FDIKX vs. PZRIX
Compare and contrast key facts about Fidelity Diversified International Fund Class K (FDIKX) and PIMCO RAE Global ex-US Fund (PZRIX).
FDIKX is managed by Fidelity. It was launched on May 9, 2008. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
FDIKX vs. PZRIX - Performance Comparison
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FDIKX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDIKX Fidelity Diversified International Fund Class K | -3.67% | 27.87% | 6.62% | 17.84% | -23.77% | 12.92% | 19.08% | 29.82% | -15.19% | 25.30% |
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, FDIKX achieves a -3.67% return, which is significantly lower than PZRIX's 7.89% return. Over the past 10 years, FDIKX has underperformed PZRIX with an annualized return of 8.13%, while PZRIX has yielded a comparatively higher 9.95% annualized return.
FDIKX
- 1D
- 0.15%
- 1M
- -11.86%
- YTD
- -3.67%
- 6M
- 0.58%
- 1Y
- 17.11%
- 3Y*
- 12.41%
- 5Y*
- 5.92%
- 10Y*
- 8.13%
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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FDIKX vs. PZRIX - Expense Ratio Comparison
FDIKX has a 0.91% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
FDIKX vs. PZRIX — Risk / Return Rank
FDIKX
PZRIX
FDIKX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Diversified International Fund Class K (FDIKX) 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.
| FDIKX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 2.41 | -1.57 |
Sortino ratioReturn per unit of downside risk | 1.25 | 3.09 | -1.84 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.47 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 2.70 | -1.57 |
Martin ratioReturn relative to average drawdown | 4.44 | 12.87 | -8.43 |
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
| FDIKX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 2.41 | -1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.67 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.59 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.58 | -0.37 |
Correlation
The correlation between FDIKX and PZRIX is 0.85, 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
FDIKX vs. PZRIX - Dividend Comparison
FDIKX's dividend yield for the trailing twelve months is around 11.19%, more than PZRIX's 6.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDIKX Fidelity Diversified International Fund Class K | 11.19% | 10.77% | 4.00% | 4.40% | 1.48% | 10.71% | 1.07% | 1.42% | 7.48% | 4.23% | 1.50% | 0.47% |
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
FDIKX vs. PZRIX - Drawdown Comparison
The maximum FDIKX drawdown since its inception was -57.95%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for FDIKX and PZRIX.
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Drawdown Indicators
| FDIKX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.95% | -43.53% | -14.42% |
Max Drawdown (1Y)Largest decline over 1 year | -12.37% | -10.68% | -1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -35.52% | -30.85% | -4.67% |
Max Drawdown (10Y)Largest decline over 10 years | -35.52% | -43.53% | +8.01% |
Current DrawdownCurrent decline from peak | -12.24% | -6.96% | -5.28% |
Average DrawdownAverage peak-to-trough decline | -13.69% | -9.00% | -4.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.53% | +0.70% |
Volatility
FDIKX vs. PZRIX - Volatility Comparison
Fidelity Diversified International Fund Class K (FDIKX) has a higher volatility of 8.06% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that FDIKX'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
| FDIKX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.06% | 5.02% | +3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 12.17% | 8.77% | +3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.70% | 14.09% | +4.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.77% | 15.83% | +0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.79% | 17.01% | -0.22% |