PPYPX vs. ANDIX
Compare and contrast key facts about PIMCO RAE International Fund (PPYPX) and AQR International Defensive Style Fund (ANDIX).
PPYPX is managed by PIMCO. It was launched on Jun 4, 2015. ANDIX is managed by AQR Funds. It was launched on Jul 9, 2012.
Performance
PPYPX vs. ANDIX - Performance Comparison
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PPYPX vs. ANDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PPYPX PIMCO RAE International Fund | 8.42% | 31.34% | -1.15% | 18.13% | -8.73% | 10.68% | 2.05% | 16.43% | -15.49% | 24.89% |
ANDIX AQR International Defensive Style Fund | -0.25% | 21.41% | 2.83% | 12.06% | -14.26% | 7.59% | 8.43% | 18.39% | -10.35% | 22.86% |
Returns By Period
In the year-to-date period, PPYPX achieves a 8.42% return, which is significantly higher than ANDIX's -0.25% return. Over the past 10 years, PPYPX has outperformed ANDIX with an annualized return of 8.80%, while ANDIX has yielded a comparatively lower 6.30% annualized return.
PPYPX
- 1D
- 0.63%
- 1M
- -6.12%
- YTD
- 8.42%
- 6M
- 13.11%
- 1Y
- 31.25%
- 3Y*
- 15.99%
- 5Y*
- 8.93%
- 10Y*
- 8.80%
ANDIX
- 1D
- 0.50%
- 1M
- -8.31%
- YTD
- -0.25%
- 6M
- 2.13%
- 1Y
- 13.15%
- 3Y*
- 9.32%
- 5Y*
- 4.98%
- 10Y*
- 6.30%
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PPYPX vs. ANDIX - Expense Ratio Comparison
PPYPX has a 0.60% expense ratio, which is higher than ANDIX's 0.55% expense ratio.
Return for Risk
PPYPX vs. ANDIX — Risk / Return Rank
PPYPX
ANDIX
PPYPX vs. ANDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE International Fund (PPYPX) and AQR International Defensive Style Fund (ANDIX). 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.
| PPYPX | ANDIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 0.99 | +0.97 |
Sortino ratioReturn per unit of downside risk | 2.52 | 1.40 | +1.12 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.20 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.46 | 1.42 | +1.03 |
Martin ratioReturn relative to average drawdown | 11.58 | 5.30 | +6.28 |
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
| PPYPX | ANDIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 0.99 | +0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.39 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.47 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.49 | -0.04 |
Correlation
The correlation between PPYPX and ANDIX is 0.89, 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
PPYPX vs. ANDIX - Dividend Comparison
PPYPX's dividend yield for the trailing twelve months is around 7.17%, more than ANDIX's 4.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PPYPX PIMCO RAE International Fund | 7.17% | 7.78% | 6.57% | 10.09% | 7.20% | 27.06% | 2.23% | 4.20% | 5.96% | 2.53% | 2.41% | 0.00% |
ANDIX AQR International Defensive Style Fund | 4.76% | 4.74% | 2.29% | 3.02% | 2.00% | 2.53% | 1.73% | 2.51% | 2.40% | 3.30% | 1.47% | 2.09% |
Drawdowns
PPYPX vs. ANDIX - Drawdown Comparison
The maximum PPYPX drawdown since its inception was -42.48%, which is greater than ANDIX's maximum drawdown of -27.59%. Use the drawdown chart below to compare losses from any high point for PPYPX and ANDIX.
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Drawdown Indicators
| PPYPX | ANDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.48% | -27.59% | -14.89% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | -8.76% | -1.45% |
Max Drawdown (5Y)Largest decline over 5 years | -35.65% | -27.59% | -8.06% |
Max Drawdown (10Y)Largest decline over 10 years | -42.48% | -27.59% | -14.89% |
Current DrawdownCurrent decline from peak | -6.12% | -8.31% | +2.19% |
Average DrawdownAverage peak-to-trough decline | -10.28% | -5.33% | -4.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 2.35% | +0.12% |
Volatility
PPYPX vs. ANDIX - Volatility Comparison
PIMCO RAE International Fund (PPYPX) and AQR International Defensive Style Fund (ANDIX) have volatilities of 4.98% and 5.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PPYPX | ANDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 5.12% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 9.98% | 8.12% | +1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.30% | 12.93% | +2.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.59% | 12.75% | +6.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.07% | 13.44% | +5.63% |