DIHRX vs. PZRIX
Compare and contrast key facts about DFA International High Relative Profitability Portfolio (DIHRX) and PIMCO RAE Global ex-US Fund (PZRIX).
DIHRX is managed by Dimensional. It was launched on May 16, 2017. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
DIHRX vs. PZRIX - Performance Comparison
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DIHRX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIHRX DFA International High Relative Profitability Portfolio | -1.47% | 27.03% | -0.03% | 18.09% | -16.61% | 13.39% | 13.21% | 24.50% | -13.48% | 9.68% |
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% | 12.18% |
Returns By Period
In the year-to-date period, DIHRX achieves a -1.47% return, which is significantly lower than PZRIX's 7.89% return.
DIHRX
- 1D
- 0.22%
- 1M
- -9.47%
- YTD
- -1.47%
- 6M
- 1.54%
- 1Y
- 17.11%
- 3Y*
- 10.56%
- 5Y*
- 6.30%
- 10Y*
- —
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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DIHRX vs. PZRIX - Expense Ratio Comparison
DIHRX has a 0.30% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
DIHRX vs. PZRIX — Risk / Return Rank
DIHRX
PZRIX
DIHRX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International High Relative Profitability Portfolio (DIHRX) 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.
| DIHRX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 2.41 | -1.37 |
Sortino ratioReturn per unit of downside risk | 1.47 | 3.09 | -1.62 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.47 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 2.70 | -1.31 |
Martin ratioReturn relative to average drawdown | 5.56 | 12.87 | -7.31 |
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
| DIHRX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 2.41 | -1.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.67 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.58 | -0.12 |
Correlation
The correlation between DIHRX and PZRIX is 0.89, 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
DIHRX vs. PZRIX - Dividend Comparison
DIHRX's dividend yield for the trailing twelve months is around 2.64%, less than PZRIX's 6.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
DIHRX DFA International High Relative Profitability Portfolio | 2.64% | 2.76% | 2.33% | 2.59% | 3.06% | 2.95% | 1.40% | 2.11% | 2.35% | 0.87% | 0.00% |
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% |
Drawdowns
DIHRX vs. PZRIX - Drawdown Comparison
The maximum DIHRX drawdown since its inception was -33.30%, smaller than the maximum PZRIX drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for DIHRX and PZRIX.
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Drawdown Indicators
| DIHRX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.30% | -43.53% | +10.23% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -10.68% | -0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -30.35% | -30.85% | +0.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.53% | — |
Current DrawdownCurrent decline from peak | -10.86% | -6.96% | -3.90% |
Average DrawdownAverage peak-to-trough decline | -6.60% | -9.00% | +2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.53% | +0.29% |
Volatility
DIHRX vs. PZRIX - Volatility Comparison
DFA International High Relative Profitability Portfolio (DIHRX) has a higher volatility of 6.69% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that DIHRX'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
| DIHRX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.69% | 5.02% | +1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 8.77% | +1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.00% | 14.09% | +1.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.73% | 15.83% | -0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.97% | 17.01% | -1.04% |