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BIIEX vs. PZRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIIEX vs. PZRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brandes International Equity Fund (BIIEX) and PIMCO RAE Global ex-US Fund (PZRIX). The values are adjusted to include any dividend payments, if applicable.

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BIIEX vs. PZRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIIEX
Brandes International Equity Fund
2.59%38.82%7.17%30.40%-8.46%12.86%-1.83%14.48%-9.52%15.14%
PZRIX
PIMCO RAE Global ex-US Fund
9.93%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, BIIEX achieves a 2.59% return, which is significantly lower than PZRIX's 9.93% return. Both investments have delivered pretty close results over the past 10 years, with BIIEX having a 10.02% annualized return and PZRIX not far ahead at 10.15%.


BIIEX

1D
2.48%
1M
-5.86%
YTD
2.59%
6M
7.39%
1Y
28.70%
3Y*
21.49%
5Y*
13.51%
10Y*
10.02%

PZRIX

1D
1.89%
1M
-4.32%
YTD
9.93%
6M
17.91%
1Y
37.11%
3Y*
19.65%
5Y*
10.81%
10Y*
10.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BIIEX vs. PZRIX - Expense Ratio Comparison

BIIEX has a 0.85% expense ratio, which is higher than PZRIX's 0.00% expense ratio.


Return for Risk

BIIEX vs. PZRIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BIIEX
BIIEX Risk / Return Rank: 8888
Overall Rank
BIIEX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
BIIEX Sortino Ratio Rank: 8989
Sortino Ratio Rank
BIIEX Omega Ratio Rank: 8585
Omega Ratio Rank
BIIEX Calmar Ratio Rank: 8888
Calmar Ratio Rank
BIIEX Martin Ratio Rank: 8888
Martin Ratio Rank

PZRIX
PZRIX Risk / Return Rank: 9595
Overall Rank
PZRIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
PZRIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
PZRIX Omega Ratio Rank: 9595
Omega Ratio Rank
PZRIX Calmar Ratio Rank: 9393
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.

BIIEX vs. PZRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brandes International Equity Fund (BIIEX) 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.


BIIEXPZRIXDifference

Sharpe ratio

Return per unit of total volatility

1.87

2.67

-0.80

Sortino ratio

Return per unit of downside risk

2.53

3.39

-0.87

Omega ratio

Gain probability vs. loss probability

1.36

1.52

-0.15

Calmar ratio

Return relative to maximum drawdown

2.45

3.09

-0.64

Martin ratio

Return relative to average drawdown

9.76

14.29

-4.52

BIIEX vs. PZRIX - Sharpe Ratio Comparison

The current BIIEX Sharpe Ratio is 1.87, which is comparable to the PZRIX Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of BIIEX and PZRIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BIIEXPZRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

2.67

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.69

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.60

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.59

-0.17

Correlation

The correlation between BIIEX and PZRIX is 0.92, 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

BIIEX vs. PZRIX - Dividend Comparison

BIIEX's dividend yield for the trailing twelve months is around 6.01%, which matches PZRIX's 5.96% yield.


TTM20252024202320222021202020192018201720162015
BIIEX
Brandes International Equity Fund
6.01%6.17%2.95%2.51%3.57%3.81%1.86%3.76%2.83%1.80%3.58%2.53%
PZRIX
PIMCO RAE Global ex-US Fund
5.96%6.56%6.70%9.19%8.80%11.99%2.04%6.32%2.80%4.13%2.58%0.00%

Drawdowns

BIIEX vs. PZRIX - Drawdown Comparison

The maximum BIIEX drawdown since its inception was -58.76%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for BIIEX and PZRIX.


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Drawdown Indicators


BIIEXPZRIXDifference

Max Drawdown

Largest peak-to-trough decline

-58.76%

-43.53%

-15.23%

Max Drawdown (1Y)

Largest decline over 1 year

-11.17%

-10.68%

-0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-29.73%

-30.85%

+1.12%

Max Drawdown (10Y)

Largest decline over 10 years

-42.67%

-43.53%

+0.86%

Current Drawdown

Current decline from peak

-7.69%

-5.20%

-2.49%

Average Drawdown

Average peak-to-trough decline

-11.64%

-9.00%

-2.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

2.45%

+0.35%

Volatility

BIIEX vs. PZRIX - Volatility Comparison

Brandes International Equity Fund (BIIEX) has a higher volatility of 6.55% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.45%. This indicates that BIIEX'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


BIIEXPZRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.55%

5.45%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.81%

8.92%

+0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

15.36%

14.17%

+1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.99%

15.85%

-0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.99%

17.02%

-0.03%