ANDIX vs. PZRIX
Compare and contrast key facts about AQR International Defensive Style Fund (ANDIX) and PIMCO RAE Global ex-US Fund (PZRIX).
ANDIX is managed by AQR Funds. It was launched on Jul 9, 2012. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
ANDIX vs. PZRIX - Performance Comparison
Loading graphics...
ANDIX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ANDIX AQR International Defensive Style Fund | -0.25% | 21.41% | 2.83% | 12.06% | -14.26% | 7.59% | 8.43% | 18.39% | -10.35% | 22.86% |
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, ANDIX achieves a -0.25% return, which is significantly lower than PZRIX's 7.89% return. Over the past 10 years, ANDIX has underperformed PZRIX with an annualized return of 6.30%, while PZRIX has yielded a comparatively higher 9.95% annualized return.
ANDIX
- 1D
- 0.50%
- 1M
- -8.31%
- YTD
- -0.25%
- 6M
- 2.13%
- 1Y
- 13.15%
- 3Y*
- 9.32%
- 5Y*
- 4.98%
- 10Y*
- 6.30%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ANDIX vs. PZRIX - Expense Ratio Comparison
ANDIX has a 0.55% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
ANDIX vs. PZRIX — Risk / Return Rank
ANDIX
PZRIX
ANDIX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR International Defensive Style Fund (ANDIX) 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.
| ANDIX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 2.41 | -1.43 |
Sortino ratioReturn per unit of downside risk | 1.40 | 3.09 | -1.69 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.47 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 2.70 | -1.27 |
Martin ratioReturn relative to average drawdown | 5.30 | 12.87 | -7.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ANDIX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 2.41 | -1.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.67 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.59 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.58 | -0.10 |
Correlation
The correlation between ANDIX and PZRIX is 0.88, 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
ANDIX vs. PZRIX - Dividend Comparison
ANDIX's dividend yield for the trailing twelve months is around 4.76%, less than PZRIX's 6.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANDIX AQR International Defensive Style Fund | 4.76% | 4.74% | 2.29% | 3.02% | 2.00% | 2.53% | 1.73% | 2.51% | 2.40% | 3.30% | 1.47% | 2.09% |
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
ANDIX vs. PZRIX - Drawdown Comparison
The maximum ANDIX drawdown since its inception was -27.59%, smaller than the maximum PZRIX drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for ANDIX and PZRIX.
Loading graphics...
Drawdown Indicators
| ANDIX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.59% | -43.53% | +15.94% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | -10.68% | +1.92% |
Max Drawdown (5Y)Largest decline over 5 years | -27.59% | -30.85% | +3.26% |
Max Drawdown (10Y)Largest decline over 10 years | -27.59% | -43.53% | +15.94% |
Current DrawdownCurrent decline from peak | -8.31% | -6.96% | -1.35% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -9.00% | +3.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 2.53% | -0.18% |
Volatility
ANDIX vs. PZRIX - Volatility Comparison
AQR International Defensive Style Fund (ANDIX) and PIMCO RAE Global ex-US Fund (PZRIX) have volatilities of 5.12% and 5.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ANDIX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.12% | 5.02% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 8.12% | 8.77% | -0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.93% | 14.09% | -1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.75% | 15.83% | -3.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.44% | 17.01% | -3.57% |