PIGDX vs. PZRIX
Compare and contrast key facts about Federated Hermes International Growth Fund (PIGDX) and PIMCO RAE Global ex-US Fund (PZRIX).
PIGDX is managed by Federated. It was launched on Feb 28, 2016. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
PIGDX vs. PZRIX - Performance Comparison
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PIGDX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PIGDX Federated Hermes International Growth Fund | -2.31% | -72.44% | 6.47% | 8.80% | -29.43% | 6.85% | 43.18% | 26.99% | -13.33% | 41.55% |
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% | 24.53% |
Returns By Period
In the year-to-date period, PIGDX achieves a -2.31% return, which is significantly lower than PZRIX's 7.89% return.
PIGDX
- 1D
- -0.26%
- 1M
- -12.01%
- YTD
- -2.31%
- 6M
- -78.35%
- 1Y
- -73.96%
- 3Y*
- -33.71%
- 5Y*
- -24.89%
- 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%
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PIGDX vs. PZRIX - Expense Ratio Comparison
PIGDX has a 0.84% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
PIGDX vs. PZRIX — Risk / Return Rank
PIGDX
PZRIX
PIGDX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes International Growth Fund (PIGDX) 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.
| PIGDX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.95 | 2.41 | -3.36 |
Sortino ratioReturn per unit of downside risk | -0.89 | 3.09 | -3.98 |
Omega ratioGain probability vs. loss probability | 0.59 | 1.47 | -0.87 |
Calmar ratioReturn relative to maximum drawdown | -0.95 | 2.70 | -3.65 |
Martin ratioReturn relative to average drawdown | -2.00 | 12.87 | -14.86 |
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
| PIGDX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | 2.41 | -3.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.65 | 0.67 | -1.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.22 | 0.58 | -0.80 |
Correlation
The correlation between PIGDX and PZRIX is 0.76, 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
PIGDX vs. PZRIX - Dividend Comparison
PIGDX has not paid dividends to shareholders, while PZRIX's dividend yield for the trailing twelve months is around 6.08%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
PIGDX Federated Hermes International Growth Fund | 0.00% | 0.00% | 1.98% | 1.24% | 2.03% | 3.98% | 4.51% | 4.64% | 16.19% | 1.26% | 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
PIGDX vs. PZRIX - Drawdown Comparison
The maximum PIGDX drawdown since its inception was -79.94%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for PIGDX and PZRIX.
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Drawdown Indicators
| PIGDX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.94% | -43.53% | -36.41% |
Max Drawdown (1Y)Largest decline over 1 year | -78.87% | -10.68% | -68.19% |
Max Drawdown (5Y)Largest decline over 5 years | -79.94% | -30.85% | -49.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.53% | — |
Current DrawdownCurrent decline from peak | -79.94% | -6.96% | -72.98% |
Average DrawdownAverage peak-to-trough decline | -15.93% | -9.00% | -6.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.52% | 2.53% | +34.99% |
Volatility
PIGDX vs. PZRIX - Volatility Comparison
Federated Hermes International Growth Fund (PIGDX) has a higher volatility of 6.75% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that PIGDX'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
| PIGDX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.75% | 5.02% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 146.62% | 8.77% | +137.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 82.24% | 14.09% | +68.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.94% | 15.83% | +23.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.10% | 17.01% | +14.09% |