TPYAX vs. PZRIX
Compare and contrast key facts about Touchstone International ESG Equity Fund (TPYAX) and PIMCO RAE Global ex-US Fund (PZRIX).
TPYAX is managed by Touchstone. It was launched on Dec 3, 2007. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
TPYAX vs. PZRIX - Performance Comparison
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TPYAX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TPYAX Touchstone International ESG Equity Fund | -13.50% | 9.60% | 8.17% | 23.62% | -20.81% | 10.68% | 12.71% | 60.58% | -9.40% | 12.15% |
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, TPYAX achieves a -13.50% return, which is significantly lower than PZRIX's 9.93% return. Over the past 10 years, TPYAX has underperformed PZRIX with an annualized return of 8.67%, while PZRIX has yielded a comparatively higher 10.15% annualized return.
TPYAX
- 1D
- 4.35%
- 1M
- -9.72%
- YTD
- -13.50%
- 6M
- -17.76%
- 1Y
- -6.61%
- 3Y*
- 5.40%
- 5Y*
- 0.76%
- 10Y*
- 8.67%
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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TPYAX vs. PZRIX - Expense Ratio Comparison
TPYAX has a 1.17% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
TPYAX vs. PZRIX — Risk / Return Rank
TPYAX
PZRIX
TPYAX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone International ESG Equity Fund (TPYAX) 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.
| TPYAX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.32 | 2.67 | -2.99 |
Sortino ratioReturn per unit of downside risk | -0.32 | 3.39 | -3.72 |
Omega ratioGain probability vs. loss probability | 0.96 | 1.52 | -0.56 |
Calmar ratioReturn relative to maximum drawdown | -0.32 | 3.09 | -3.41 |
Martin ratioReturn relative to average drawdown | -1.03 | 14.29 | -15.31 |
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
| TPYAX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.32 | 2.67 | -2.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.69 | -0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.60 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.59 | -0.31 |
Correlation
The correlation between TPYAX and PZRIX is 0.79, 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
TPYAX vs. PZRIX - Dividend Comparison
TPYAX's dividend yield for the trailing twelve months is around 1.23%, less than PZRIX's 5.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TPYAX Touchstone International ESG Equity Fund | 1.23% | 1.06% | 10.22% | 4.12% | 2.32% | 7.13% | 0.34% | 46.57% | 12.62% | 4.31% | 2.46% | 10.29% |
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
TPYAX vs. PZRIX - Drawdown Comparison
The maximum TPYAX drawdown since its inception was -57.30%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for TPYAX and PZRIX.
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Drawdown Indicators
| TPYAX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.30% | -43.53% | -13.77% |
Max Drawdown (1Y)Largest decline over 1 year | -23.78% | -10.68% | -13.10% |
Max Drawdown (5Y)Largest decline over 5 years | -36.14% | -30.85% | -5.29% |
Max Drawdown (10Y)Largest decline over 10 years | -36.14% | -43.53% | +7.39% |
Current DrawdownCurrent decline from peak | -20.46% | -5.20% | -15.26% |
Average DrawdownAverage peak-to-trough decline | -11.84% | -9.00% | -2.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.46% | 2.45% | +5.01% |
Volatility
TPYAX vs. PZRIX - Volatility Comparison
Touchstone International ESG Equity Fund (TPYAX) has a higher volatility of 9.09% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.45%. This indicates that TPYAX'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
| TPYAX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.09% | 5.45% | +3.64% |
Volatility (6M)Calculated over the trailing 6-month period | 14.14% | 8.92% | +5.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.46% | 14.17% | +6.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.78% | 15.85% | +2.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.24% | 17.02% | +3.22% |