- 5.00%
- 5Y*
- 1.22%
- 10Y*
- 4.68%
PZRIX
- 1D
- 0.41%
- 1M
- -6.89%
- YTD
- 7.89%
- 6M
- 16.45%
- 1Y
- 34.85%
- 3Y*
- 18.91%
- 5Y*
- 10.55%
- 10Y*
- 9.95%
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AIIEX vs. PZRIX - Expense Ratio Comparison
AIIEX has a 1.35% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
AIIEX vs. PZRIX — Risk / Return Rank
AIIEX
PZRIX
AIIEX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EQV International Equity Fund (AIIEX) and PIMCO RAE Global ex-US Fund (PZRIX). 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.
| AIIEX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.36 | 2.41 | -2.05 |
Sortino ratioReturn per unit of downside risk | 0.61 | 3.09 | -2.48 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.47 | -0.38 |
Calmar ratioReturn relative to maximum drawdown | 0.36 | 2.70 | -2.34 |
Martin ratioReturn relative to average drawdown | 1.39 | 12.87 | -11.48 |
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
| AIIEX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 2.41 | -2.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.67 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.59 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.58 | -0.18 |
Correlation
The correlation between AIIEX and PZRIX is 0.86, 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
AIIEX vs. PZRIX - Dividend Comparison
AIIEX's dividend yield for the trailing twelve months is around 19.19%, more than PZRIX's 6.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIIEX Invesco EQV International Equity Fund | 19.19% | 17.88% | 7.57% | 1.56% | 11.90% | 25.61% | 12.69% | 8.80% | 9.83% | 2.56% | 1.22% | 1.24% |
PZRIX PIMCO RAE Global ex-US Fund | 6.08% | 6.56% | 6.70% | 9.19% | 8.80% | 11.99% | 2.04% | 6.32% | 2.80% | 4.13% | 2.58% | 0.00% |
Drawdowns
AIIEX vs. PZRIX - Drawdown Comparison
The maximum AIIEX drawdown since its inception was -58.58%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for AIIEX and PZRIX.
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Drawdown Indicators
| AIIEX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.58% | -43.53% | -15.05% |
Max Drawdown (1Y)Largest decline over 1 year | -12.55% | -10.68% | -1.87% |
Max Drawdown (5Y)Largest decline over 5 years | -30.76% | -30.85% | +0.09% |
Max Drawdown (10Y)Largest decline over 10 years | -36.94% | -43.53% | +6.59% |
Current DrawdownCurrent decline from peak | -12.55% | -6.96% | -5.59% |
Average DrawdownAverage peak-to-trough decline | -14.31% | -9.00% | -5.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 2.53% | +0.72% |
Volatility
AIIEX vs. PZRIX - Volatility Comparison
Invesco EQV International Equity Fund (AIIEX) has a higher volatility of 6.47% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that AIIEX's price experiences larger fluctuations and is considered to be riskier than PZRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIIEX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.47% | 5.02% | +1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 8.77% | +2.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.45% | 14.09% | +2.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.08% | 15.83% | +0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.62% | 17.01% | -0.39% |