DFALX vs. PZRIX
Compare and contrast key facts about DFA Large Cap International Portfolio (DFALX) and PIMCO RAE Global ex-US Fund (PZRIX).
DFALX is managed by Dimensional. It was launched on Jul 17, 1991. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
DFALX vs. PZRIX - Performance Comparison
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DFALX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFALX DFA Large Cap International Portfolio | -0.30% | 33.60% | 4.55% | 17.88% | -13.04% | 12.79% | 8.13% | 22.05% | -14.15% | 25.35% |
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, DFALX achieves a -0.30% return, which is significantly lower than PZRIX's 7.89% return. Over the past 10 years, DFALX has underperformed PZRIX with an annualized return of 9.29%, while PZRIX has yielded a comparatively higher 9.95% annualized return.
DFALX
- 1D
- 0.22%
- 1M
- -10.08%
- YTD
- -0.30%
- 6M
- 5.08%
- 1Y
- 24.32%
- 3Y*
- 15.00%
- 5Y*
- 9.01%
- 10Y*
- 9.29%
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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DFALX vs. PZRIX - Expense Ratio Comparison
DFALX has a 0.18% expense ratio, which is higher than PZRIX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DFALX vs. PZRIX — Risk / Return Rank
DFALX
PZRIX
DFALX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Large Cap International Portfolio (DFALX) 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.
| DFALX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 2.41 | -0.95 |
Sortino ratioReturn per unit of downside risk | 1.98 | 3.09 | -1.11 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.47 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.89 | 2.70 | -0.81 |
Martin ratioReturn relative to average drawdown | 7.81 | 12.87 | -5.05 |
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
| DFALX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 2.41 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.67 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.59 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.58 | -0.22 |
Correlation
The correlation between DFALX and PZRIX is 0.94, 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
DFALX vs. PZRIX - Dividend Comparison
DFALX's dividend yield for the trailing twelve months is around 3.03%, less than PZRIX's 6.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFALX DFA Large Cap International Portfolio | 3.03% | 2.89% | 3.18% | 3.24% | 2.86% | 3.00% | 1.88% | 2.88% | 3.07% | 2.55% | 2.89% | 2.94% |
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
DFALX vs. PZRIX - Drawdown Comparison
The maximum DFALX drawdown since its inception was -59.76%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for DFALX and PZRIX.
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Drawdown Indicators
| DFALX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.76% | -43.53% | -16.23% |
Max Drawdown (1Y)Largest decline over 1 year | -10.70% | -10.68% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -27.52% | -30.85% | +3.33% |
Max Drawdown (10Y)Largest decline over 10 years | -35.58% | -43.53% | +7.95% |
Current DrawdownCurrent decline from peak | -10.08% | -6.96% | -3.12% |
Average DrawdownAverage peak-to-trough decline | -12.06% | -9.00% | -3.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.53% | +0.30% |
Volatility
DFALX vs. PZRIX - Volatility Comparison
DFA Large Cap International Portfolio (DFALX) has a higher volatility of 6.53% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that DFALX'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
| DFALX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 5.02% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 10.23% | 8.77% | +1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.06% | 14.09% | +1.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 15.83% | -0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 17.01% | -0.89% |