FIONX vs. PZRIX
Compare and contrast key facts about Fidelity SAI International Index Fund (FIONX) and PIMCO RAE Global ex-US Fund (PZRIX).
FIONX is managed by Fidelity. It was launched on Jan 5, 2016. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
FIONX vs. PZRIX - Performance Comparison
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FIONX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIONX Fidelity SAI International Index Fund | -1.95% | 31.85% | 3.64% | 18.22% | -14.19% | 11.24% | 8.17% | 22.09% | -13.59% | 22.53% |
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% | 24.53% |
Returns By Period
In the year-to-date period, FIONX achieves a -1.95% return, which is significantly lower than PZRIX's 7.89% return.
FIONX
- 1D
- 0.41%
- 1M
- -10.88%
- YTD
- -1.95%
- 6M
- 2.53%
- 1Y
- 19.82%
- 3Y*
- 13.41%
- 5Y*
- 7.89%
- 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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FIONX vs. PZRIX - Expense Ratio Comparison
FIONX has a 0.04% 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
FIONX vs. PZRIX — Risk / Return Rank
FIONX
PZRIX
FIONX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI International Index Fund (FIONX) 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.
| FIONX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 2.41 | -1.30 |
Sortino ratioReturn per unit of downside risk | 1.55 | 3.09 | -1.54 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.47 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 2.70 | -1.21 |
Martin ratioReturn relative to average drawdown | 5.86 | 12.87 | -7.01 |
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
| FIONX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 2.41 | -1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.67 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.58 | -0.07 |
Correlation
The correlation between FIONX 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
FIONX vs. PZRIX - Dividend Comparison
FIONX's dividend yield for the trailing twelve months is around 3.34%, less than PZRIX's 6.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FIONX Fidelity SAI International Index Fund | 3.34% | 3.28% | 3.06% | 2.18% | 3.34% | 2.65% | 1.91% | 3.16% | 3.00% | 0.52% | 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
FIONX vs. PZRIX - Drawdown Comparison
The maximum FIONX drawdown since its inception was -33.69%, smaller than the maximum PZRIX drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for FIONX and PZRIX.
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Drawdown Indicators
| FIONX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.69% | -43.53% | +9.84% |
Max Drawdown (1Y)Largest decline over 1 year | -11.40% | -10.68% | -0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -29.49% | -30.85% | +1.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.53% | — |
Current DrawdownCurrent decline from peak | -10.88% | -6.96% | -3.92% |
Average DrawdownAverage peak-to-trough decline | -6.44% | -9.00% | +2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.53% | +0.51% |
Volatility
FIONX vs. PZRIX - Volatility Comparison
Fidelity SAI International Index Fund (FIONX) has a higher volatility of 7.05% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that FIONX'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
| FIONX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.05% | 5.02% | +2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.64% | 8.77% | +1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.83% | 14.09% | +2.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.83% | 15.83% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 17.01% | -0.52% |