MAIIX vs. PTSIX
MAIIX (iShares MSCI EAFE International Index Fund) and PTSIX (PIMCO RAE PLUS International Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, MAIIX returned 9.70%/yr vs 10.16%/yr for PTSIX. A 0.72 correlation means they provide meaningful diversification when combined. MAIIX charges 0.09%/yr vs 0.82%/yr for PTSIX.
Performance
MAIIX vs. PTSIX - Performance Comparison
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Returns By Period
In the year-to-date period, MAIIX achieves a 10.28% return, which is significantly lower than PTSIX's 12.89% return. Both investments have delivered pretty close results over the past 10 years, with MAIIX having a 9.70% annualized return and PTSIX not far ahead at 10.16%.
MAIIX
- 1D
- 0.57%
- 1M
- 0.57%
- 6M
- 7.13%
- YTD
- 10.28%
- 1Y
- 21.10%
- 3Y*
- 17.40%
- 5Y*
- 9.10%
- 10Y*
- 9.70%
PTSIX
- 1D
- 0.21%
- 1M
- -2.18%
- 6M
- 11.29%
- YTD
- 12.89%
- 1Y
- 28.45%
- 3Y*
- 19.12%
- 5Y*
- 9.76%
- 10Y*
- 10.16%
MAIIX vs. PTSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MAIIX iShares MSCI EAFE International Index Fund | 10.28% | 31.62% | 3.65% | 18.35% | -14.15% | 11.25% | 8.03% | 21.82% | -13.43% | 25.24% |
PTSIX PIMCO RAE PLUS International Fund | 12.89% | 35.74% | 2.54% | 18.35% | -11.35% | 10.70% | 0.48% | 18.29% | -16.33% | 28.37% |
Correlation
The correlation between MAIIX and PTSIX is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2011 | 0.72 |
The correlation between MAIIX and PTSIX has been stable across timeframes, ranging from 0.63 to 0.72 - a consistent structural relationship.
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Return for Risk
MAIIX vs. PTSIX — Risk / Return Rank
MAIIX
PTSIX
MAIIX vs. PTSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE International Index Fund (MAIIX) and PIMCO RAE PLUS International Fund (PTSIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MAIIX | PTSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.42 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.77 | 3.10 | -1.32 |
| Martin ratioReturn relative to average drawdown | 6.60 | 10.21 | -3.61 |
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Drawdowns
MAIIX vs. PTSIX - Drawdown Comparison
The maximum MAIIX drawdown since its inception was -61.05%, which is greater than PTSIX's maximum drawdown of -46.94%. Use the drawdown chart below to compare losses from any high point for MAIIX and PTSIX.
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Drawdown Indicators
| MAIIX | PTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.05% | -46.94% | -14.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.31% | -9.12% | -2.19% |
Max Drawdown (3Y)Largest decline over 3 years | -13.68% | -15.62% | +1.94% |
Max Drawdown (5Y)Largest decline over 5 years | -29.31% | -29.41% | +0.10% |
Max Drawdown (10Y)Largest decline over 10 years | -34.01% | -46.94% | +12.93% |
Current DrawdownCurrent decline from peak | -1.34% | -2.77% | +1.43% |
Average DrawdownAverage peak-to-trough decline | -15.29% | -9.43% | -5.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.75% | +0.29% |
Volatility
MAIIX vs. PTSIX - Volatility Comparison
iShares MSCI EAFE International Index Fund (MAIIX) has a higher volatility of 5.24% compared to PIMCO RAE PLUS International Fund (PTSIX) at 4.23%. This indicates that MAIIX's price experiences larger fluctuations and is considered to be riskier than PTSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MAIIX | PTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 4.23% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 13.27% | 9.56% | +3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.76% | 12.09% | +3.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.26% | 15.07% | +1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 15.81% | +0.57% |
MAIIX vs. PTSIX - Expense Ratio Comparison
MAIIX has a 0.09% expense ratio, which is lower than PTSIX's 0.82% expense ratio.
Dividends
MAIIX vs. PTSIX - Dividend Comparison
MAIIX's dividend yield for the trailing twelve months is around 3.36%, less than PTSIX's 9.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MAIIX iShares MSCI EAFE International Index Fund | 3.36% | 3.71% | 3.38% | 3.16% | 2.76% | 3.00% | 1.94% | 3.29% | 4.53% | 2.42% | 2.81% | 2.40% |
PTSIX PIMCO RAE PLUS International Fund | 9.42% | 3.62% | 7.01% | 3.18% | 67.07% | 223.75% | 7.45% | 3.49% | 29.39% | 7.86% | 0.84% | 3.54% |
Frequently Asked Questions
MAIIX and PTSIX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MAIIX has higher volatility (5.24%) compared to PTSIX (4.23%). In terms of maximum drawdown, MAIIX dropped -61.05% vs PTSIX's -46.94%.
PTSIX currently has the higher Sharpe Ratio (2.34 vs 1.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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