CSVFX vs. PZRIX
Compare and contrast key facts about Columbia International Dividend Income Fund (CSVFX) and PIMCO RAE Global ex-US Fund (PZRIX).
CSVFX is managed by Columbia. It was launched on Nov 8, 2000. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
CSVFX vs. PZRIX - Performance Comparison
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CSVFX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSVFX Columbia International Dividend Income Fund | 1.51% | 31.32% | 2.36% | 18.44% | -14.91% | 13.73% | 5.87% | 24.47% | -12.96% | 20.13% |
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, CSVFX achieves a 1.51% return, which is significantly lower than PZRIX's 7.89% return. Over the past 10 years, CSVFX has underperformed PZRIX with an annualized return of 8.44%, while PZRIX has yielded a comparatively higher 9.95% annualized return.
CSVFX
- 1D
- 0.26%
- 1M
- -11.50%
- YTD
- 1.51%
- 6M
- 8.21%
- 1Y
- 25.26%
- 3Y*
- 14.28%
- 5Y*
- 8.22%
- 10Y*
- 8.44%
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%
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CSVFX vs. PZRIX - Expense Ratio Comparison
CSVFX has a 1.01% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
CSVFX vs. PZRIX — Risk / Return Rank
CSVFX
PZRIX
CSVFX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia International Dividend Income Fund (CSVFX) 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.
| CSVFX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 2.41 | -0.91 |
Sortino ratioReturn per unit of downside risk | 1.99 | 3.09 | -1.10 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.47 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.98 | 2.70 | -0.71 |
Martin ratioReturn relative to average drawdown | 7.79 | 12.87 | -5.07 |
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
| CSVFX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 2.41 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.67 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.59 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.58 | -0.10 |
Correlation
The correlation between CSVFX and PZRIX is 0.90, 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
CSVFX vs. PZRIX - Dividend Comparison
CSVFX's dividend yield for the trailing twelve months is around 4.86%, less than PZRIX's 6.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSVFX Columbia International Dividend Income Fund | 4.86% | 4.81% | 6.96% | 3.56% | 1.93% | 9.05% | 3.57% | 3.44% | 5.53% | 2.94% | 3.52% | 3.19% |
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
CSVFX vs. PZRIX - Drawdown Comparison
The maximum CSVFX drawdown since its inception was -55.31%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for CSVFX and PZRIX.
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Drawdown Indicators
| CSVFX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.31% | -43.53% | -11.78% |
Max Drawdown (1Y)Largest decline over 1 year | -11.72% | -10.68% | -1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -29.11% | -30.85% | +1.74% |
Max Drawdown (10Y)Largest decline over 10 years | -33.50% | -43.53% | +10.03% |
Current DrawdownCurrent decline from peak | -11.50% | -6.96% | -4.54% |
Average DrawdownAverage peak-to-trough decline | -8.05% | -9.00% | +0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 2.53% | +0.46% |
Volatility
CSVFX vs. PZRIX - Volatility Comparison
Columbia International Dividend Income Fund (CSVFX) has a higher volatility of 7.16% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that CSVFX'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
| CSVFX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.16% | 5.02% | +2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 10.74% | 8.77% | +1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.37% | 14.09% | +2.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.21% | 15.83% | -0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.97% | 17.01% | -1.04% |