PTSIX vs. DFIVX
Compare and contrast key facts about PIMCO RAE PLUS International Fund (PTSIX) and DFA International Value Portfolio (DFIVX).
PTSIX is managed by PIMCO. It was launched on Sep 29, 2011. DFIVX is managed by Dimensional. It was launched on Feb 14, 1994.
Performance
PTSIX vs. DFIVX - Performance Comparison
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PTSIX vs. DFIVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTSIX PIMCO RAE PLUS International Fund | 8.44% | 35.74% | 2.54% | 18.35% | -11.35% | -56.03% | 0.48% | 18.29% | -16.33% | 28.37% |
DFIVX DFA International Value Portfolio | 5.83% | 45.24% | 6.87% | 17.83% | -3.51% | 18.57% | -2.13% | 15.68% | -17.49% | 26.08% |
Returns By Period
In the year-to-date period, PTSIX achieves a 8.44% return, which is significantly higher than DFIVX's 5.83% return. Over the past 10 years, PTSIX has underperformed DFIVX with an annualized return of 0.31%, while DFIVX has yielded a comparatively higher 11.59% annualized return.
PTSIX
- 1D
- 0.62%
- 1M
- -5.34%
- YTD
- 8.44%
- 6M
- 16.60%
- 1Y
- 36.14%
- 3Y*
- 18.56%
- 5Y*
- -8.68%
- 10Y*
- 0.31%
DFIVX
- 1D
- 2.76%
- 1M
- -4.52%
- YTD
- 5.83%
- 6M
- 14.56%
- 1Y
- 38.11%
- 3Y*
- 22.18%
- 5Y*
- 14.46%
- 10Y*
- 11.59%
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PTSIX vs. DFIVX - Expense Ratio Comparison
PTSIX has a 0.82% expense ratio, which is higher than DFIVX's 0.30% expense ratio.
Return for Risk
PTSIX vs. DFIVX — Risk / Return Rank
PTSIX
DFIVX
PTSIX vs. DFIVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE PLUS International Fund (PTSIX) and DFA International Value Portfolio (DFIVX). 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 | DFIVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.51 | 2.31 | +0.20 |
Sortino ratioReturn per unit of downside risk | 3.06 | 2.92 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.46 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.70 | 3.08 | -0.38 |
Martin ratioReturn relative to average drawdown | 12.35 | 13.61 | -1.27 |
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 | DFIVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.51 | 2.31 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.28 | 0.89 | -1.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.64 | -0.63 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.38 | -0.28 |
Correlation
The correlation between PTSIX and DFIVX 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. DFIVX - Dividend Comparison
PTSIX's dividend yield for the trailing twelve months is around 4.31%, more than DFIVX's 3.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTSIX PIMCO RAE PLUS International Fund | 4.31% | 3.62% | 7.01% | 3.18% | 67.07% | 64.36% | 7.45% | 3.49% | 29.39% | 7.86% | 0.84% | 3.54% |
DFIVX DFA International Value Portfolio | 3.98% | 4.21% | 3.94% | 4.40% | 3.78% | 4.37% | 2.42% | 3.70% | 6.60% | 2.85% | 3.36% | 3.45% |
Drawdowns
PTSIX vs. DFIVX - Drawdown Comparison
The maximum PTSIX drawdown since its inception was -72.38%, which is greater than DFIVX's maximum drawdown of -66.61%. Use the drawdown chart below to compare losses from any high point for PTSIX and DFIVX.
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Drawdown Indicators
| PTSIX | DFIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.38% | -66.61% | -5.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.19% | -11.99% | +0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -72.38% | -25.29% | -47.09% |
Max Drawdown (10Y)Largest decline over 10 years | -72.38% | -48.11% | -24.27% |
Current DrawdownCurrent decline from peak | -41.74% | -5.92% | -35.82% |
Average DrawdownAverage peak-to-trough decline | -25.01% | -12.30% | -12.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 2.72% | +0.06% |
Volatility
PTSIX vs. DFIVX - Volatility Comparison
The current volatility for PIMCO RAE PLUS International Fund (PTSIX) is 5.64%, while DFA International Value Portfolio (DFIVX) has a volatility of 6.92%. This indicates that PTSIX experiences smaller price fluctuations and is considered to be less risky than DFIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTSIX | DFIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 6.92% | -1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 9.02% | 10.68% | -1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.14% | 16.67% | -1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.91% | 16.27% | +14.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.07% | 18.07% | +7.00% |