VDVIX vs. PZRIX
Compare and contrast key facts about Vanguard Developed Markets Index Fund Investor Shares (VDVIX) and PIMCO RAE Global ex-US Fund (PZRIX).
VDVIX is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed All Cap ex US Index. It was launched on Dec 19, 2013. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
VDVIX vs. PZRIX - Performance Comparison
Loading graphics...
VDVIX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VDVIX Vanguard Developed Markets Index Fund Investor Shares | -0.51% | 34.96% | 2.95% | 17.59% | -15.41% | 11.31% | 10.10% | 21.95% | -14.59% | 26.30% |
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, VDVIX achieves a -0.51% return, which is significantly lower than PZRIX's 7.89% return. Over the past 10 years, VDVIX has underperformed PZRIX with an annualized return of 8.89%, while PZRIX has yielded a comparatively higher 9.95% annualized return.
VDVIX
- 1D
- 0.06%
- 1M
- -11.65%
- YTD
- -0.51%
- 6M
- 5.14%
- 1Y
- 25.77%
- 3Y*
- 14.70%
- 5Y*
- 8.03%
- 10Y*
- 8.89%
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.
VDVIX vs. PZRIX - Expense Ratio Comparison
VDVIX has a 0.16% expense ratio, which is higher than PZRIX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
VDVIX vs. PZRIX — Risk / Return Rank
VDVIX
PZRIX
VDVIX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Developed Markets Index Fund Investor Shares (VDVIX) 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.
| VDVIX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 2.41 | -0.91 |
Sortino ratioReturn per unit of downside risk | 2.00 | 3.09 | -1.09 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.47 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.99 | 2.70 | -0.70 |
Martin ratioReturn relative to average drawdown | 7.93 | 12.87 | -4.94 |
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
| VDVIX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 2.41 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.67 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.59 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.58 | -0.17 |
Correlation
The correlation between VDVIX and PZRIX is 0.94, 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
VDVIX vs. PZRIX - Dividend Comparison
VDVIX's dividend yield for the trailing twelve months is around 2.90%, less than PZRIX's 6.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDVIX Vanguard Developed Markets Index Fund Investor Shares | 2.90% | 3.11% | 3.24% | 3.05% | 2.78% | 3.04% | 1.94% | 2.94% | 3.22% | 2.68% | 2.95% | 2.79% |
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
VDVIX vs. PZRIX - Drawdown Comparison
The maximum VDVIX drawdown since its inception was -35.78%, smaller than the maximum PZRIX drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for VDVIX and PZRIX.
Loading graphics...
Drawdown Indicators
| VDVIX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.78% | -43.53% | +7.75% |
Max Drawdown (1Y)Largest decline over 1 year | -11.71% | -10.68% | -1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -29.85% | -30.85% | +1.00% |
Max Drawdown (10Y)Largest decline over 10 years | -35.78% | -43.53% | +7.75% |
Current DrawdownCurrent decline from peak | -11.65% | -6.96% | -4.69% |
Average DrawdownAverage peak-to-trough decline | -7.24% | -9.00% | +1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 2.53% | +0.41% |
Volatility
VDVIX vs. PZRIX - Volatility Comparison
Vanguard Developed Markets Index Fund Investor Shares (VDVIX) has a higher volatility of 7.07% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that VDVIX'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
| VDVIX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.07% | 5.02% | +2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.90% | 8.77% | +2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.49% | 14.09% | +2.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.64% | 15.83% | -0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 17.01% | -0.58% |