DFVIX vs. PZRIX
Compare and contrast key facts about DFA International Value III Portfolio (DFVIX) and PIMCO RAE Global ex-US Fund (PZRIX).
DFVIX is managed by Dimensional. It was launched on Feb 1, 1995. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
DFVIX vs. PZRIX - Performance Comparison
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DFVIX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFVIX DFA International Value III Portfolio | 3.01% | 44.85% | 6.86% | 17.89% | -3.41% | 23.59% | -1.96% | 15.85% | -17.29% | 26.23% |
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, DFVIX achieves a 3.01% return, which is significantly lower than PZRIX's 7.89% return. Over the past 10 years, DFVIX has outperformed PZRIX with an annualized return of 11.82%, while PZRIX has yielded a comparatively lower 9.95% annualized return.
DFVIX
- 1D
- 0.27%
- 1M
- -8.38%
- YTD
- 3.01%
- 6M
- 11.73%
- 1Y
- 34.61%
- 3Y*
- 21.00%
- 5Y*
- 14.96%
- 10Y*
- 11.82%
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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DFVIX vs. PZRIX - Expense Ratio Comparison
DFVIX 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
DFVIX vs. PZRIX — Risk / Return Rank
DFVIX
PZRIX
DFVIX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value III Portfolio (DFVIX) 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.
| DFVIX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.07 | 2.41 | -0.34 |
Sortino ratioReturn per unit of downside risk | 2.65 | 3.09 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.47 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.24 | 2.70 | -0.46 |
Martin ratioReturn relative to average drawdown | 10.55 | 12.87 | -2.31 |
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
| DFVIX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 2.41 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.67 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.59 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.58 | -0.18 |
Correlation
The correlation between DFVIX 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
DFVIX vs. PZRIX - Dividend Comparison
DFVIX's dividend yield for the trailing twelve months is around 4.26%, less than PZRIX's 6.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFVIX DFA International Value III Portfolio | 4.26% | 4.09% | 4.16% | 4.44% | 3.82% | 7.97% | 2.25% | 3.53% | 6.16% | 3.02% | 3.43% | 5.84% |
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
DFVIX vs. PZRIX - Drawdown Comparison
The maximum DFVIX drawdown since its inception was -66.53%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for DFVIX and PZRIX.
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Drawdown Indicators
| DFVIX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.53% | -43.53% | -23.00% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -10.68% | -1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -25.26% | -30.85% | +5.59% |
Max Drawdown (10Y)Largest decline over 10 years | -47.89% | -43.53% | -4.36% |
Current DrawdownCurrent decline from peak | -8.41% | -6.96% | -1.45% |
Average DrawdownAverage peak-to-trough decline | -12.33% | -9.00% | -3.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.53% | +0.37% |
Volatility
DFVIX vs. PZRIX - Volatility Comparison
DFA International Value III Portfolio (DFVIX) has a higher volatility of 6.23% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that DFVIX'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
| DFVIX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.23% | 5.02% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 10.13% | 8.77% | +1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.41% | 14.09% | +2.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.41% | 15.83% | +0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.14% | 17.01% | +1.13% |