PPYPX vs. DFIEX
Compare and contrast key facts about PIMCO RAE International Fund (PPYPX) and DFA International Core Equity Portfolio I (DFIEX).
PPYPX is managed by PIMCO. It was launched on Jun 4, 2015. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
PPYPX vs. DFIEX - Performance Comparison
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PPYPX vs. DFIEX - 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% |
DFIEX DFA International Core Equity Portfolio I | -0.21% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, PPYPX achieves a 8.42% return, which is significantly higher than DFIEX's -0.21% return. Over the past 10 years, PPYPX has underperformed DFIEX with an annualized return of 8.80%, while DFIEX has yielded a comparatively higher 9.31% 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%
DFIEX
- 1D
- -0.02%
- 1M
- -10.45%
- YTD
- -0.21%
- 6M
- 5.11%
- 1Y
- 26.87%
- 3Y*
- 15.59%
- 5Y*
- 9.04%
- 10Y*
- 9.31%
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PPYPX vs. DFIEX - Expense Ratio Comparison
PPYPX has a 0.60% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
PPYPX vs. DFIEX — Risk / Return Rank
PPYPX
DFIEX
PPYPX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE International Fund (PPYPX) and DFA International Core Equity Portfolio I (DFIEX). 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 | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 1.66 | +0.30 |
Sortino ratioReturn per unit of downside risk | 2.52 | 2.18 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.33 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.46 | 2.16 | +0.29 |
Martin ratioReturn relative to average drawdown | 11.58 | 8.72 | +2.86 |
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
| PPYPX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 1.66 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.58 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.57 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.34 | +0.11 |
Correlation
The correlation between PPYPX and DFIEX is 0.95, 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. DFIEX - Dividend Comparison
PPYPX's dividend yield for the trailing twelve months is around 7.17%, more than DFIEX's 3.24% 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% |
DFIEX DFA International Core Equity Portfolio I | 3.24% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
PPYPX vs. DFIEX - Drawdown Comparison
The maximum PPYPX drawdown since its inception was -42.48%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for PPYPX and DFIEX.
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Drawdown Indicators
| PPYPX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.48% | -62.22% | +19.74% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | -11.01% | +0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -35.65% | -28.66% | -6.99% |
Max Drawdown (10Y)Largest decline over 10 years | -42.48% | -41.04% | -1.44% |
Current DrawdownCurrent decline from peak | -6.12% | -10.45% | +4.33% |
Average DrawdownAverage peak-to-trough decline | -10.28% | -12.26% | +1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 2.84% | -0.37% |
Volatility
PPYPX vs. DFIEX - Volatility Comparison
The current volatility for PIMCO RAE International Fund (PPYPX) is 4.98%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.26%. This indicates that PPYPX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PPYPX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 6.26% | -1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 9.98% | 10.04% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.30% | 15.66% | -0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.59% | 15.60% | +3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.07% | 16.32% | +2.75% |