BIIEX vs. PZRIX
Compare and contrast key facts about Brandes International Equity Fund (BIIEX) and PIMCO RAE Global ex-US Fund (PZRIX).
BIIEX is managed by Brandes. It was launched on Jan 1, 1997. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
BIIEX vs. PZRIX - Performance Comparison
Loading graphics...
BIIEX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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
BIIEX
PZRIX
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.
| BIIEX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.87 | 2.67 | -0.80 |
Sortino ratioReturn per unit of downside risk | 2.53 | 3.39 | -0.87 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.52 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.45 | 3.09 | -0.64 |
Martin ratioReturn relative to average drawdown | 9.76 | 14.29 | -4.52 |
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
| BIIEX | PZRIX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Loading graphics...
Drawdown Indicators
| BIIEX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.69% | -5.20% | -2.49% |
Average DrawdownAverage peak-to-trough decline | -11.64% | -9.00% | -2.64% |
Ulcer IndexDepth 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.
Loading graphics...
Volatility by Period
| BIIEX | PZRIX | Difference | |
|---|---|---|---|
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% |