FITMX vs. PZRIX
Compare and contrast key facts about Fidelity SAI International Momentum Index Fund (FITMX) and PIMCO RAE Global ex-US Fund (PZRIX).
FITMX is managed by Fidelity. It was launched on May 11, 2020. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
FITMX vs. PZRIX - Performance Comparison
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FITMX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FITMX Fidelity SAI International Momentum Index Fund | -2.92% | 36.56% | 8.97% | 21.03% | -21.45% | 12.88% | 31.10% |
PZRIX PIMCO RAE Global ex-US Fund | 7.89% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 39.91% |
Returns By Period
In the year-to-date period, FITMX achieves a -2.92% return, which is significantly lower than PZRIX's 7.89% return.
FITMX
- 1D
- -0.17%
- 1M
- -12.64%
- YTD
- -2.92%
- 6M
- 0.85%
- 1Y
- 23.18%
- 3Y*
- 17.18%
- 5Y*
- 9.23%
- 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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FITMX vs. PZRIX - Expense Ratio Comparison
FITMX has a 0.18% 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
FITMX vs. PZRIX — Risk / Return Rank
FITMX
PZRIX
FITMX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI International Momentum Index Fund (FITMX) 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.
| FITMX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 2.41 | -1.23 |
Sortino ratioReturn per unit of downside risk | 1.65 | 3.09 | -1.44 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.47 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 2.70 | -1.12 |
Martin ratioReturn relative to average drawdown | 6.54 | 12.87 | -6.32 |
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
| FITMX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 2.41 | -1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.67 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.58 | +0.17 |
Correlation
The correlation between FITMX and PZRIX is 0.83, 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
FITMX vs. PZRIX - Dividend Comparison
FITMX's dividend yield for the trailing twelve months is around 2.70%, less than PZRIX's 6.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FITMX Fidelity SAI International Momentum Index Fund | 2.70% | 2.62% | 3.50% | 3.39% | 2.42% | 2.52% | 0.00% | 0.00% | 0.00% | 0.00% | 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
FITMX vs. PZRIX - Drawdown Comparison
The maximum FITMX drawdown since its inception was -34.28%, smaller than the maximum PZRIX drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for FITMX and PZRIX.
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Drawdown Indicators
| FITMX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.28% | -43.53% | +9.25% |
Max Drawdown (1Y)Largest decline over 1 year | -13.12% | -10.68% | -2.44% |
Max Drawdown (5Y)Largest decline over 5 years | -34.28% | -30.85% | -3.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.53% | — |
Current DrawdownCurrent decline from peak | -13.12% | -6.96% | -6.16% |
Average DrawdownAverage peak-to-trough decline | -7.35% | -9.00% | +1.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.53% | +0.62% |
Volatility
FITMX vs. PZRIX - Volatility Comparison
Fidelity SAI International Momentum Index Fund (FITMX) has a higher volatility of 8.79% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that FITMX'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
| FITMX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.79% | 5.02% | +3.77% |
Volatility (6M)Calculated over the trailing 6-month period | 12.58% | 8.77% | +3.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.69% | 14.09% | +4.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.34% | 15.83% | +1.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.14% | 17.01% | +0.13% |