FITFX vs. PZRIX
Compare and contrast key facts about Fidelity Flex International Index Fund (FITFX) and PIMCO RAE Global ex-US Fund (PZRIX).
FITFX is managed by Fidelity. It was launched on Mar 9, 2017. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
FITFX vs. PZRIX - Performance Comparison
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FITFX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FITFX Fidelity Flex International Index Fund | 2.15% | 33.21% | 5.37% | 15.45% | -15.72% | 7.76% | 10.77% | 21.44% | -13.97% | 21.09% |
PZRIX PIMCO RAE Global ex-US Fund | 9.93% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 1.74% | 15.94% | -14.93% | 20.20% |
Returns By Period
In the year-to-date period, FITFX achieves a 2.15% return, which is significantly lower than PZRIX's 9.93% return.
FITFX
- 1D
- 3.01%
- 1M
- -6.91%
- YTD
- 2.15%
- 6M
- 6.52%
- 1Y
- 27.50%
- 3Y*
- 15.68%
- 5Y*
- 7.46%
- 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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FITFX vs. PZRIX - Expense Ratio Comparison
FITFX has a 0.00% expense ratio, which is lower than PZRIX's 0.00% expense ratio. Despite the difference, 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
FITFX vs. PZRIX — Risk / Return Rank
FITFX
PZRIX
FITFX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex International Index Fund (FITFX) 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.
| FITFX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.73 | 2.67 | -0.94 |
Sortino ratioReturn per unit of downside risk | 2.31 | 3.39 | -1.09 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.52 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.28 | 3.09 | -0.81 |
Martin ratioReturn relative to average drawdown | 8.81 | 14.29 | -5.48 |
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
| FITFX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.73 | 2.67 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.69 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.59 | -0.07 |
Correlation
The correlation between FITFX and PZRIX is 0.93, 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
FITFX vs. PZRIX - Dividend Comparison
FITFX's dividend yield for the trailing twelve months is around 2.82%, less than PZRIX's 5.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FITFX Fidelity Flex International Index Fund | 2.82% | 2.88% | 2.77% | 2.67% | 2.60% | 2.25% | 1.50% | 2.54% | 1.92% | 1.70% | 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
FITFX vs. PZRIX - Drawdown Comparison
The maximum FITFX drawdown since its inception was -34.84%, smaller than the maximum PZRIX drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for FITFX and PZRIX.
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Drawdown Indicators
| FITFX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.84% | -43.53% | +8.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.22% | -10.68% | -0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -29.74% | -30.85% | +1.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.53% | — |
Current DrawdownCurrent decline from peak | -8.55% | -5.20% | -3.35% |
Average DrawdownAverage peak-to-trough decline | -7.54% | -9.00% | +1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.45% | +0.46% |
Volatility
FITFX vs. PZRIX - Volatility Comparison
Fidelity Flex International Index Fund (FITFX) has a higher volatility of 7.98% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.45%. This indicates that FITFX'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
| FITFX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.98% | 5.45% | +2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 11.30% | 8.92% | +2.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.42% | 14.17% | +2.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.19% | 15.85% | -0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.31% | 17.02% | -0.71% |