PTSIX vs. PZRIX
Compare and contrast key facts about PIMCO RAE PLUS International Fund (PTSIX) and PIMCO RAE Global ex-US Fund (PZRIX).
PTSIX is managed by PIMCO. It was launched on Sep 29, 2011. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
PTSIX vs. PZRIX - Performance Comparison
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PTSIX vs. PZRIX - 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% |
PZRIX PIMCO RAE Global ex-US Fund | 7.89% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 1.74% | 15.94% | -14.93% | 26.00% |
Returns By Period
The year-to-date returns for both investments are quite close, with PTSIX having a 7.77% return and PZRIX slightly higher at 7.89%. Over the past 10 years, PTSIX has underperformed PZRIX with an annualized return of 0.25%, while PZRIX has yielded a comparatively higher 9.95% 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%
PZRIX
- 1D
- 0.41%
- 1M
- -6.89%
- YTD
- 7.89%
- 6M
- 16.45%
- 1Y
- 34.85%
- 3Y*
- 18.91%
- 5Y*
- 10.55%
- 10Y*
- 9.95%
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PTSIX vs. PZRIX - Expense Ratio Comparison
PTSIX has a 0.82% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
PTSIX vs. PZRIX — Risk / Return Rank
PTSIX
PZRIX
PTSIX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE PLUS International Fund (PTSIX) and PIMCO RAE Global ex-US Fund (PZRIX). 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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.25 | 2.41 | -0.17 |
Sortino ratioReturn per unit of downside risk | 2.77 | 3.09 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.47 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.53 | 2.70 | -0.17 |
Martin ratioReturn relative to average drawdown | 11.73 | 12.87 | -1.13 |
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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.25 | 2.41 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.29 | 0.67 | -0.96 |
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 | 0.58 | -0.48 |
Correlation
The correlation between PTSIX and PZRIX is 0.76, 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. PZRIX - Dividend Comparison
PTSIX's dividend yield for the trailing twelve months is around 4.33%, less than PZRIX's 6.08% 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% |
PZRIX PIMCO RAE Global ex-US Fund | 6.08% | 6.56% | 6.70% | 9.19% | 8.80% | 11.99% | 2.04% | 6.32% | 2.80% | 4.13% | 2.58% | 0.00% |
Drawdowns
PTSIX vs. PZRIX - Drawdown Comparison
The maximum PTSIX drawdown since its inception was -72.38%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for PTSIX and PZRIX.
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Drawdown Indicators
| PTSIX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.38% | -43.53% | -28.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.66% | -10.68% | -0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -72.38% | -30.85% | -41.53% |
Max Drawdown (10Y)Largest decline over 10 years | -72.38% | -43.53% | -28.85% |
Current DrawdownCurrent decline from peak | -42.10% | -6.96% | -35.14% |
Average DrawdownAverage peak-to-trough decline | -25.01% | -9.00% | -16.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 2.53% | +0.24% |
Volatility
PTSIX vs. PZRIX - Volatility Comparison
PIMCO RAE PLUS International Fund (PTSIX) has a higher volatility of 5.66% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that PTSIX's price experiences larger fluctuations and is considered to be riskier than PZRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTSIX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 5.02% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 8.77% | +0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.17% | 14.09% | +1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.91% | 15.83% | +15.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.08% | 17.01% | +8.07% |