DFIEX vs. PZRIX
Compare and contrast key facts about DFA International Core Equity Portfolio I (DFIEX) and PIMCO RAE Global ex-US Fund (PZRIX).
DFIEX is managed by Dimensional. It was launched on Sep 15, 2005. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
DFIEX vs. PZRIX - Performance Comparison
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DFIEX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFIEX DFA International Core Equity Portfolio I | -0.21% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
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, DFIEX achieves a -0.21% return, which is significantly lower than PZRIX's 7.89% return. Over the past 10 years, DFIEX has underperformed PZRIX with an annualized return of 9.31%, while PZRIX has yielded a comparatively higher 9.95% annualized return.
DFIEX
- 1D
- -0.02%
- 1M
- -10.45%
- YTD
- -0.21%
- 6M
- 5.11%
- 1Y
- 26.87%
- 3Y*
- 15.59%
- 5Y*
- 9.04%
- 10Y*
- 9.31%
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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DFIEX vs. PZRIX - Expense Ratio Comparison
DFIEX has a 0.24% 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
DFIEX vs. PZRIX — Risk / Return Rank
DFIEX
PZRIX
DFIEX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Core Equity Portfolio I (DFIEX) 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.
| DFIEX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.66 | 2.41 | -0.76 |
Sortino ratioReturn per unit of downside risk | 2.18 | 3.09 | -0.91 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.47 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.16 | 2.70 | -0.53 |
Martin ratioReturn relative to average drawdown | 8.72 | 12.87 | -4.14 |
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
| DFIEX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 2.41 | -0.76 |
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 | 0.57 | 0.59 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.58 | -0.24 |
Correlation
The correlation between DFIEX 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
DFIEX vs. PZRIX - Dividend Comparison
DFIEX's dividend yield for the trailing twelve months is around 3.24%, less than PZRIX's 6.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIEX DFA International Core Equity Portfolio I | 3.24% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
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
DFIEX vs. PZRIX - Drawdown Comparison
The maximum DFIEX drawdown since its inception was -62.22%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for DFIEX and PZRIX.
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Drawdown Indicators
| DFIEX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.22% | -43.53% | -18.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.01% | -10.68% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -28.66% | -30.85% | +2.19% |
Max Drawdown (10Y)Largest decline over 10 years | -41.04% | -43.53% | +2.49% |
Current DrawdownCurrent decline from peak | -10.45% | -6.96% | -3.49% |
Average DrawdownAverage peak-to-trough decline | -12.26% | -9.00% | -3.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.53% | +0.31% |
Volatility
DFIEX vs. PZRIX - Volatility Comparison
DFA International Core Equity Portfolio I (DFIEX) has a higher volatility of 6.26% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that DFIEX'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
| DFIEX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.26% | 5.02% | +1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 8.77% | +1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.66% | 14.09% | +1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 15.83% | -0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 17.01% | -0.69% |