ANJIX vs. PTSIX

Last updated Aug 1, 2026

ANJIX (Virtus NFJ International Value Fund) and PTSIX (PIMCO RAE PLUS International Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, ANJIX returned 8.01%/yr vs 10.40%/yr for PTSIX. Their 0.67 correlation means they have sometimes moved together and sometimes differently. ANJIX charges 0.95%/yr vs 0.82%/yr for PTSIX.

Performance

ANJIX vs. PTSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus NFJ International Value Fund (ANJIX) and PIMCO RAE PLUS International Fund (PTSIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ANJIX achieves a 13.62% return, which is significantly lower than PTSIX's 19.48% return. Over the past 10 years, ANJIX has underperformed PTSIX with an annualized return of 8.01%, while PTSIX has yielded a comparatively higher 10.40% annualized return.

ANJIX

• 1D: 2.95%
• 1M: 1.93%
• 6M: 5.79%
• YTD: 13.62%
• 1Y: 29.89%
• 3Y*: 14.60%
• 5Y*: 7.35%
• 10Y*: 8.01%
• ALL TIME*: 8.53%

PTSIX

• 1D: 1.11%
• 1M: 5.39%
• 6M: 11.31%
• YTD: 19.48%
• 1Y: 36.12%
• 3Y*: 19.10%
• 5Y*: 11.21%
• 10Y*: 10.40%
• ALL TIME*: 9.55%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ANJIX Virtus NFJ International Value Fund	$0.00	$0.00	$0.00
PTSIX PIMCO RAE PLUS International Fund	$0.00	$0.00	$0.00

ANJIX vs. PTSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ANJIX Virtus NFJ International Value Fund	13.62%	42.45%	-2.26%	10.67%	-19.04%	10.26%	9.72%	22.02%	-15.68%	23.16%
PTSIX PIMCO RAE PLUS International Fund	19.48%	35.74%	2.54%	18.35%	-11.35%	10.70%	0.48%	18.29%	-16.33%	28.37%

Correlation

The correlation between ANJIX and PTSIX is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.52
Correlation (3Y) Balances recent behavior with more history.	0.59
Correlation (5Y) Shows whether the relationship held over a longer period.	0.63
Correlation (10Y) Provides a long-term view across more market conditions.	0.63
Correlation (All Time) Calculated using the full available price history since Oct 3, 2011	0.67

The correlation between ANJIX and PTSIX shifts across timeframes, from 0.52 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.

Return for Risk

ANJIX vs. PTSIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ANJIX

ANJIX Risk / Return Rank: 69
ANJIX Sharpe Ratio Rank: 63
ANJIX Sortino Ratio Rank: 55
ANJIX Omega Ratio Rank: 63
ANJIX Calmar Ratio Rank: 85
ANJIX Martin Ratio Rank: 81

PTSIX

PTSIX Risk / Return Rank: 95
PTSIX Sharpe Ratio Rank: 98
PTSIX Sortino Ratio Rank: 96
PTSIX Omega Ratio Rank: 93
PTSIX Calmar Ratio Rank: 94
PTSIX Martin Ratio Rank: 92

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ANJIX vs. PTSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus NFJ International Value Fund (ANJIX) and PIMCO RAE PLUS International Fund (PTSIX). 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.

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.

	ANJIX	PTSIX	Difference
Sharpe ratio: Return per unit of total volatility	1.58	3.03	-1.45
Sortino ratio: Return per unit of downside risk	2.13	4.24	-2.11
Omega ratio: Gain probability vs. loss probability	1.29	1.54	-0.25
Calmar ratio: Return relative to maximum drawdown	3.02	3.98	-0.96
Martin ratio: Return relative to average drawdown	10.19	13.29	-3.10

ANJIX vs. PTSIX - Sharpe Ratio Comparison

The current ANJIX Sharpe Ratio is 1.58, which is lower than the PTSIX Sharpe Ratio of 3.03. The chart below compares the historical Sharpe Ratios of ANJIX and PTSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ANJIX vs. PTSIX - Drawdown Comparison

The maximum ANJIX drawdown since its inception was -62.46%, which is greater than PTSIX's maximum drawdown of -46.94%. Use the drawdown chart below to compare losses from any high point for ANJIX and PTSIX.

Drawdown Indicators

	ANJIX	PTSIX	Difference
Max Drawdown Largest peak-to-trough decline	-62.46%	-46.94%	-15.52%
Max Drawdown (1Y) Largest decline over 1 year	-9.19%	-9.12%	-0.07%
Max Drawdown (3Y) Largest decline over 3 years	-17.99%	-15.62%	-2.37%
Max Drawdown (5Y) Largest decline over 5 years	-35.23%	-29.41%	-5.82%
Max Drawdown (10Y) Largest decline over 10 years	-37.46%	-46.94%	+9.48%
Current Drawdown Current decline from peak	-1.28%	0.00%	-1.28%
Average Drawdown Average peak-to-trough decline	-13.79%	-9.40%	-4.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.72%	2.72%	0.00%

Volatility

ANJIX vs. PTSIX - Volatility Comparison

Virtus NFJ International Value Fund (ANJIX) has a higher volatility of 5.70% compared to PIMCO RAE PLUS International Fund (PTSIX) at 3.48%. This indicates that ANJIX's price experiences larger fluctuations and is considered to be riskier than PTSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ANJIX	PTSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.70%	3.48%	+2.22%
Volatility (6M) Calculated over the trailing 6-month period	15.13%	9.46%	+5.67%
Volatility (1Y) Calculated over the trailing 1-year period	17.57%	11.99%	+5.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.91%	15.00%	+2.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.38%	15.80%	+1.58%

ANJIX vs. PTSIX - Expense Ratio Comparison

ANJIX has a 0.95% expense ratio, which is higher than PTSIX's 0.82% expense ratio.

Dividends

ANJIX vs. PTSIX - Dividend Comparison

ANJIX's dividend yield for the trailing twelve months is around 5.14%, less than PTSIX's 8.90% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ANJIX Virtus NFJ International Value Fund	5.14%	5.48%	2.71%	1.86%	2.29%	2.26%	2.36%	2.69%	2.44%	1.66%	3.03%	3.47%
PTSIX PIMCO RAE PLUS International Fund	8.90%	3.62%	7.01%	3.18%	67.07%	223.75%	7.45%	3.49%	29.39%	7.86%	0.84%	3.54%

Frequently Asked Questions

Can I hold both ANJIX and PTSIX in my portfolio?

ANJIX and PTSIX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ANJIX or PTSIX?

ANJIX has higher volatility (5.70%) compared to PTSIX (3.48%). In terms of maximum drawdown, ANJIX dropped -62.46% vs PTSIX's -46.94%.

Which has better risk-adjusted returns?

PTSIX currently has the higher Sharpe Ratio (3.03 vs 1.58), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.