PTSIX vs. FIVQX
Compare and contrast key facts about PIMCO RAE PLUS International Fund (PTSIX) and Fidelity Advisor International Value Fund Class I (FIVQX).
PTSIX is managed by PIMCO. It was launched on Sep 29, 2011. FIVQX is managed by Fidelity. It was launched on May 18, 2006.
Performance
PTSIX vs. FIVQX - Performance Comparison
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PTSIX vs. FIVQX - 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% |
FIVQX Fidelity Advisor International Value Fund Class I | -1.56% | 43.57% | 4.85% | 19.10% | -7.95% | 14.94% | 3.26% | 18.95% | -17.20% | 17.82% |
Returns By Period
In the year-to-date period, PTSIX achieves a 7.77% return, which is significantly higher than FIVQX's -1.56% return. Over the past 10 years, PTSIX has underperformed FIVQX with an annualized return of 0.25%, while FIVQX has yielded a comparatively higher 8.81% 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%
FIVQX
- 1D
- 0.87%
- 1M
- -9.20%
- YTD
- -1.56%
- 6M
- 4.07%
- 1Y
- 24.32%
- 3Y*
- 18.73%
- 5Y*
- 11.74%
- 10Y*
- 8.81%
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PTSIX vs. FIVQX - Expense Ratio Comparison
PTSIX has a 0.82% expense ratio, which is lower than FIVQX's 1.05% expense ratio.
Return for Risk
PTSIX vs. FIVQX — Risk / Return Rank
PTSIX
FIVQX
PTSIX vs. FIVQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE PLUS International Fund (PTSIX) and Fidelity Advisor International Value Fund Class I (FIVQX). 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 | FIVQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.25 | 1.33 | +0.92 |
Sortino ratioReturn per unit of downside risk | 2.77 | 1.81 | +0.97 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.27 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.53 | 1.76 | +0.77 |
Martin ratioReturn relative to average drawdown | 11.73 | 7.33 | +4.40 |
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 | FIVQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.25 | 1.33 | +0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.29 | 0.72 | -1.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.49 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.22 | -0.12 |
Correlation
The correlation between PTSIX and FIVQX 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. FIVQX - Dividend Comparison
PTSIX's dividend yield for the trailing twelve months is around 4.33%, more than FIVQX's 2.42% 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% |
FIVQX Fidelity Advisor International Value Fund Class I | 2.42% | 2.38% | 2.34% | 2.05% | 1.87% | 4.29% | 1.76% | 3.46% | 3.26% | 0.15% | 2.61% | 1.19% |
Drawdowns
PTSIX vs. FIVQX - Drawdown Comparison
The maximum PTSIX drawdown since its inception was -72.38%, which is greater than FIVQX's maximum drawdown of -64.41%. Use the drawdown chart below to compare losses from any high point for PTSIX and FIVQX.
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Drawdown Indicators
| PTSIX | FIVQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.38% | -64.41% | -7.97% |
Max Drawdown (1Y)Largest decline over 1 year | -11.66% | -11.64% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -72.38% | -27.53% | -44.85% |
Max Drawdown (10Y)Largest decline over 10 years | -72.38% | -43.46% | -28.92% |
Current DrawdownCurrent decline from peak | -42.10% | -9.26% | -32.84% |
Average DrawdownAverage peak-to-trough decline | -25.01% | -16.37% | -8.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 2.94% | -0.17% |
Volatility
PTSIX vs. FIVQX - Volatility Comparison
The current volatility for PIMCO RAE PLUS International Fund (PTSIX) is 5.66%, while Fidelity Advisor International Value Fund Class I (FIVQX) has a volatility of 7.07%. This indicates that PTSIX experiences smaller price fluctuations and is considered to be less risky than FIVQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTSIX | FIVQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 7.07% | -1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 10.62% | -1.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.17% | 17.33% | -2.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.91% | 16.47% | +14.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.08% | 17.87% | +7.21% |