MPIEX vs. PPYPX
Compare and contrast key facts about Mondrian International Value Equity Fund (MPIEX) and PIMCO RAE International Fund (PPYPX).
MPIEX is managed by Mondrian. It was launched on Feb 3, 1992. PPYPX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
MPIEX vs. PPYPX - Performance Comparison
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MPIEX vs. PPYPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MPIEX Mondrian International Value Equity Fund | -0.29% | 36.49% | -0.35% | 19.83% | -10.74% | 10.75% | -4.29% | 17.95% | -11.71% | 21.43% |
PPYPX PIMCO RAE International Fund | 8.42% | 31.34% | -1.15% | 18.13% | -8.73% | 10.68% | 2.05% | 16.43% | -15.49% | 24.89% |
Returns By Period
In the year-to-date period, MPIEX achieves a -0.29% return, which is significantly lower than PPYPX's 8.42% return. Over the past 10 years, MPIEX has underperformed PPYPX with an annualized return of 7.35%, while PPYPX has yielded a comparatively higher 8.80% annualized return.
MPIEX
- 1D
- 0.82%
- 1M
- -8.52%
- YTD
- -0.29%
- 6M
- 6.58%
- 1Y
- 21.87%
- 3Y*
- 14.17%
- 5Y*
- 8.59%
- 10Y*
- 7.35%
PPYPX
- 1D
- 0.63%
- 1M
- -6.12%
- YTD
- 8.42%
- 6M
- 13.11%
- 1Y
- 31.25%
- 3Y*
- 15.99%
- 5Y*
- 8.93%
- 10Y*
- 8.80%
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MPIEX vs. PPYPX - Expense Ratio Comparison
MPIEX has a 0.74% expense ratio, which is higher than PPYPX's 0.60% expense ratio.
Return for Risk
MPIEX vs. PPYPX — Risk / Return Rank
MPIEX
PPYPX
MPIEX vs. PPYPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mondrian International Value Equity Fund (MPIEX) and PIMCO RAE International Fund (PPYPX). 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.
| MPIEX | PPYPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 1.96 | -0.58 |
Sortino ratioReturn per unit of downside risk | 1.88 | 2.52 | -0.64 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.38 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.01 | 2.46 | -0.44 |
Martin ratioReturn relative to average drawdown | 7.55 | 11.58 | -4.03 |
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
| MPIEX | PPYPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 1.96 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.46 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.46 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.45 | -0.05 |
Correlation
The correlation between MPIEX and PPYPX is 0.88, 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
MPIEX vs. PPYPX - Dividend Comparison
MPIEX's dividend yield for the trailing twelve months is around 10.67%, more than PPYPX's 7.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPIEX Mondrian International Value Equity Fund | 10.67% | 10.64% | 3.35% | 3.70% | 2.97% | 3.31% | 2.35% | 6.09% | 6.35% | 3.04% | 2.30% | 2.78% |
PPYPX PIMCO RAE International Fund | 7.17% | 7.78% | 6.57% | 10.09% | 7.20% | 27.06% | 2.23% | 4.20% | 5.96% | 2.53% | 2.41% | 0.00% |
Drawdowns
MPIEX vs. PPYPX - Drawdown Comparison
The maximum MPIEX drawdown since its inception was -60.17%, which is greater than PPYPX's maximum drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for MPIEX and PPYPX.
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Drawdown Indicators
| MPIEX | PPYPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.17% | -42.48% | -17.69% |
Max Drawdown (1Y)Largest decline over 1 year | -10.22% | -10.21% | -0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -28.64% | -35.65% | +7.01% |
Max Drawdown (10Y)Largest decline over 10 years | -38.88% | -42.48% | +3.60% |
Current DrawdownCurrent decline from peak | -8.52% | -6.12% | -2.40% |
Average DrawdownAverage peak-to-trough decline | -10.90% | -10.28% | -0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.47% | +0.25% |
Volatility
MPIEX vs. PPYPX - Volatility Comparison
Mondrian International Value Equity Fund (MPIEX) has a higher volatility of 6.04% compared to PIMCO RAE International Fund (PPYPX) at 4.98%. This indicates that MPIEX's price experiences larger fluctuations and is considered to be riskier than PPYPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MPIEX | PPYPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 4.98% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 9.98% | -0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.18% | 15.30% | -0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.95% | 19.59% | -4.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 19.07% | -3.01% |