VFWPX vs. PZRIX
Compare and contrast key facts about Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) and PIMCO RAE Global ex-US Fund (PZRIX).
VFWPX is managed by Vanguard. It was launched on Dec 16, 2010. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
VFWPX vs. PZRIX - Performance Comparison
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VFWPX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFWPX Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares | 1.80% | 32.40% | 5.48% | 15.63% | -15.47% | 8.13% | 11.40% | 21.59% | -13.95% | 27.28% |
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, VFWPX achieves a 1.80% return, which is significantly lower than PZRIX's 9.93% return. Over the past 10 years, VFWPX has underperformed PZRIX with an annualized return of 9.00%, while PZRIX has yielded a comparatively higher 10.15% annualized return.
VFWPX
- 1D
- 2.86%
- 1M
- -7.15%
- YTD
- 1.80%
- 6M
- 5.95%
- 1Y
- 26.83%
- 3Y*
- 15.48%
- 5Y*
- 7.40%
- 10Y*
- 9.00%
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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VFWPX vs. PZRIX - Expense Ratio Comparison
VFWPX has a 0.06% 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
VFWPX vs. PZRIX — Risk / Return Rank
VFWPX
PZRIX
VFWPX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) 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.
| VFWPX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.71 | 2.67 | -0.96 |
Sortino ratioReturn per unit of downside risk | 2.28 | 3.39 | -1.12 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.52 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.32 | 3.09 | -0.77 |
Martin ratioReturn relative to average drawdown | 9.05 | 14.29 | -5.24 |
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
| VFWPX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 2.67 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.69 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.60 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.59 | -0.22 |
Correlation
The correlation between VFWPX 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
VFWPX vs. PZRIX - Dividend Comparison
VFWPX's dividend yield for the trailing twelve months is around 2.94%, less than PZRIX's 5.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFWPX Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares | 2.94% | 3.10% | 3.26% | 3.33% | 3.12% | 3.08% | 2.01% | 3.12% | 3.30% | 2.70% | 3.00% | 2.99% |
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
VFWPX vs. PZRIX - Drawdown Comparison
The maximum VFWPX drawdown since its inception was -34.85%, smaller than the maximum PZRIX drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for VFWPX and PZRIX.
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Drawdown Indicators
| VFWPX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.85% | -43.53% | +8.68% |
Max Drawdown (1Y)Largest decline over 1 year | -11.34% | -10.68% | -0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -29.35% | -30.85% | +1.50% |
Max Drawdown (10Y)Largest decline over 10 years | -34.85% | -43.53% | +8.68% |
Current DrawdownCurrent decline from peak | -8.80% | -5.20% | -3.60% |
Average DrawdownAverage peak-to-trough decline | -8.00% | -9.00% | +1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.45% | +0.45% |
Volatility
VFWPX vs. PZRIX - Volatility Comparison
Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) has a higher volatility of 7.62% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.45%. This indicates that VFWPX'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
| VFWPX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.62% | 5.45% | +2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 10.98% | 8.92% | +2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.99% | 14.17% | +1.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 15.85% | -0.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.00% | 17.02% | -1.02% |