GMWEX vs. PZRIX
Compare and contrast key facts about GuideMark World ex-US Fund (GMWEX) and PIMCO RAE Global ex-US Fund (PZRIX).
GMWEX is managed by GuideMark. It was launched on Jun 29, 2001. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
GMWEX vs. PZRIX - Performance Comparison
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GMWEX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GMWEX GuideMark World ex-US Fund | 0.99% | 33.60% | 5.36% | 15.97% | -16.19% | 11.70% | 8.58% | 20.02% | -14.12% | 25.97% |
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% | 26.00% |
Returns By Period
In the year-to-date period, GMWEX achieves a 0.99% return, which is significantly lower than PZRIX's 9.93% return. Over the past 10 years, GMWEX has underperformed PZRIX with an annualized return of 8.37%, while PZRIX has yielded a comparatively higher 10.15% annualized return.
GMWEX
- 1D
- 3.03%
- 1M
- -5.12%
- YTD
- 0.99%
- 6M
- 5.74%
- 1Y
- 24.72%
- 3Y*
- 15.36%
- 5Y*
- 8.06%
- 10Y*
- 8.37%
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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GMWEX vs. PZRIX - Expense Ratio Comparison
GMWEX has a 1.15% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
GMWEX vs. PZRIX — Risk / Return Rank
GMWEX
PZRIX
GMWEX vs. PZRIX - Risk-Adjusted Trends 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.
| GMWEX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.53 | 2.67 | -1.14 |
Sortino ratioReturn per unit of downside risk | 2.09 | 3.39 | -1.30 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.52 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 2.31 | 3.09 | -0.78 |
Martin ratioReturn relative to average drawdown | 8.99 | 14.29 | -5.30 |
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
| GMWEX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.53 | 2.67 | -1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.69 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.60 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.59 | -0.45 |
Correlation
The correlation between GMWEX and PZRIX is 0.92, 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
GMWEX vs. PZRIX - Dividend Comparison
GMWEX's dividend yield for the trailing twelve months is around 14.50%, more than PZRIX's 5.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GMWEX GuideMark World ex-US Fund | 14.50% | 14.64% | 2.94% | 3.43% | 3.11% | 1.08% | 2.01% | 1.66% | 1.61% | 1.43% | 1.86% | 2.70% |
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% | 0.00% |
Drawdowns
GMWEX vs. PZRIX - Drawdown Comparison
The maximum GMWEX drawdown since its inception was -70.00%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for GMWEX and PZRIX.
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Drawdown Indicators
| GMWEX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.00% | -43.53% | -26.47% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -10.68% | +0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -31.28% | -30.85% | -0.43% |
Max Drawdown (10Y)Largest decline over 10 years | -35.51% | -43.53% | +8.02% |
Current DrawdownCurrent decline from peak | -6.92% | -5.20% | -1.72% |
Average DrawdownAverage peak-to-trough decline | -31.22% | -9.00% | -22.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 2.45% | +0.23% |
Volatility
GMWEX vs. PZRIX - Volatility Comparison
GuideMark World ex-US Fund (GMWEX) has a higher volatility of 7.47% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.45%. 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.
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Volatility by Period
| GMWEX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.47% | 5.45% | +2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 8.92% | +1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.48% | 14.17% | +2.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 15.85% | -0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.17% | 17.02% | -0.85% |