TSWIX vs. PZRIX
Compare and contrast key facts about Transamerica International Equity (TSWIX) and PIMCO RAE Global ex-US Fund (PZRIX).
TSWIX is managed by Transamerica. It was launched on Dec 17, 1992. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
TSWIX vs. PZRIX - Performance Comparison
Loading graphics...
TSWIX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSWIX Transamerica International Equity | -2.81% | 32.53% | 3.55% | 16.09% | -14.05% | 13.23% | 6.75% | 21.14% | -15.95% | 22.58% |
PZRIX PIMCO RAE Global ex-US Fund | 7.89% | 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, TSWIX achieves a -2.81% return, which is significantly lower than PZRIX's 7.89% return. Over the past 10 years, TSWIX has underperformed PZRIX with an annualized return of 7.68%, while PZRIX has yielded a comparatively higher 9.95% annualized return.
TSWIX
- 1D
- 0.79%
- 1M
- -11.38%
- YTD
- -2.81%
- 6M
- 3.94%
- 1Y
- 17.40%
- 3Y*
- 12.81%
- 5Y*
- 7.27%
- 10Y*
- 7.68%
PZRIX
- 1D
- 0.41%
- 1M
- -6.89%
- YTD
- 7.89%
- 6M
- 16.45%
- 1Y
- 34.85%
- 3Y*
- 18.91%
- 5Y*
- 10.55%
- 10Y*
- 9.95%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TSWIX vs. PZRIX - Expense Ratio Comparison
TSWIX has a 0.84% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
TSWIX vs. PZRIX — Risk / Return Rank
TSWIX
PZRIX
TSWIX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica International Equity (TSWIX) 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.
| TSWIX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 2.41 | -1.50 |
Sortino ratioReturn per unit of downside risk | 1.30 | 3.09 | -1.79 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.47 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 2.70 | -1.60 |
Martin ratioReturn relative to average drawdown | 4.50 | 12.87 | -8.37 |
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
| TSWIX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 2.41 | -1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.67 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.59 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.58 | -0.20 |
Correlation
The correlation between TSWIX and PZRIX is 0.88, 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
TSWIX vs. PZRIX - Dividend Comparison
TSWIX's dividend yield for the trailing twelve months is around 7.90%, more than PZRIX's 6.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSWIX Transamerica International Equity | 7.90% | 7.68% | 3.03% | 3.16% | 1.12% | 3.55% | 1.22% | 2.75% | 5.56% | 3.08% | 1.90% | 2.64% |
PZRIX PIMCO RAE Global ex-US Fund | 6.08% | 6.56% | 6.70% | 9.19% | 8.80% | 11.99% | 2.04% | 6.32% | 2.80% | 4.13% | 2.58% | 0.00% |
Drawdowns
TSWIX vs. PZRIX - Drawdown Comparison
The maximum TSWIX drawdown since its inception was -58.76%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for TSWIX and PZRIX.
Loading graphics...
Drawdown Indicators
| TSWIX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.76% | -43.53% | -15.23% |
Max Drawdown (1Y)Largest decline over 1 year | -12.88% | -10.68% | -2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -30.25% | -30.85% | +0.60% |
Max Drawdown (10Y)Largest decline over 10 years | -39.58% | -43.53% | +3.95% |
Current DrawdownCurrent decline from peak | -11.38% | -6.96% | -4.42% |
Average DrawdownAverage peak-to-trough decline | -13.89% | -9.00% | -4.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 2.53% | +0.78% |
Volatility
TSWIX vs. PZRIX - Volatility Comparison
Transamerica International Equity (TSWIX) has a higher volatility of 7.16% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that TSWIX'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
| TSWIX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.16% | 5.02% | +2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 11.00% | 8.77% | +2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.82% | 14.09% | +3.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.36% | 15.83% | +0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.30% | 17.01% | +0.29% |