PZRIX vs. PISIX
Compare and contrast key facts about PIMCO RAE Global ex-US Fund (PZRIX) and PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX).
PZRIX is managed by PIMCO. It was launched on Jun 4, 2015. PISIX is managed by PIMCO. It was launched on Oct 31, 2003.
Performance
PZRIX vs. PISIX - Performance Comparison
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PZRIX vs. PISIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
PISIX PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) | -0.85% | 17.68% | 14.87% | 21.70% | -8.86% | 18.37% | 4.29% | 26.40% | -10.00% | 18.81% |
Returns By Period
In the year-to-date period, PZRIX achieves a 7.89% return, which is significantly higher than PISIX's -0.85% return. Over the past 10 years, PZRIX has underperformed PISIX with an annualized return of 9.95%, while PISIX has yielded a comparatively higher 11.51% annualized return.
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%
PISIX
- 1D
- 0.22%
- 1M
- -9.44%
- YTD
- -0.85%
- 6M
- -0.21%
- 1Y
- 12.13%
- 3Y*
- 14.32%
- 5Y*
- 10.34%
- 10Y*
- 11.51%
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PZRIX vs. PISIX - Expense Ratio Comparison
PZRIX has a 0.00% expense ratio, which is lower than PISIX's 0.76% expense ratio.
Return for Risk
PZRIX vs. PISIX — Risk / Return Rank
PZRIX
PISIX
PZRIX vs. PISIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE Global ex-US Fund (PZRIX) and PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX). 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.
| PZRIX | PISIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.41 | 0.63 | +1.79 |
Sortino ratioReturn per unit of downside risk | 3.09 | 0.85 | +2.23 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.14 | +0.32 |
Calmar ratioReturn relative to maximum drawdown | 2.70 | 0.64 | +2.06 |
Martin ratioReturn relative to average drawdown | 12.87 | 2.55 | +10.32 |
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
| PZRIX | PISIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.41 | 0.63 | +1.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.75 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.80 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.52 | +0.06 |
Correlation
The correlation between PZRIX and PISIX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PZRIX vs. PISIX - Dividend Comparison
PZRIX's dividend yield for the trailing twelve months is around 6.08%, more than PISIX's 5.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PISIX PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) | 5.19% | 5.14% | 11.81% | 10.04% | 10.11% | 7.31% | 1.42% | 11.47% | 7.99% | 7.36% | 1.02% | 8.16% |
Drawdowns
PZRIX vs. PISIX - Drawdown Comparison
The maximum PZRIX drawdown since its inception was -43.53%, smaller than the maximum PISIX drawdown of -57.47%. Use the drawdown chart below to compare losses from any high point for PZRIX and PISIX.
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Drawdown Indicators
| PZRIX | PISIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.53% | -57.47% | +13.94% |
Max Drawdown (1Y)Largest decline over 1 year | -10.68% | -12.81% | +2.13% |
Max Drawdown (5Y)Largest decline over 5 years | -30.85% | -18.93% | -11.92% |
Max Drawdown (10Y)Largest decline over 10 years | -43.53% | -35.44% | -8.09% |
Current DrawdownCurrent decline from peak | -6.96% | -9.44% | +2.48% |
Average DrawdownAverage peak-to-trough decline | -9.00% | -7.23% | -1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 3.54% | -1.01% |
Volatility
PZRIX vs. PISIX - Volatility Comparison
The current volatility for PIMCO RAE Global ex-US Fund (PZRIX) is 5.02%, while PIMCO StocksPLUS International Fund (U.S. Dollar-Hedged) (PISIX) has a volatility of 6.58%. This indicates that PZRIX experiences smaller price fluctuations and is considered to be less risky than PISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PZRIX | PISIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.02% | 6.58% | -1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.77% | 11.37% | -2.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.09% | 16.52% | -2.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.83% | 13.92% | +1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.01% | 14.55% | +2.46% |