MRSAX vs. PZRIX
Compare and contrast key facts about MFS Research International A (MRSAX) and PIMCO RAE Global ex-US Fund (PZRIX).
MRSAX is managed by MFS. It was launched on Apr 26, 1999. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
MRSAX vs. PZRIX - Performance Comparison
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MRSAX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MRSAX MFS Research International A | 1.04% | 22.31% | 2.83% | 13.11% | -17.52% | 11.62% | 12.90% | 27.67% | -14.20% | 28.05% |
PZRIX PIMCO RAE Global ex-US Fund | 9.93% | 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, MRSAX achieves a 1.04% return, which is significantly lower than PZRIX's 9.93% return. Over the past 10 years, MRSAX has underperformed PZRIX with an annualized return of 8.10%, while PZRIX has yielded a comparatively higher 10.15% annualized return.
MRSAX
- 1D
- 2.74%
- 1M
- -7.04%
- YTD
- 1.04%
- 6M
- 4.34%
- 1Y
- 17.34%
- 3Y*
- 10.34%
- 5Y*
- 5.10%
- 10Y*
- 8.10%
PZRIX
- 1D
- 1.89%
- 1M
- -4.32%
- YTD
- 9.93%
- 6M
- 17.91%
- 1Y
- 37.11%
- 3Y*
- 19.65%
- 5Y*
- 10.81%
- 10Y*
- 10.15%
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MRSAX vs. PZRIX - Expense Ratio Comparison
MRSAX has a 1.04% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
MRSAX vs. PZRIX — Risk / Return Rank
MRSAX
PZRIX
MRSAX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Research International A (MRSAX) 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.
| MRSAX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 2.67 | -1.47 |
Sortino ratioReturn per unit of downside risk | 1.63 | 3.39 | -1.77 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.52 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 3.09 | -1.67 |
Martin ratioReturn relative to average drawdown | 5.39 | 14.29 | -8.90 |
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
| MRSAX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 2.67 | -1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.69 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.60 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.59 | -0.24 |
Correlation
The correlation between MRSAX and PZRIX 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
MRSAX vs. PZRIX - Dividend Comparison
MRSAX's dividend yield for the trailing twelve months is around 5.17%, less than PZRIX's 5.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRSAX MFS Research International A | 5.17% | 5.23% | 1.81% | 1.49% | 1.37% | 1.04% | 0.73% | 1.63% | 5.41% | 1.04% | 1.71% | 1.67% |
PZRIX PIMCO RAE Global ex-US Fund | 5.96% | 6.56% | 6.70% | 9.19% | 8.80% | 11.99% | 2.04% | 6.32% | 2.80% | 4.13% | 2.58% | 0.00% |
Drawdowns
MRSAX vs. PZRIX - Drawdown Comparison
The maximum MRSAX drawdown since its inception was -59.76%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for MRSAX and PZRIX.
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Drawdown Indicators
| MRSAX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.76% | -43.53% | -16.23% |
Max Drawdown (1Y)Largest decline over 1 year | -11.68% | -10.68% | -1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -30.93% | -30.85% | -0.08% |
Max Drawdown (10Y)Largest decline over 10 years | -30.93% | -43.53% | +12.60% |
Current DrawdownCurrent decline from peak | -8.94% | -5.20% | -3.74% |
Average DrawdownAverage peak-to-trough decline | -13.15% | -9.00% | -4.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.45% | +0.62% |
Volatility
MRSAX vs. PZRIX - Volatility Comparison
MFS Research International A (MRSAX) has a higher volatility of 6.73% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.45%. This indicates that MRSAX'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
| MRSAX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.73% | 5.45% | +1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | 8.92% | +0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.01% | 14.17% | +0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.83% | 15.85% | -1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.43% | 17.02% | -1.59% |