PZRIX vs. VEA
Compare and contrast key facts about PIMCO RAE Global ex-US Fund (PZRIX) and Vanguard FTSE Developed Markets ETF (VEA).
PZRIX is managed by PIMCO. It was launched on Jun 4, 2015. VEA is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed All Cap ex US Index. It was launched on Jul 20, 2007.
Performance
PZRIX vs. VEA - Performance Comparison
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PZRIX vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PZRIX PIMCO RAE Global ex-US Fund | 9.93% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 1.74% | 15.94% | -14.93% | 26.00% |
VEA Vanguard FTSE Developed Markets ETF | 4.45% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -14.75% | 26.42% |
Returns By Period
In the year-to-date period, PZRIX achieves a 9.93% return, which is significantly higher than VEA's 4.45% return. Over the past 10 years, PZRIX has outperformed VEA with an annualized return of 10.15%, while VEA has yielded a comparatively lower 9.55% annualized return.
PZRIX
- 1D
- 1.89%
- 1M
- -4.32%
- YTD
- 9.93%
- 6M
- 17.91%
- 1Y
- 37.11%
- 3Y*
- 19.65%
- 5Y*
- 10.81%
- 10Y*
- 10.15%
VEA
- 1D
- 1.65%
- 1M
- -5.45%
- YTD
- 4.45%
- 6M
- 9.91%
- 1Y
- 31.74%
- 3Y*
- 16.71%
- 5Y*
- 8.93%
- 10Y*
- 9.55%
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PZRIX vs. VEA - Expense Ratio Comparison
PZRIX has a 0.00% expense ratio, which is lower than VEA's 0.03% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
PZRIX vs. VEA — Risk / Return Rank
PZRIX
VEA
PZRIX vs. VEA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE Global ex-US Fund (PZRIX) and Vanguard FTSE Developed Markets ETF (VEA). 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 | VEA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.67 | 1.81 | +0.87 |
Sortino ratioReturn per unit of downside risk | 3.39 | 2.46 | +0.94 |
Omega ratioGain probability vs. loss probability | 1.52 | 1.36 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 3.09 | 2.77 | +0.32 |
Martin ratioReturn relative to average drawdown | 14.29 | 10.77 | +3.51 |
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 | VEA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.67 | 1.81 | +0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.55 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.55 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.22 | +0.37 |
Correlation
The correlation between PZRIX and VEA is 0.93, 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
PZRIX vs. VEA - Dividend Comparison
PZRIX's dividend yield for the trailing twelve months is around 5.96%, more than VEA's 2.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PZRIX PIMCO RAE Global ex-US Fund | 5.96% | 6.56% | 6.70% | 9.19% | 8.80% | 11.99% | 2.04% | 6.32% | 2.80% | 4.13% | 2.58% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 2.88% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Drawdowns
PZRIX vs. VEA - Drawdown Comparison
The maximum PZRIX drawdown since its inception was -43.53%, smaller than the maximum VEA drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for PZRIX and VEA.
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Drawdown Indicators
| PZRIX | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.53% | -60.68% | +17.15% |
Max Drawdown (1Y)Largest decline over 1 year | -10.68% | -11.63% | +0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -30.85% | -29.71% | -1.14% |
Max Drawdown (10Y)Largest decline over 10 years | -43.53% | -35.73% | -7.80% |
Current DrawdownCurrent decline from peak | -5.20% | -7.20% | +2.00% |
Average DrawdownAverage peak-to-trough decline | -9.00% | -13.39% | +4.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 2.99% | -0.54% |
Volatility
PZRIX vs. VEA - Volatility Comparison
The current volatility for PIMCO RAE Global ex-US Fund (PZRIX) is 5.45%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 7.92%. This indicates that PZRIX experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PZRIX | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.45% | 7.92% | -2.47% |
Volatility (6M)Calculated over the trailing 6-month period | 8.92% | 11.68% | -2.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.17% | 17.67% | -3.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.85% | 16.30% | -0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.02% | 17.26% | -0.24% |