SIEPX vs. PZRIX
Compare and contrast key facts about Saratoga International Equity Portfolio (SIEPX) and PIMCO RAE Global ex-US Fund (PZRIX).
SIEPX is managed by Saratoga. It was launched on Sep 1, 1994. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
SIEPX vs. PZRIX - Performance Comparison
Loading graphics...
SIEPX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIEPX Saratoga International Equity Portfolio | 1.68% | 31.89% | 5.25% | 14.80% | -21.85% | 19.33% | 5.87% | 19.77% | -23.89% | 18.63% |
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, SIEPX achieves a 1.68% return, which is significantly lower than PZRIX's 9.93% return. Over the past 10 years, SIEPX has underperformed PZRIX with an annualized return of 6.14%, while PZRIX has yielded a comparatively higher 10.15% annualized return.
SIEPX
- 1D
- 3.06%
- 1M
- -6.66%
- YTD
- 1.68%
- 6M
- 2.57%
- 1Y
- 22.49%
- 3Y*
- 14.51%
- 5Y*
- 5.91%
- 10Y*
- 6.14%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SIEPX vs. PZRIX - Expense Ratio Comparison
SIEPX has a 2.47% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
SIEPX vs. PZRIX — Risk / Return Rank
SIEPX
PZRIX
SIEPX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saratoga International Equity Portfolio (SIEPX) 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.
| SIEPX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 2.67 | -1.37 |
Sortino ratioReturn per unit of downside risk | 1.80 | 3.39 | -1.59 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.52 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 3.09 | -1.36 |
Martin ratioReturn relative to average drawdown | 6.63 | 14.29 | -7.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SIEPX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 2.67 | -1.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.69 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.60 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.59 | -0.45 |
Correlation
The correlation between SIEPX and PZRIX is 0.89, 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
SIEPX vs. PZRIX - Dividend Comparison
SIEPX has not paid dividends to shareholders, while PZRIX's dividend yield for the trailing twelve months is around 5.96%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIEPX Saratoga International Equity Portfolio | 0.00% | 0.00% | 0.71% | 0.83% | 0.31% | 0.41% | 1.79% | 1.97% | 0.58% | 0.03% | 0.63% | 0.15% |
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
SIEPX vs. PZRIX - Drawdown Comparison
The maximum SIEPX drawdown since its inception was -62.81%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for SIEPX and PZRIX.
Loading graphics...
Drawdown Indicators
| SIEPX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.81% | -43.53% | -19.28% |
Max Drawdown (1Y)Largest decline over 1 year | -11.88% | -10.68% | -1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -35.31% | -30.85% | -4.46% |
Max Drawdown (10Y)Largest decline over 10 years | -46.47% | -43.53% | -2.94% |
Current DrawdownCurrent decline from peak | -8.57% | -5.20% | -3.37% |
Average DrawdownAverage peak-to-trough decline | -24.17% | -9.00% | -15.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.45% | +0.68% |
Volatility
SIEPX vs. PZRIX - Volatility Comparison
Saratoga International Equity Portfolio (SIEPX) has a higher volatility of 7.94% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.45%. This indicates that SIEPX'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.
Loading graphics...
Volatility by Period
| SIEPX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.94% | 5.45% | +2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 11.14% | 8.92% | +2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.24% | 14.17% | +3.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.28% | 15.85% | +0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.60% | 17.02% | +0.58% |