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DFWIX vs. PZRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFWIX vs. PZRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA World ex U.S. Core Equity Portfolio (DFWIX) and PIMCO RAE Global ex-US Fund (PZRIX). The values are adjusted to include any dividend payments, if applicable.

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DFWIX vs. PZRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFWIX
DFA World ex U.S. Core Equity Portfolio
0.08%33.45%4.34%16.74%-14.04%22.41%9.35%19.98%-17.00%30.17%
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, DFWIX achieves a 0.08% return, which is significantly lower than PZRIX's 7.89% return. Both investments have delivered pretty close results over the past 10 years, with DFWIX having a 10.00% annualized return and PZRIX not far behind at 9.95%.


DFWIX

1D
-0.33%
1M
-10.77%
YTD
0.08%
6M
4.76%
1Y
27.12%
3Y*
15.13%
5Y*
10.04%
10Y*
10.00%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFWIX vs. PZRIX - Expense Ratio Comparison

DFWIX has a 0.31% expense ratio, which is higher than PZRIX's 0.00% expense ratio.


Return for Risk

DFWIX vs. PZRIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFWIX
DFWIX Risk / Return Rank: 8686
Overall Rank
DFWIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DFWIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
DFWIX Omega Ratio Rank: 8686
Omega Ratio Rank
DFWIX Calmar Ratio Rank: 8383
Calmar Ratio Rank
DFWIX Martin Ratio Rank: 8383
Martin Ratio Rank

PZRIX
PZRIX Risk / Return Rank: 9494
Overall Rank
PZRIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PZRIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
PZRIX Omega Ratio Rank: 9393
Omega Ratio Rank
PZRIX Calmar Ratio Rank: 9292
Calmar Ratio Rank
PZRIX Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFWIX vs. PZRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA World ex U.S. Core Equity Portfolio (DFWIX) 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.


DFWIXPZRIXDifference

Sharpe ratio

Return per unit of total volatility

1.81

2.41

-0.60

Sortino ratio

Return per unit of downside risk

2.36

3.09

-0.73

Omega ratio

Gain probability vs. loss probability

1.36

1.47

-0.10

Calmar ratio

Return relative to maximum drawdown

2.00

2.70

-0.70

Martin ratio

Return relative to average drawdown

8.26

12.87

-4.60

DFWIX vs. PZRIX - Sharpe Ratio Comparison

The current DFWIX Sharpe Ratio is 1.81, which is comparable to the PZRIX Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of DFWIX and PZRIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFWIXPZRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

2.41

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.67

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.59

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.58

-0.09

Correlation

The correlation between DFWIX 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

DFWIX vs. PZRIX - Dividend Comparison

DFWIX's dividend yield for the trailing twelve months is around 3.21%, less than PZRIX's 6.08% yield.


TTM20252024202320222021202020192018201720162015
DFWIX
DFA World ex U.S. Core Equity Portfolio
3.21%3.00%3.32%3.36%3.11%10.71%1.81%2.36%3.50%2.36%2.59%2.31%
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

DFWIX vs. PZRIX - Drawdown Comparison

The maximum DFWIX drawdown since its inception was -41.80%, roughly equal to the maximum PZRIX drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for DFWIX and PZRIX.


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Drawdown Indicators


DFWIXPZRIXDifference

Max Drawdown

Largest peak-to-trough decline

-41.80%

-43.53%

+1.73%

Max Drawdown (1Y)

Largest decline over 1 year

-10.82%

-10.68%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-27.31%

-30.85%

+3.54%

Max Drawdown (10Y)

Largest decline over 10 years

-41.80%

-43.53%

+1.73%

Current Drawdown

Current decline from peak

-10.82%

-6.96%

-3.86%

Average Drawdown

Average peak-to-trough decline

-8.23%

-9.00%

+0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.53%

+0.34%

Volatility

DFWIX vs. PZRIX - Volatility Comparison

DFA World ex U.S. Core Equity Portfolio (DFWIX) has a higher volatility of 6.21% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that DFWIX'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


DFWIXPZRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.21%

5.02%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

8.77%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

14.65%

14.09%

+0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.94%

15.83%

-0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.55%

17.01%

-1.46%