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PPYPX vs. VCIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PPYPX vs. VCIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RAE International Fund (PPYPX) and VALIC Company I International Equities Index Fund (VCIEX). The values are adjusted to include any dividend payments, if applicable.

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PPYPX vs. VCIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VCIEX
VALIC Company I International Equities Index Fund
-1.57%24.75%3.15%17.20%-14.40%11.04%7.54%21.24%-13.74%24.36%

Returns By Period

In the year-to-date period, PPYPX achieves a 8.42% return, which is significantly higher than VCIEX's -1.57% return. Over the past 10 years, PPYPX has outperformed VCIEX with an annualized return of 8.80%, while VCIEX has yielded a comparatively lower 7.59% 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%

VCIEX

1D
0.65%
1M
-10.78%
YTD
-1.57%
6M
2.92%
1Y
19.53%
3Y*
11.14%
5Y*
6.44%
10Y*
7.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PPYPX vs. VCIEX - Expense Ratio Comparison

PPYPX has a 0.60% expense ratio, which is higher than VCIEX's 0.42% expense ratio.


Return for Risk

PPYPX vs. VCIEX — Risk / Return Rank

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

PPYPX
PPYPX Risk / Return Rank: 9090
Overall Rank
PPYPX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
PPYPX Sortino Ratio Rank: 8989
Sortino Ratio Rank
PPYPX Omega Ratio Rank: 8888
Omega Ratio Rank
PPYPX Calmar Ratio Rank: 9090
Calmar Ratio Rank
PPYPX Martin Ratio Rank: 9393
Martin Ratio Rank

VCIEX
VCIEX Risk / Return Rank: 5959
Overall Rank
VCIEX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
VCIEX Sortino Ratio Rank: 5656
Sortino Ratio Rank
VCIEX Omega Ratio Rank: 6060
Omega Ratio Rank
VCIEX Calmar Ratio Rank: 5656
Calmar Ratio Rank
VCIEX Martin Ratio Rank: 5959
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. VCIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE International Fund (PPYPX) and VALIC Company I International Equities Index Fund (VCIEX). 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.


PPYPXVCIEXDifference

Sharpe ratio

Return per unit of total volatility

1.96

1.14

+0.82

Sortino ratio

Return per unit of downside risk

2.52

1.50

+1.02

Omega ratio

Gain probability vs. loss probability

1.38

1.23

+0.15

Calmar ratio

Return relative to maximum drawdown

2.46

1.33

+1.13

Martin ratio

Return relative to average drawdown

11.58

5.67

+5.91

PPYPX vs. VCIEX - Sharpe Ratio Comparison

The current PPYPX Sharpe Ratio is 1.96, which is higher than the VCIEX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of PPYPX and VCIEX, 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


PPYPXVCIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

1.14

+0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.41

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.45

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.03

+0.42

Correlation

The correlation between PPYPX and VCIEX is 0.90, 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. VCIEX - Dividend Comparison

PPYPX's dividend yield for the trailing twelve months is around 7.17%, more than VCIEX's 7.03% yield.


TTM2025202420232022202120202019201820172016
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%
VCIEX
VALIC Company I International Equities Index Fund
7.03%0.00%2.41%2.37%3.14%1.60%4.08%3.16%2.27%2.31%0.00%

Drawdowns

PPYPX vs. VCIEX - Drawdown Comparison

The maximum PPYPX drawdown since its inception was -42.48%, smaller than the maximum VCIEX drawdown of -75.07%. Use the drawdown chart below to compare losses from any high point for PPYPX and VCIEX.


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Drawdown Indicators


PPYPXVCIEXDifference

Max Drawdown

Largest peak-to-trough decline

-42.48%

-75.07%

+32.59%

Max Drawdown (1Y)

Largest decline over 1 year

-10.21%

-11.75%

+1.54%

Max Drawdown (5Y)

Largest decline over 5 years

-35.65%

-29.28%

-6.37%

Max Drawdown (10Y)

Largest decline over 10 years

-42.48%

-34.20%

-8.28%

Current Drawdown

Current decline from peak

-6.12%

-10.78%

+4.66%

Average Drawdown

Average peak-to-trough decline

-10.28%

-37.68%

+27.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

3.07%

-0.60%

Volatility

PPYPX vs. VCIEX - Volatility Comparison

The current volatility for PIMCO RAE International Fund (PPYPX) is 4.98%, while VALIC Company I International Equities Index Fund (VCIEX) has a volatility of 6.80%. This indicates that PPYPX experiences smaller price fluctuations and is considered to be less risky than VCIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPYPXVCIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.98%

6.80%

-1.82%

Volatility (6M)

Calculated over the trailing 6-month period

9.98%

10.16%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

15.30%

16.22%

-0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.59%

15.97%

+3.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.07%

16.76%

+2.31%