DOMIX vs. PZRIX
Compare and contrast key facts about Domini Impact International Equity Fund (DOMIX) and PIMCO RAE Global ex-US Fund (PZRIX).
DOMIX is managed by Domini. It was launched on Dec 27, 2006. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
DOMIX vs. PZRIX - Performance Comparison
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DOMIX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DOMIX Domini Impact International Equity Fund | -2.59% | 30.81% | 8.24% | 21.39% | -20.84% | 10.69% | 5.73% | 16.94% | -16.35% | 24.61% |
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, DOMIX achieves a -2.59% return, which is significantly lower than PZRIX's 7.89% return. Over the past 10 years, DOMIX has underperformed PZRIX with an annualized return of 6.99%, while PZRIX has yielded a comparatively higher 9.95% annualized return.
DOMIX
- 1D
- 0.00%
- 1M
- -11.04%
- YTD
- -2.59%
- 6M
- 2.48%
- 1Y
- 20.86%
- 3Y*
- 15.78%
- 5Y*
- 7.15%
- 10Y*
- 6.99%
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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DOMIX vs. PZRIX - Expense Ratio Comparison
DOMIX has a 1.37% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
DOMIX vs. PZRIX — Risk / Return Rank
DOMIX
PZRIX
DOMIX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Domini Impact International Equity Fund (DOMIX) 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.
| DOMIX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 2.41 | -1.26 |
Sortino ratioReturn per unit of downside risk | 1.62 | 3.09 | -1.47 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.47 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 2.70 | -1.15 |
Martin ratioReturn relative to average drawdown | 6.06 | 12.87 | -6.80 |
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
| DOMIX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 2.41 | -1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.67 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.59 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.58 | -0.41 |
Correlation
The correlation between DOMIX and PZRIX is 0.87, 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
DOMIX vs. PZRIX - Dividend Comparison
DOMIX's dividend yield for the trailing twelve months is around 2.00%, less than PZRIX's 6.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DOMIX Domini Impact International Equity Fund | 2.00% | 1.94% | 3.00% | 2.00% | 1.92% | 1.17% | 0.50% | 2.77% | 5.14% | 2.52% | 1.88% | 3.19% |
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
DOMIX vs. PZRIX - Drawdown Comparison
The maximum DOMIX drawdown since its inception was -66.21%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for DOMIX and PZRIX.
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Drawdown Indicators
| DOMIX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.21% | -43.53% | -22.68% |
Max Drawdown (1Y)Largest decline over 1 year | -11.71% | -10.68% | -1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -33.83% | -30.85% | -2.98% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | -43.53% | +3.22% |
Current DrawdownCurrent decline from peak | -11.32% | -6.96% | -4.36% |
Average DrawdownAverage peak-to-trough decline | -16.87% | -9.00% | -7.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 2.53% | +0.46% |
Volatility
DOMIX vs. PZRIX - Volatility Comparison
Domini Impact International Equity Fund (DOMIX) has a higher volatility of 7.30% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that DOMIX'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
| DOMIX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.30% | 5.02% | +2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 10.97% | 8.77% | +2.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.19% | 14.09% | +3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.80% | 15.83% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.64% | 17.01% | -0.37% |