PPYPX vs. BDOKX
Compare and contrast key facts about PIMCO RAE International Fund (PPYPX) and iShares MSCI Total International Index Fund Class K (BDOKX).
PPYPX is managed by PIMCO. It was launched on Jun 4, 2015. BDOKX is a passively managed fund by iShares that tracks the performance of the MSCI ACWI ex USA Index. It was launched on Jun 30, 2011.
Performance
PPYPX vs. BDOKX - Performance Comparison
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PPYPX vs. BDOKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PPYPX PIMCO RAE International Fund | 10.77% | 31.34% | -1.15% | 18.13% | -8.73% | 10.68% | 2.05% | 16.43% | -15.49% | 24.89% |
BDOKX iShares MSCI Total International Index Fund Class K | 1.15% | 32.56% | 5.37% | 15.26% | -16.40% | 7.68% | 10.77% | 23.11% | -13.91% | 26.40% |
Returns By Period
In the year-to-date period, PPYPX achieves a 10.77% return, which is significantly higher than BDOKX's 1.15% return. Both investments have delivered pretty close results over the past 10 years, with PPYPX having a 9.04% annualized return and BDOKX not far behind at 8.67%.
PPYPX
- 1D
- 2.17%
- 1M
- -3.14%
- YTD
- 10.77%
- 6M
- 14.70%
- 1Y
- 33.94%
- 3Y*
- 16.82%
- 5Y*
- 9.24%
- 10Y*
- 9.04%
BDOKX
- 1D
- 2.41%
- 1M
- -7.58%
- YTD
- 1.15%
- 6M
- 5.19%
- 1Y
- 25.90%
- 3Y*
- 14.97%
- 5Y*
- 6.91%
- 10Y*
- 8.67%
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PPYPX vs. BDOKX - Expense Ratio Comparison
PPYPX has a 0.60% expense ratio, which is higher than BDOKX's 0.09% expense ratio.
Return for Risk
PPYPX vs. BDOKX — Risk / Return Rank
PPYPX
BDOKX
PPYPX vs. BDOKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE International Fund (PPYPX) and iShares MSCI Total International Index Fund Class K (BDOKX). 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 | BDOKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.24 | 1.62 | +0.62 |
Sortino ratioReturn per unit of downside risk | 2.85 | 2.17 | +0.68 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.32 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.83 | 2.23 | +0.60 |
Martin ratioReturn relative to average drawdown | 13.07 | 8.67 | +4.39 |
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 | BDOKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | 1.62 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.46 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.54 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.34 | +0.12 |
Correlation
The correlation between PPYPX and BDOKX is 0.91, 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. BDOKX - Dividend Comparison
PPYPX's dividend yield for the trailing twelve months is around 7.02%, more than BDOKX's 2.30% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PPYPX PIMCO RAE International Fund | 7.02% | 7.78% | 6.57% | 10.09% | 7.20% | 27.06% | 2.23% | 4.20% | 5.96% | 2.53% | 2.41% | 0.00% |
BDOKX iShares MSCI Total International Index Fund Class K | 2.30% | 3.01% | 2.84% | 2.94% | 2.84% | 3.01% | 1.98% | 4.48% | 3.28% | 1.81% | 3.51% | 3.87% |
Drawdowns
PPYPX vs. BDOKX - Drawdown Comparison
The maximum PPYPX drawdown since its inception was -42.48%, which is greater than BDOKX's maximum drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for PPYPX and BDOKX.
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Drawdown Indicators
| PPYPX | BDOKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.48% | -34.22% | -8.26% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | -11.38% | +1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -35.65% | -30.23% | -5.42% |
Max Drawdown (10Y)Largest decline over 10 years | -42.48% | -34.22% | -8.26% |
Current DrawdownCurrent decline from peak | -4.08% | -9.24% | +5.16% |
Average DrawdownAverage peak-to-trough decline | -10.28% | -8.30% | -1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 2.93% | -0.50% |
Volatility
PPYPX vs. BDOKX - Volatility Comparison
The current volatility for PIMCO RAE International Fund (PPYPX) is 5.49%, while iShares MSCI Total International Index Fund Class K (BDOKX) has a volatility of 7.64%. This indicates that PPYPX experiences smaller price fluctuations and is considered to be less risky than BDOKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PPYPX | BDOKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 7.64% | -2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 10.15% | 11.13% | -0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.41% | 16.30% | -0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.61% | 15.24% | +4.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.08% | 16.18% | +2.90% |