RTNAX vs. PZRIX
Compare and contrast key facts about Russell Investment Tax-Managed International Equity Fund (RTNAX) and PIMCO RAE Global ex-US Fund (PZRIX).
RTNAX is managed by BlackRock. It was launched on Jun 1, 2015. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
RTNAX vs. PZRIX - Performance Comparison
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RTNAX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RTNAX Russell Investment Tax-Managed International Equity Fund | -0.35% | 30.15% | 2.73% | 13.43% | -16.20% | 7.56% | 6.57% | 19.17% | -16.58% | 27.94% |
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, RTNAX achieves a -0.35% return, which is significantly lower than PZRIX's 9.93% return. Over the past 10 years, RTNAX has underperformed PZRIX with an annualized return of 6.96%, while PZRIX has yielded a comparatively higher 10.15% annualized return.
RTNAX
- 1D
- 2.43%
- 1M
- -8.55%
- YTD
- -0.35%
- 6M
- 2.85%
- 1Y
- 22.01%
- 3Y*
- 12.20%
- 5Y*
- 5.07%
- 10Y*
- 6.96%
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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RTNAX vs. PZRIX - Expense Ratio Comparison
RTNAX has a 1.29% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
RTNAX vs. PZRIX — Risk / Return Rank
RTNAX
PZRIX
RTNAX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investment Tax-Managed International Equity Fund (RTNAX) 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.
| RTNAX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 2.67 | -1.17 |
Sortino ratioReturn per unit of downside risk | 1.96 | 3.39 | -1.44 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.52 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 3.09 | -1.33 |
Martin ratioReturn relative to average drawdown | 6.83 | 14.29 | -7.45 |
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
| RTNAX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 2.67 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.69 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.60 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.59 | -0.16 |
Correlation
The correlation between RTNAX 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
RTNAX vs. PZRIX - Dividend Comparison
RTNAX's dividend yield for the trailing twelve months is around 1.89%, less than PZRIX's 5.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
RTNAX Russell Investment Tax-Managed International Equity Fund | 1.89% | 1.88% | 1.77% | 1.60% | 1.17% | 2.08% | 1.35% | 2.09% | 1.22% | 1.14% | 2.14% |
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% |
Drawdowns
RTNAX vs. PZRIX - Drawdown Comparison
The maximum RTNAX drawdown since its inception was -39.58%, smaller than the maximum PZRIX drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for RTNAX and PZRIX.
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Drawdown Indicators
| RTNAX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.58% | -43.53% | +3.95% |
Max Drawdown (1Y)Largest decline over 1 year | -12.18% | -10.68% | -1.50% |
Max Drawdown (5Y)Largest decline over 5 years | -31.77% | -30.85% | -0.92% |
Max Drawdown (10Y)Largest decline over 10 years | -39.58% | -43.53% | +3.95% |
Current DrawdownCurrent decline from peak | -10.04% | -5.20% | -4.84% |
Average DrawdownAverage peak-to-trough decline | -8.93% | -9.00% | +0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.45% | +0.68% |
Volatility
RTNAX vs. PZRIX - Volatility Comparison
Russell Investment Tax-Managed International Equity Fund (RTNAX) has a higher volatility of 6.92% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.45%. This indicates that RTNAX'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
| RTNAX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.92% | 5.45% | +1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 8.92% | +1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.10% | 14.17% | +0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.69% | 15.85% | -1.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.75% | 17.02% | -1.27% |