FHLFX vs. PZRIX
Compare and contrast key facts about Fidelity Series International Index Fund (FHLFX) and PIMCO RAE Global ex-US Fund (PZRIX).
FHLFX is managed by Fidelity. It was launched on Aug 17, 2018. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
FHLFX vs. PZRIX - Performance Comparison
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FHLFX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FHLFX Fidelity Series International Index Fund | 0.99% | 31.96% | 3.67% | 18.16% | -14.17% | 11.23% | 8.09% | 21.66% | -10.70% |
PZRIX PIMCO RAE Global ex-US Fund | 9.93% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 1.74% | 15.94% | -9.14% |
Returns By Period
In the year-to-date period, FHLFX achieves a 0.99% return, which is significantly lower than PZRIX's 9.93% return.
FHLFX
- 1D
- 2.97%
- 1M
- -6.32%
- YTD
- 0.99%
- 6M
- 5.00%
- 1Y
- 22.99%
- 3Y*
- 14.59%
- 5Y*
- 8.30%
- 10Y*
- —
PZRIX
- 1D
- 1.89%
- 1M
- -4.32%
- YTD
- 9.93%
- 6M
- 17.91%
- 1Y
- 37.11%
- 3Y*
- 19.65%
- 5Y*
- 10.81%
- 10Y*
- 10.15%
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FHLFX vs. PZRIX - Expense Ratio Comparison
FHLFX has a 0.01% expense ratio, which is higher than PZRIX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
FHLFX vs. PZRIX — Risk / Return Rank
FHLFX
PZRIX
FHLFX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series International Index Fund (FHLFX) 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.
| FHLFX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 2.67 | -1.29 |
Sortino ratioReturn per unit of downside risk | 1.90 | 3.39 | -1.49 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.52 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.95 | 3.09 | -1.14 |
Martin ratioReturn relative to average drawdown | 7.44 | 14.29 | -6.84 |
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
| FHLFX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 2.67 | -1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.69 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.59 | -0.12 |
Correlation
The correlation between FHLFX and PZRIX is 0.92, 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
FHLFX vs. PZRIX - Dividend Comparison
FHLFX's dividend yield for the trailing twelve months is around 3.43%, less than PZRIX's 5.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FHLFX Fidelity Series International Index Fund | 3.43% | 3.46% | 2.98% | 2.86% | 2.60% | 2.47% | 1.92% | 1.95% | 0.62% | 0.00% | 0.00% |
PZRIX PIMCO RAE Global ex-US Fund | 5.96% | 6.56% | 6.70% | 9.19% | 8.80% | 11.99% | 2.04% | 6.32% | 2.80% | 4.13% | 2.58% |
Drawdowns
FHLFX vs. PZRIX - Drawdown Comparison
The maximum FHLFX drawdown since its inception was -33.58%, smaller than the maximum PZRIX drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for FHLFX and PZRIX.
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Drawdown Indicators
| FHLFX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.58% | -43.53% | +9.95% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -10.68% | -0.69% |
Max Drawdown (5Y)Largest decline over 5 years | -29.36% | -30.85% | +1.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.53% | — |
Current DrawdownCurrent decline from peak | -8.18% | -5.20% | -2.98% |
Average DrawdownAverage peak-to-trough decline | -6.18% | -9.00% | +2.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 2.45% | +0.52% |
Volatility
FHLFX vs. PZRIX - Volatility Comparison
Fidelity Series International Index Fund (FHLFX) has a higher volatility of 7.63% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.45%. This indicates that FHLFX'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
| FHLFX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.63% | 5.45% | +2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 8.92% | +2.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.06% | 14.17% | +2.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.82% | 15.85% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.63% | 17.02% | +0.61% |