DFWIX vs. PZRIX
Compare and contrast key facts about DFA World ex U.S. Core Equity Portfolio (DFWIX) and PIMCO RAE Global ex-US Fund (PZRIX).
DFWIX is managed by Dimensional. It was launched on Apr 9, 2013. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
DFWIX vs. PZRIX - Performance Comparison
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DFWIX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
DFWIX
PZRIX
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.
| DFWIX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 2.41 | -0.60 |
Sortino ratioReturn per unit of downside risk | 2.36 | 3.09 | -0.73 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.47 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | 2.70 | -0.70 |
Martin ratioReturn relative to average drawdown | 8.26 | 12.87 | -4.60 |
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
| DFWIX | PZRIX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| DFWIX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -10.82% | -6.96% | -3.86% |
Average DrawdownAverage peak-to-trough decline | -8.23% | -9.00% | +0.77% |
Ulcer IndexDepth 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
| DFWIX | PZRIX | Difference | |
|---|---|---|---|
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% |