FILFX vs. PZRIX
Compare and contrast key facts about Strategic Advisers International Fund (FILFX) and PIMCO RAE Global ex-US Fund (PZRIX).
FILFX is managed by Fidelity. It was launched on Mar 23, 2006. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
FILFX vs. PZRIX - Performance Comparison
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FILFX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FILFX Strategic Advisers International Fund | -2.28% | 30.56% | 4.79% | 18.21% | -17.44% | 10.82% | 14.90% | 24.04% | -15.25% | 26.24% |
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, FILFX achieves a -2.28% return, which is significantly lower than PZRIX's 7.89% return. Over the past 10 years, FILFX has underperformed PZRIX with an annualized return of 8.68%, while PZRIX has yielded a comparatively higher 9.95% annualized return.
FILFX
- 1D
- -0.72%
- 1M
- -11.08%
- YTD
- -2.28%
- 6M
- 2.12%
- 1Y
- 19.33%
- 3Y*
- 13.34%
- 5Y*
- 6.89%
- 10Y*
- 8.68%
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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FILFX vs. PZRIX - Expense Ratio Comparison
FILFX has a 0.56% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
FILFX vs. PZRIX — Risk / Return Rank
FILFX
PZRIX
FILFX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers International Fund (FILFX) 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.
| FILFX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 2.41 | -1.29 |
Sortino ratioReturn per unit of downside risk | 1.60 | 3.09 | -1.48 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.47 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 2.70 | -0.97 |
Martin ratioReturn relative to average drawdown | 7.63 | 12.87 | -5.24 |
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
| FILFX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 2.41 | -1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.67 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.59 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.58 | -0.30 |
Correlation
The correlation between FILFX and PZRIX is 0.88, 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
FILFX vs. PZRIX - Dividend Comparison
FILFX's dividend yield for the trailing twelve months is around 7.50%, more than PZRIX's 6.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FILFX Strategic Advisers International Fund | 7.50% | 7.33% | 3.91% | 2.45% | 4.58% | 8.87% | 1.75% | 3.26% | 6.71% | 3.13% | 2.16% | 3.21% |
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
FILFX vs. PZRIX - Drawdown Comparison
The maximum FILFX drawdown since its inception was -60.75%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for FILFX and PZRIX.
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Drawdown Indicators
| FILFX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.75% | -43.53% | -17.22% |
Max Drawdown (1Y)Largest decline over 1 year | -11.19% | -10.68% | -0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -33.88% | -30.85% | -3.03% |
Max Drawdown (10Y)Largest decline over 10 years | -33.88% | -43.53% | +9.65% |
Current DrawdownCurrent decline from peak | -11.19% | -6.96% | -4.23% |
Average DrawdownAverage peak-to-trough decline | -13.45% | -9.00% | -4.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.53% | +0.54% |
Volatility
FILFX vs. PZRIX - Volatility Comparison
Strategic Advisers International Fund (FILFX) has a higher volatility of 5.88% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that FILFX'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
| FILFX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.88% | 5.02% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 10.25% | 8.77% | +1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.51% | 14.09% | +3.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 15.83% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 17.01% | -0.60% |