BRZIX vs. PZRIX
Compare and contrast key facts about BlackRock Sustainable Advantage International Equity Fund (BRZIX) and PIMCO RAE Global ex-US Fund (PZRIX).
BRZIX is managed by BlackRock. It was launched on Aug 18, 2020. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
BRZIX vs. PZRIX - Performance Comparison
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BRZIX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BRZIX BlackRock Sustainable Advantage International Equity Fund | 1.20% | 32.15% | 5.67% | 19.37% | -14.02% | 12.87% | 13.28% |
PZRIX PIMCO RAE Global ex-US Fund | 9.93% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 18.62% |
Returns By Period
In the year-to-date period, BRZIX achieves a 1.20% return, which is significantly lower than PZRIX's 9.93% return.
BRZIX
- 1D
- 3.18%
- 1M
- -6.09%
- YTD
- 1.20%
- 6M
- 5.26%
- 1Y
- 23.22%
- 3Y*
- 15.85%
- 5Y*
- 9.28%
- 10Y*
- —
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%
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BRZIX vs. PZRIX - Expense Ratio Comparison
BRZIX has a 0.50% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
BRZIX vs. PZRIX — Risk / Return Rank
BRZIX
PZRIX
BRZIX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Sustainable Advantage International Equity Fund (BRZIX) 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.
| BRZIX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 2.67 | -1.32 |
Sortino ratioReturn per unit of downside risk | 1.86 | 3.39 | -1.54 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.52 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.94 | 3.09 | -1.15 |
Martin ratioReturn relative to average drawdown | 7.39 | 14.29 | -6.89 |
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
| BRZIX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 2.67 | -1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.69 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.59 | +0.10 |
Correlation
The correlation between BRZIX and PZRIX is 0.91, 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
BRZIX vs. PZRIX - Dividend Comparison
BRZIX's dividend yield for the trailing twelve months is around 15.68%, more than PZRIX's 5.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
BRZIX BlackRock Sustainable Advantage International Equity Fund | 15.68% | 15.87% | 3.83% | 2.59% | 3.29% | 13.55% | 0.59% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Drawdowns
BRZIX vs. PZRIX - Drawdown Comparison
The maximum BRZIX drawdown since its inception was -32.64%, smaller than the maximum PZRIX drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for BRZIX and PZRIX.
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Drawdown Indicators
| BRZIX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.64% | -43.53% | +10.89% |
Max Drawdown (1Y)Largest decline over 1 year | -11.50% | -10.68% | -0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -32.64% | -30.85% | -1.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.53% | — |
Current DrawdownCurrent decline from peak | -7.93% | -5.20% | -2.73% |
Average DrawdownAverage peak-to-trough decline | -7.66% | -9.00% | +1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 2.45% | +0.57% |
Volatility
BRZIX vs. PZRIX - Volatility Comparison
BlackRock Sustainable Advantage International Equity Fund (BRZIX) has a higher volatility of 7.90% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.45%. This indicates that BRZIX'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
| BRZIX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.90% | 5.45% | +2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 11.37% | 8.92% | +2.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.40% | 14.17% | +3.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.04% | 15.85% | +1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.82% | 17.02% | -0.20% |