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OSCBX vs. PZRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OSCBX vs. PZRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Overseas SMA Completion Portfolio (OSCBX) and PIMCO RAE Global ex-US Fund (PZRIX). The values are adjusted to include any dividend payments, if applicable.

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OSCBX vs. PZRIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
OSCBX
Overseas SMA Completion Portfolio
-4.93%47.21%6.06%15.00%-11.51%6.10%7.40%11.03%
PZRIX
PIMCO RAE Global ex-US Fund
7.89%34.05%3.29%19.31%-9.11%12.08%1.74%6.69%

Returns By Period

In the year-to-date period, OSCBX achieves a -4.93% return, which is significantly lower than PZRIX's 7.89% return.


OSCBX

1D
-0.29%
1M
-13.56%
YTD
-4.93%
6M
0.02%
1Y
26.19%
3Y*
17.96%
5Y*
7.97%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OSCBX vs. PZRIX - Expense Ratio Comparison

OSCBX has a 0.00% expense ratio, which is lower than PZRIX's 0.00% expense ratio. Despite the difference, 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

OSCBX vs. PZRIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OSCBX
OSCBX Risk / Return Rank: 7878
Overall Rank
OSCBX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
OSCBX Sortino Ratio Rank: 8181
Sortino Ratio Rank
OSCBX Omega Ratio Rank: 7979
Omega Ratio Rank
OSCBX Calmar Ratio Rank: 7373
Calmar Ratio Rank
OSCBX Martin Ratio Rank: 7272
Martin Ratio Rank

PZRIX
PZRIX Risk / Return Rank: 9494
Overall Rank
PZRIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PZRIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
PZRIX Omega Ratio Rank: 9393
Omega Ratio Rank
PZRIX Calmar Ratio Rank: 9292
Calmar Ratio Rank
PZRIX Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OSCBX vs. PZRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Overseas SMA Completion Portfolio (OSCBX) 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.


OSCBXPZRIXDifference

Sharpe ratio

Return per unit of total volatility

1.60

2.41

-0.82

Sortino ratio

Return per unit of downside risk

2.05

3.09

-1.04

Omega ratio

Gain probability vs. loss probability

1.31

1.47

-0.16

Calmar ratio

Return relative to maximum drawdown

1.70

2.70

-1.00

Martin ratio

Return relative to average drawdown

6.92

12.87

-5.95

OSCBX vs. PZRIX - Sharpe Ratio Comparison

The current OSCBX Sharpe Ratio is 1.60, which is lower than the PZRIX Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of OSCBX and PZRIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OSCBXPZRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

2.41

-0.82

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

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.58

-0.04

Correlation

The correlation between OSCBX 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

OSCBX vs. PZRIX - Dividend Comparison

OSCBX's dividend yield for the trailing twelve months is around 3.04%, less than PZRIX's 6.08% yield.


TTM2025202420232022202120202019201820172016
OSCBX
Overseas SMA Completion Portfolio
3.04%2.89%6.48%5.66%3.86%6.86%1.42%1.37%0.00%0.00%0.00%
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%

Drawdowns

OSCBX vs. PZRIX - Drawdown Comparison

The maximum OSCBX drawdown since its inception was -39.50%, smaller than the maximum PZRIX drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for OSCBX and PZRIX.


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Drawdown Indicators


OSCBXPZRIXDifference

Max Drawdown

Largest peak-to-trough decline

-39.50%

-43.53%

+4.03%

Max Drawdown (1Y)

Largest decline over 1 year

-14.34%

-10.68%

-3.66%

Max Drawdown (5Y)

Largest decline over 5 years

-32.93%

-30.85%

-2.08%

Max Drawdown (10Y)

Largest decline over 10 years

-43.53%

Current Drawdown

Current decline from peak

-13.95%

-6.96%

-6.99%

Average Drawdown

Average peak-to-trough decline

-9.36%

-9.00%

-0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

2.53%

+0.99%

Volatility

OSCBX vs. PZRIX - Volatility Comparison

Overseas SMA Completion Portfolio (OSCBX) has a higher volatility of 6.49% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that OSCBX'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


OSCBXPZRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.49%

5.02%

+1.47%

Volatility (6M)

Calculated over the trailing 6-month period

10.32%

8.77%

+1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

15.85%

14.09%

+1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

15.83%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.10%

17.01%

+2.09%