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GMWEX vs. PZRIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GMWEX and PZRIX is 0.73, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

GMWEX vs. PZRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GuideMark World ex-US Fund (GMWEX) and PIMCO RAE Global ex-US Fund (PZRIX). The values are adjusted to include any dividend payments, if applicable.

30.00%35.00%40.00%45.00%50.00%55.00%60.00%65.00%NovemberDecember2025FebruaryMarchApril
63.70%
50.53%
GMWEX
PZRIX

Key characteristics

Sharpe Ratio

GMWEX:

0.93

PZRIX:

0.65

Sortino Ratio

GMWEX:

1.36

PZRIX:

0.97

Omega Ratio

GMWEX:

1.19

PZRIX:

1.13

Calmar Ratio

GMWEX:

0.90

PZRIX:

0.68

Martin Ratio

GMWEX:

3.79

PZRIX:

1.85

Ulcer Index

GMWEX:

3.97%

PZRIX:

5.10%

Daily Std Dev

GMWEX:

16.12%

PZRIX:

14.66%

Max Drawdown

GMWEX:

-69.44%

PZRIX:

-45.00%

Current Drawdown

GMWEX:

-2.37%

PZRIX:

-1.20%

Returns By Period

In the year-to-date period, GMWEX achieves a 13.02% return, which is significantly higher than PZRIX's 10.03% return.


GMWEX

YTD

13.02%

1M

4.80%

6M

9.78%

1Y

16.07%

5Y*

11.72%

10Y*

4.77%

PZRIX

YTD

10.03%

1M

2.60%

6M

4.61%

1Y

9.81%

5Y*

11.40%

10Y*

N/A

*Annualized

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GMWEX vs. PZRIX - Expense Ratio Comparison

GMWEX has a 1.15% expense ratio, which is higher than PZRIX's 0.00% expense ratio.


Expense ratio chart for GMWEX: current value is 1.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GMWEX: 1.15%
Expense ratio chart for PZRIX: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PZRIX: 0.00%

Risk-Adjusted Performance

GMWEX vs. PZRIX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GMWEX
The Risk-Adjusted Performance Rank of GMWEX is 7575
Overall Rank
The Sharpe Ratio Rank of GMWEX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of GMWEX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of GMWEX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of GMWEX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of GMWEX is 7676
Martin Ratio Rank

PZRIX
The Risk-Adjusted Performance Rank of PZRIX is 6262
Overall Rank
The Sharpe Ratio Rank of PZRIX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of PZRIX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of PZRIX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of PZRIX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of PZRIX is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GMWEX vs. PZRIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GuideMark World ex-US Fund (GMWEX) 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.


The chart of Sharpe ratio for GMWEX, currently valued at 0.93, compared to the broader market-2.00-1.000.001.002.003.00
GMWEX: 0.93
PZRIX: 0.65
The chart of Sortino ratio for GMWEX, currently valued at 1.36, compared to the broader market-2.000.002.004.006.008.00
GMWEX: 1.36
PZRIX: 0.97
The chart of Omega ratio for GMWEX, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.00
GMWEX: 1.19
PZRIX: 1.13
The chart of Calmar ratio for GMWEX, currently valued at 1.19, compared to the broader market0.002.004.006.008.0010.00
GMWEX: 1.19
PZRIX: 0.68
The chart of Martin ratio for GMWEX, currently valued at 3.79, compared to the broader market0.0010.0020.0030.0040.00
GMWEX: 3.79
PZRIX: 1.85

The current GMWEX Sharpe Ratio is 0.93, which is higher than the PZRIX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of GMWEX and PZRIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.93
0.65
GMWEX
PZRIX

Dividends

GMWEX vs. PZRIX - Dividend Comparison

GMWEX's dividend yield for the trailing twelve months is around 2.60%, less than PZRIX's 4.89% yield.


TTM20242023202220212020201920182017201620152014
GMWEX
GuideMark World ex-US Fund
2.60%2.94%3.43%3.12%1.08%2.01%1.66%1.61%1.43%1.86%2.70%1.50%
PZRIX
PIMCO RAE Global ex-US Fund
4.89%5.38%5.22%1.76%11.99%2.04%3.61%2.80%4.12%2.58%1.19%0.00%

Drawdowns

GMWEX vs. PZRIX - Drawdown Comparison

The maximum GMWEX drawdown since its inception was -69.44%, which is greater than PZRIX's maximum drawdown of -45.00%. Use the drawdown chart below to compare losses from any high point for GMWEX and PZRIX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril0
-1.20%
GMWEX
PZRIX

Volatility

GMWEX vs. PZRIX - Volatility Comparison

GuideMark World ex-US Fund (GMWEX) has a higher volatility of 10.34% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 9.19%. This indicates that GMWEX'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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.34%
9.19%
GMWEX
PZRIX