PTSIX vs. DFIEX
Compare and contrast key facts about PIMCO RAE PLUS International Fund (PTSIX) and DFA International Core Equity Portfolio I (DFIEX).
PTSIX is managed by PIMCO. It was launched on Sep 29, 2011. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
PTSIX vs. DFIEX - Performance Comparison
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PTSIX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTSIX PIMCO RAE PLUS International Fund | 7.77% | 35.74% | 2.54% | 18.35% | -11.35% | -56.03% | 0.48% | 18.29% | -16.33% | 28.37% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 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, PTSIX achieves a 7.77% return, which is significantly higher than DFIEX's 2.80% return. Over the past 10 years, PTSIX has underperformed DFIEX with an annualized return of 0.25%, while DFIEX has yielded a comparatively higher 9.64% annualized return.
PTSIX
- 1D
- 0.52%
- 1M
- -7.19%
- YTD
- 7.77%
- 6M
- 16.86%
- 1Y
- 36.40%
- 3Y*
- 18.32%
- 5Y*
- -8.79%
- 10Y*
- 0.25%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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PTSIX vs. DFIEX - Expense Ratio Comparison
PTSIX has a 0.82% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
PTSIX vs. DFIEX — Risk / Return Rank
PTSIX
DFIEX
PTSIX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE PLUS International Fund (PTSIX) 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.
| PTSIX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.25 | 1.95 | +0.29 |
Sortino ratioReturn per unit of downside risk | 2.77 | 2.55 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.39 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.53 | 2.57 | -0.04 |
Martin ratioReturn relative to average drawdown | 11.73 | 10.07 | +1.66 |
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
| PTSIX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.25 | 1.95 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.29 | 0.60 | -0.89 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.59 | -0.58 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.35 | -0.25 |
Correlation
The correlation between PTSIX and DFIEX is 0.74, 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
PTSIX vs. DFIEX - Dividend Comparison
PTSIX's dividend yield for the trailing twelve months is around 4.33%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTSIX PIMCO RAE PLUS International Fund | 4.33% | 3.62% | 7.01% | 3.18% | 67.07% | 64.36% | 7.45% | 3.49% | 29.39% | 7.86% | 0.84% | 3.54% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
PTSIX vs. DFIEX - Drawdown Comparison
The maximum PTSIX drawdown since its inception was -72.38%, which is greater than DFIEX's maximum drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for PTSIX and DFIEX.
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Drawdown Indicators
| PTSIX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.38% | -62.22% | -10.16% |
Max Drawdown (1Y)Largest decline over 1 year | -11.66% | -11.01% | -0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -72.38% | -28.66% | -43.72% |
Max Drawdown (10Y)Largest decline over 10 years | -72.38% | -41.04% | -31.34% |
Current DrawdownCurrent decline from peak | -42.10% | -7.75% | -34.35% |
Average DrawdownAverage peak-to-trough decline | -25.01% | -12.26% | -12.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 2.81% | -0.04% |
Volatility
PTSIX vs. DFIEX - Volatility Comparison
The current volatility for PIMCO RAE PLUS International Fund (PTSIX) is 5.66%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that PTSIX 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
| PTSIX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 7.09% | -1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 10.45% | -1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.17% | 15.90% | -0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.91% | 15.65% | +15.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.08% | 16.35% | +8.73% |