FQITX vs. PZRIX
Compare and contrast key facts about Fidelity SAI International Quality Index Fund (FQITX) and PIMCO RAE Global ex-US Fund (PZRIX).
FQITX is managed by Fidelity. It was launched on May 11, 2020. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
FQITX vs. PZRIX - Performance Comparison
Loading graphics...
FQITX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FQITX Fidelity SAI International Quality Index Fund | -3.63% | 17.04% | 1.04% | 18.44% | -17.12% | 14.00% | 29.60% |
PZRIX PIMCO RAE Global ex-US Fund | 9.93% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 39.91% |
Returns By Period
In the year-to-date period, FQITX achieves a -3.63% return, which is significantly lower than PZRIX's 9.93% return.
FQITX
- 1D
- 3.04%
- 1M
- -7.57%
- YTD
- -3.63%
- 6M
- -1.44%
- 1Y
- 8.80%
- 3Y*
- 7.48%
- 5Y*
- 4.82%
- 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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FQITX vs. PZRIX - Expense Ratio Comparison
FQITX has a 0.19% 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
FQITX vs. PZRIX — Risk / Return Rank
FQITX
PZRIX
FQITX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI International Quality Index Fund (FQITX) 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.
| FQITX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.52 | 2.67 | -2.15 |
Sortino ratioReturn per unit of downside risk | 0.85 | 3.39 | -2.55 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.52 | -0.41 |
Calmar ratioReturn relative to maximum drawdown | 0.61 | 3.09 | -2.48 |
Martin ratioReturn relative to average drawdown | 2.28 | 14.29 | -12.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FQITX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | 2.67 | -2.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.69 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.59 | -0.05 |
Correlation
The correlation between FQITX and PZRIX is 0.81, 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
FQITX vs. PZRIX - Dividend Comparison
FQITX's dividend yield for the trailing twelve months is around 2.12%, less than PZRIX's 5.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FQITX Fidelity SAI International Quality Index Fund | 2.12% | 2.04% | 1.60% | 2.54% | 3.13% | 11.07% | 0.00% | 0.00% | 0.00% | 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
FQITX vs. PZRIX - Drawdown Comparison
The maximum FQITX drawdown since its inception was -31.39%, smaller than the maximum PZRIX drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for FQITX and PZRIX.
Loading graphics...
Drawdown Indicators
| FQITX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.39% | -43.53% | +12.14% |
Max Drawdown (1Y)Largest decline over 1 year | -12.89% | -10.68% | -2.21% |
Max Drawdown (5Y)Largest decline over 5 years | -31.39% | -30.85% | -0.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.53% | — |
Current DrawdownCurrent decline from peak | -9.97% | -5.20% | -4.77% |
Average DrawdownAverage peak-to-trough decline | -6.94% | -9.00% | +2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 2.45% | +1.00% |
Volatility
FQITX vs. PZRIX - Volatility Comparison
Fidelity SAI International Quality Index Fund (FQITX) has a higher volatility of 8.06% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.45%. This indicates that FQITX'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.
Loading graphics...
Volatility by Period
| FQITX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.06% | 5.45% | +2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 12.19% | 8.92% | +3.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.17% | 14.17% | +4.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.46% | 15.85% | +0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 17.02% | -0.68% |