FTIEX vs. PZRIX
Compare and contrast key facts about Fidelity Total International Equity Fund (FTIEX) and PIMCO RAE Global ex-US Fund (PZRIX).
FTIEX is managed by Fidelity. It was launched on Nov 1, 2007. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
FTIEX vs. PZRIX - Performance Comparison
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FTIEX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTIEX Fidelity Total International Equity Fund | 1.14% | 32.46% | 6.58% | 16.31% | -17.03% | 11.11% | 17.91% | 27.63% | -15.19% | 28.22% |
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, FTIEX achieves a 1.14% return, which is significantly lower than PZRIX's 7.89% return. Both investments have delivered pretty close results over the past 10 years, with FTIEX having a 9.82% annualized return and PZRIX not far ahead at 9.95%.
FTIEX
- 1D
- 3.08%
- 1M
- -7.55%
- YTD
- 1.14%
- 6M
- 4.36%
- 1Y
- 24.67%
- 3Y*
- 15.94%
- 5Y*
- 7.75%
- 10Y*
- 9.82%
PZRIX
- 1D
- 0.41%
- 1M
- -6.10%
- YTD
- 7.89%
- 6M
- 15.72%
- 1Y
- 34.57%
- 3Y*
- 18.91%
- 5Y*
- 10.55%
- 10Y*
- 9.95%
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FTIEX vs. PZRIX - Expense Ratio Comparison
FTIEX has a 1.05% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
FTIEX vs. PZRIX — Risk / Return Rank
FTIEX
PZRIX
FTIEX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Total International Equity Fund (FTIEX) 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.
| FTIEX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 2.41 | -0.91 |
Sortino ratioReturn per unit of downside risk | 2.04 | 3.09 | -1.05 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.47 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.06 | 2.70 | -0.63 |
Martin ratioReturn relative to average drawdown | 8.07 | 12.87 | -4.79 |
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
| FTIEX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 2.41 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.67 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.59 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.58 | -0.36 |
Correlation
The correlation between FTIEX and PZRIX is 0.90, 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
FTIEX vs. PZRIX - Dividend Comparison
FTIEX's dividend yield for the trailing twelve months is around 1.22%, less than PZRIX's 6.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTIEX Fidelity Total International Equity Fund | 1.22% | 1.23% | 1.57% | 1.33% | 1.07% | 8.67% | 2.46% | 1.66% | 1.00% | 2.43% | 1.47% | 1.25% |
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
FTIEX vs. PZRIX - Drawdown Comparison
The maximum FTIEX drawdown since its inception was -61.85%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for FTIEX and PZRIX.
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Drawdown Indicators
| FTIEX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.85% | -43.53% | -18.32% |
Max Drawdown (1Y)Largest decline over 1 year | -11.81% | -10.68% | -1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -30.02% | -30.85% | +0.83% |
Max Drawdown (10Y)Largest decline over 10 years | -33.37% | -43.53% | +10.16% |
Current DrawdownCurrent decline from peak | -9.06% | -6.96% | -2.10% |
Average DrawdownAverage peak-to-trough decline | -13.25% | -9.00% | -4.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 2.53% | +0.49% |
Volatility
FTIEX vs. PZRIX - Volatility Comparison
Fidelity Total International Equity Fund (FTIEX) has a higher volatility of 7.91% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that FTIEX'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
| FTIEX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.91% | 5.02% | +2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 11.30% | 8.77% | +2.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.90% | 14.09% | +2.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.96% | 15.83% | +0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.71% | 17.01% | -0.30% |