RINYX vs. PZRIX
Compare and contrast key facts about Russell Investments International Developed Markets Fund (RINYX) and PIMCO RAE Global ex-US Fund (PZRIX).
RINYX is managed by Russell. It was launched on Mar 29, 2000. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
RINYX vs. PZRIX - Performance Comparison
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RINYX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RINYX Russell Investments International Developed Markets Fund | -1.88% | 28.76% | 2.93% | 16.47% | -13.16% | 12.88% | 5.91% | 20.11% | -15.25% | 25.22% |
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% |
Returns By Period
In the year-to-date period, RINYX achieves a -1.88% return, which is significantly lower than PZRIX's 9.93% return. Over the past 10 years, RINYX has underperformed PZRIX with an annualized return of 7.84%, while PZRIX has yielded a comparatively higher 10.15% annualized return.
RINYX
- 1D
- 2.54%
- 1M
- -6.90%
- YTD
- -1.88%
- 6M
- 1.52%
- 1Y
- 17.99%
- 3Y*
- 11.91%
- 5Y*
- 6.57%
- 10Y*
- 7.84%
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%
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RINYX vs. PZRIX - Expense Ratio Comparison
RINYX has a 0.77% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
RINYX vs. PZRIX — Risk / Return Rank
RINYX
PZRIX
RINYX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments International Developed Markets Fund (RINYX) 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.
| RINYX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 2.67 | -1.42 |
Sortino ratioReturn per unit of downside risk | 1.65 | 3.39 | -1.74 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.52 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 3.09 | -1.52 |
Martin ratioReturn relative to average drawdown | 5.85 | 14.29 | -8.43 |
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
| RINYX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 2.67 | -1.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.69 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.60 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.59 | -0.33 |
Correlation
The correlation between RINYX and PZRIX 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
RINYX vs. PZRIX - Dividend Comparison
RINYX's dividend yield for the trailing twelve months is around 7.49%, more than PZRIX's 5.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RINYX Russell Investments International Developed Markets Fund | 7.49% | 7.35% | 3.64% | 2.35% | 1.45% | 3.58% | 1.26% | 3.15% | 8.95% | 2.07% | 2.55% | 1.55% |
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% |
Drawdowns
RINYX vs. PZRIX - Drawdown Comparison
The maximum RINYX drawdown since its inception was -61.67%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for RINYX and PZRIX.
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Drawdown Indicators
| RINYX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.67% | -43.53% | -18.14% |
Max Drawdown (1Y)Largest decline over 1 year | -10.97% | -10.68% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -29.04% | -30.85% | +1.81% |
Max Drawdown (10Y)Largest decline over 10 years | -39.46% | -43.53% | +4.07% |
Current DrawdownCurrent decline from peak | -8.56% | -5.20% | -3.36% |
Average DrawdownAverage peak-to-trough decline | -14.90% | -9.00% | -5.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.45% | +0.50% |
Volatility
RINYX vs. PZRIX - Volatility Comparison
Russell Investments International Developed Markets Fund (RINYX) has a higher volatility of 6.59% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.45%. This indicates that RINYX'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
| RINYX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.59% | 5.45% | +1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 9.74% | 8.92% | +0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.83% | 14.17% | +0.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.21% | 15.85% | -0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.24% | 17.02% | -0.78% |