MRSIX vs. PZRIX
Compare and contrast key facts about MFS Research International Fund (MRSIX) and PIMCO RAE Global ex-US Fund (PZRIX).
MRSIX is managed by MFS. It was launched on Jan 2, 1997. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
MRSIX vs. PZRIX - Performance Comparison
Loading graphics...
MRSIX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MRSIX MFS Research International Fund | -1.59% | 22.61% | 3.06% | 13.44% | -17.33% | 11.87% | 13.18% | 27.98% | -13.98% | 28.38% |
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, MRSIX achieves a -1.59% return, which is significantly lower than PZRIX's 7.89% return. Over the past 10 years, MRSIX has underperformed PZRIX with an annualized return of 8.08%, while PZRIX has yielded a comparatively higher 9.95% annualized return.
MRSIX
- 1D
- 0.34%
- 1M
- -11.34%
- YTD
- -1.59%
- 6M
- 2.29%
- 1Y
- 14.99%
- 3Y*
- 9.64%
- 5Y*
- 5.01%
- 10Y*
- 8.08%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MRSIX vs. PZRIX - Expense Ratio Comparison
MRSIX has a 0.76% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
MRSIX vs. PZRIX — Risk / Return Rank
MRSIX
PZRIX
MRSIX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Research International Fund (MRSIX) 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.
| MRSIX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 2.41 | -1.48 |
Sortino ratioReturn per unit of downside risk | 1.29 | 3.09 | -1.80 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.47 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 1.09 | 2.70 | -1.61 |
Martin ratioReturn relative to average drawdown | 4.15 | 12.87 | -8.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MRSIX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 2.41 | -1.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.67 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.59 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.58 | -0.21 |
Correlation
The correlation between MRSIX 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
MRSIX vs. PZRIX - Dividend Comparison
MRSIX's dividend yield for the trailing twelve months is around 5.34%, less than PZRIX's 6.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRSIX MFS Research International Fund | 5.34% | 5.26% | 2.00% | 1.67% | 1.57% | 1.29% | 0.92% | 1.79% | 5.48% | 1.21% | 1.97% | 1.89% |
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
MRSIX vs. PZRIX - Drawdown Comparison
The maximum MRSIX drawdown since its inception was -59.56%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for MRSIX and PZRIX.
Loading graphics...
Drawdown Indicators
| MRSIX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.56% | -43.53% | -16.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.64% | -10.68% | -0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -30.73% | -30.85% | +0.12% |
Max Drawdown (10Y)Largest decline over 10 years | -30.73% | -43.53% | +12.80% |
Current DrawdownCurrent decline from peak | -11.34% | -6.96% | -4.38% |
Average DrawdownAverage peak-to-trough decline | -12.80% | -9.00% | -3.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.53% | +0.52% |
Volatility
MRSIX vs. PZRIX - Volatility Comparison
MFS Research International Fund (MRSIX) has a higher volatility of 6.13% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that MRSIX'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.
Loading graphics...
Volatility by Period
| MRSIX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.13% | 5.02% | +1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 8.77% | +0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.77% | 14.09% | +0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.76% | 15.83% | -1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.41% | 17.01% | -1.60% |