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PPYPX vs. BRXIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PPYPX vs. BRXIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RAE International Fund (PPYPX) and MFS Blended Research International Equity Fund (BRXIX). The values are adjusted to include any dividend payments, if applicable.

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PPYPX vs. BRXIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
BRXIX
MFS Blended Research International Equity Fund
1.96%39.87%11.82%14.42%-13.36%13.38%9.09%22.13%-15.56%25.21%

Returns By Period

In the year-to-date period, PPYPX achieves a 10.77% return, which is significantly higher than BRXIX's 1.96% return. Over the past 10 years, PPYPX has underperformed BRXIX with an annualized return of 9.04%, while BRXIX has yielded a comparatively higher 10.28% annualized return.


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%

BRXIX

1D
2.79%
1M
-7.10%
YTD
1.96%
6M
8.90%
1Y
33.14%
3Y*
19.58%
5Y*
10.76%
10Y*
10.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PPYPX vs. BRXIX - Expense Ratio Comparison

PPYPX has a 0.60% expense ratio, which is lower than BRXIX's 0.64% expense ratio.


Return for Risk

PPYPX vs. BRXIX — Risk / Return Rank

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

PPYPX
PPYPX Risk / Return Rank: 9292
Overall Rank
PPYPX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
PPYPX Sortino Ratio Rank: 9292
Sortino Ratio Rank
PPYPX Omega Ratio Rank: 9191
Omega Ratio Rank
PPYPX Calmar Ratio Rank: 9191
Calmar Ratio Rank
PPYPX Martin Ratio Rank: 9494
Martin Ratio Rank

BRXIX
BRXIX Risk / Return Rank: 9393
Overall Rank
BRXIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
BRXIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
BRXIX Omega Ratio Rank: 9292
Omega Ratio Rank
BRXIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
BRXIX Martin Ratio Rank: 9292
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.

PPYPX vs. BRXIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE International Fund (PPYPX) and MFS Blended Research International Equity Fund (BRXIX). 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.


PPYPXBRXIXDifference

Sharpe ratio

Return per unit of total volatility

2.24

2.29

-0.05

Sortino ratio

Return per unit of downside risk

2.85

2.89

-0.03

Omega ratio

Gain probability vs. loss probability

1.43

1.45

-0.02

Calmar ratio

Return relative to maximum drawdown

2.83

2.91

-0.08

Martin ratio

Return relative to average drawdown

13.07

11.37

+1.70

PPYPX vs. BRXIX - Sharpe Ratio Comparison

The current PPYPX Sharpe Ratio is 2.24, which is comparable to the BRXIX Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of PPYPX and BRXIX, 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


PPYPXBRXIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

2.29

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.75

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.65

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.57

-0.11

Correlation

The correlation between PPYPX and BRXIX 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. BRXIX - Dividend Comparison

PPYPX's dividend yield for the trailing twelve months is around 7.02%, more than BRXIX's 4.13% yield.


TTM20252024202320222021202020192018201720162015
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%
BRXIX
MFS Blended Research International Equity Fund
4.13%4.21%4.81%2.81%2.68%7.23%2.32%2.91%6.83%1.13%0.53%0.54%

Drawdowns

PPYPX vs. BRXIX - Drawdown Comparison

The maximum PPYPX drawdown since its inception was -42.48%, which is greater than BRXIX's maximum drawdown of -36.21%. Use the drawdown chart below to compare losses from any high point for PPYPX and BRXIX.


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Drawdown Indicators


PPYPXBRXIXDifference

Max Drawdown

Largest peak-to-trough decline

-42.48%

-36.21%

-6.27%

Max Drawdown (1Y)

Largest decline over 1 year

-10.21%

-11.21%

+1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-35.65%

-26.48%

-9.17%

Max Drawdown (10Y)

Largest decline over 10 years

-42.48%

-36.21%

-6.27%

Current Drawdown

Current decline from peak

-4.08%

-8.73%

+4.65%

Average Drawdown

Average peak-to-trough decline

-10.28%

-6.98%

-3.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

2.87%

-0.44%

Volatility

PPYPX vs. BRXIX - Volatility Comparison

The current volatility for PIMCO RAE International Fund (PPYPX) is 5.49%, while MFS Blended Research International Equity Fund (BRXIX) has a volatility of 7.09%. This indicates that PPYPX experiences smaller price fluctuations and is considered to be less risky than BRXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPYPXBRXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

7.09%

-1.60%

Volatility (6M)

Calculated over the trailing 6-month period

10.15%

10.39%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

15.41%

14.86%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.61%

14.44%

+5.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.08%

15.74%

+3.34%