MPIEX vs. PZRIX
Compare and contrast key facts about Mondrian International Value Equity Fund (MPIEX) and PIMCO RAE Global ex-US Fund (PZRIX).
MPIEX is managed by Mondrian. It was launched on Feb 3, 1992. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
MPIEX vs. PZRIX - Performance Comparison
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MPIEX vs. PZRIX - 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% |
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, MPIEX achieves a -0.29% return, which is significantly lower than PZRIX's 7.89% return. Over the past 10 years, MPIEX has underperformed PZRIX with an annualized return of 7.35%, while PZRIX has yielded a comparatively higher 9.95% 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%
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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MPIEX vs. PZRIX - Expense Ratio Comparison
MPIEX has a 0.74% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
MPIEX vs. PZRIX — Risk / Return Rank
MPIEX
PZRIX
MPIEX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mondrian International Value Equity Fund (MPIEX) 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.
| MPIEX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 2.41 | -1.03 |
Sortino ratioReturn per unit of downside risk | 1.88 | 3.09 | -1.21 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.47 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.01 | 2.70 | -0.68 |
Martin ratioReturn relative to average drawdown | 7.55 | 12.87 | -5.31 |
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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 2.41 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.67 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.59 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.58 | -0.18 |
Correlation
The correlation between MPIEX and PZRIX is 0.87, 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. PZRIX - Dividend Comparison
MPIEX's dividend yield for the trailing twelve months is around 10.67%, more than PZRIX's 6.08% 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% |
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
MPIEX vs. PZRIX - Drawdown Comparison
The maximum MPIEX drawdown since its inception was -60.17%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for MPIEX and PZRIX.
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Drawdown Indicators
| MPIEX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.17% | -43.53% | -16.64% |
Max Drawdown (1Y)Largest decline over 1 year | -10.22% | -10.68% | +0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -28.64% | -30.85% | +2.21% |
Max Drawdown (10Y)Largest decline over 10 years | -38.88% | -43.53% | +4.65% |
Current DrawdownCurrent decline from peak | -8.52% | -6.96% | -1.56% |
Average DrawdownAverage peak-to-trough decline | -10.90% | -9.00% | -1.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.53% | +0.19% |
Volatility
MPIEX vs. PZRIX - Volatility Comparison
Mondrian International Value Equity Fund (MPIEX) has a higher volatility of 6.04% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that MPIEX'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
| MPIEX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 5.02% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 8.77% | +0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.18% | 14.09% | +1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.95% | 15.83% | -0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 17.01% | -0.95% |