MAIIX vs. PZRIX
Compare and contrast key facts about iShares MSCI EAFE International Index Fund (MAIIX) and PIMCO RAE Global ex-US Fund (PZRIX).
MAIIX is managed by BlackRock. It was launched on Apr 9, 1997. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
MAIIX vs. PZRIX - Performance Comparison
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MAIIX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MAIIX iShares MSCI EAFE International Index Fund | -1.86% | 31.62% | 3.65% | 18.35% | -14.15% | 11.25% | 8.03% | 21.82% | -13.43% | 25.24% |
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, MAIIX achieves a -1.86% return, which is significantly lower than PZRIX's 7.89% return. Over the past 10 years, MAIIX has underperformed PZRIX with an annualized return of 8.55%, while PZRIX has yielded a comparatively higher 9.95% annualized return.
MAIIX
- 1D
- 0.37%
- 1M
- -10.85%
- YTD
- -1.86%
- 6M
- 2.38%
- 1Y
- 19.60%
- 3Y*
- 13.40%
- 5Y*
- 7.90%
- 10Y*
- 8.55%
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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MAIIX vs. PZRIX - Expense Ratio Comparison
MAIIX has a 0.09% expense ratio, which is higher than PZRIX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
MAIIX vs. PZRIX — Risk / Return Rank
MAIIX
PZRIX
MAIIX vs. PZRIX - 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 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.
| MAIIX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 2.41 | -1.32 |
Sortino ratioReturn per unit of downside risk | 1.53 | 3.09 | -1.56 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.47 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 2.70 | -1.16 |
Martin ratioReturn relative to average drawdown | 5.87 | 12.87 | -6.99 |
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
| MAIIX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 2.41 | -1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.67 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.59 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.58 | -0.29 |
Correlation
The correlation between MAIIX and PZRIX is 0.93, 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
MAIIX vs. PZRIX - Dividend Comparison
MAIIX's dividend yield for the trailing twelve months is around 3.78%, less than PZRIX's 6.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MAIIX iShares MSCI EAFE International Index Fund | 3.78% | 3.71% | 3.38% | 3.16% | 2.76% | 3.00% | 1.94% | 3.29% | 4.53% | 2.42% | 2.81% | 2.40% |
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
MAIIX vs. PZRIX - Drawdown Comparison
The maximum MAIIX drawdown since its inception was -61.05%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for MAIIX and PZRIX.
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Drawdown Indicators
| MAIIX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.05% | -43.53% | -17.52% |
Max Drawdown (1Y)Largest decline over 1 year | -11.31% | -10.68% | -0.63% |
Max Drawdown (5Y)Largest decline over 5 years | -29.31% | -30.85% | +1.54% |
Max Drawdown (10Y)Largest decline over 10 years | -34.01% | -43.53% | +9.52% |
Current DrawdownCurrent decline from peak | -10.85% | -6.96% | -3.89% |
Average DrawdownAverage peak-to-trough decline | -15.42% | -9.00% | -6.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 2.53% | +0.43% |
Volatility
MAIIX vs. PZRIX - Volatility Comparison
iShares MSCI EAFE International Index Fund (MAIIX) has a higher volatility of 7.08% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that MAIIX'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
| MAIIX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.08% | 5.02% | +2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 8.77% | +2.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.93% | 14.09% | +2.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.92% | 15.83% | +0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.56% | 17.01% | -0.45% |