IFTIX vs. PZRIX
Compare and contrast key facts about Voya International High Dividend Low Volatility Portfolio (IFTIX) and PIMCO RAE Global ex-US Fund (PZRIX).
IFTIX is managed by Voya. It was launched on Jan 2, 2006. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
IFTIX vs. PZRIX - Performance Comparison
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IFTIX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IFTIX Voya International High Dividend Low Volatility Portfolio | 1.94% | 37.73% | 7.31% | 14.73% | -8.89% | 12.10% | -0.52% | 16.67% | -14.95% | 22.34% |
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, IFTIX achieves a 1.94% return, which is significantly lower than PZRIX's 7.89% return. Over the past 10 years, IFTIX has underperformed PZRIX with an annualized return of 8.53%, while PZRIX has yielded a comparatively higher 9.95% annualized return.
IFTIX
- 1D
- 0.72%
- 1M
- -7.39%
- YTD
- 1.94%
- 6M
- 6.87%
- 1Y
- 23.18%
- 3Y*
- 18.09%
- 5Y*
- 10.85%
- 10Y*
- 8.53%
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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IFTIX vs. PZRIX - Expense Ratio Comparison
IFTIX has a 0.72% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
IFTIX vs. PZRIX — Risk / Return Rank
IFTIX
PZRIX
IFTIX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya International High Dividend Low Volatility Portfolio (IFTIX) 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.
| IFTIX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.66 | 2.41 | -0.75 |
Sortino ratioReturn per unit of downside risk | 2.21 | 3.09 | -0.88 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.47 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.85 | 2.70 | +0.15 |
Martin ratioReturn relative to average drawdown | 11.81 | 12.87 | -1.05 |
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
| IFTIX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 2.41 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.67 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.59 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.58 | -0.28 |
Correlation
The correlation between IFTIX 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
IFTIX vs. PZRIX - Dividend Comparison
IFTIX's dividend yield for the trailing twelve months is around 45.41%, more than PZRIX's 6.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IFTIX Voya International High Dividend Low Volatility Portfolio | 45.41% | 5.45% | 4.88% | 4.42% | 4.87% | 2.41% | 17.71% | 10.80% | 2.45% | 1.89% | 3.45% | 4.29% |
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
IFTIX vs. PZRIX - Drawdown Comparison
The maximum IFTIX drawdown since its inception was -57.91%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for IFTIX and PZRIX.
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Drawdown Indicators
| IFTIX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.91% | -43.53% | -14.38% |
Max Drawdown (1Y)Largest decline over 1 year | -9.20% | -10.68% | +1.48% |
Max Drawdown (5Y)Largest decline over 5 years | -25.56% | -30.85% | +5.29% |
Max Drawdown (10Y)Largest decline over 10 years | -37.08% | -43.53% | +6.45% |
Current DrawdownCurrent decline from peak | -7.39% | -6.96% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -9.00% | -2.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 2.53% | -0.07% |
Volatility
IFTIX vs. PZRIX - Volatility Comparison
Voya International High Dividend Low Volatility Portfolio (IFTIX) has a higher volatility of 5.42% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that IFTIX'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
| IFTIX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 5.02% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 8.57% | 8.77% | -0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.83% | 14.09% | +0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.38% | 15.83% | -2.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.93% | 17.01% | -2.08% |