VTPSX vs. PZRIX
Compare and contrast key facts about Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) and PIMCO RAE Global ex-US Fund (PZRIX).
VTPSX is managed by Vanguard. It was launched on Nov 30, 2010. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
VTPSX vs. PZRIX - Performance Comparison
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VTPSX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTPSX Vanguard Total International Stock Index Fund Institutional Plus Shares | 1.75% | 32.25% | 5.39% | 15.31% | -15.99% | 8.64% | 11.29% | 21.57% | -14.40% | 27.56% |
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, VTPSX achieves a 1.75% return, which is significantly lower than PZRIX's 9.93% return. Over the past 10 years, VTPSX has underperformed PZRIX with an annualized return of 8.85%, while PZRIX has yielded a comparatively higher 10.15% annualized return.
VTPSX
- 1D
- 2.80%
- 1M
- -7.27%
- YTD
- 1.75%
- 6M
- 5.74%
- 1Y
- 27.13%
- 3Y*
- 15.31%
- 5Y*
- 7.24%
- 10Y*
- 8.85%
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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VTPSX vs. PZRIX - Expense Ratio Comparison
VTPSX has a 0.07% 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
VTPSX vs. PZRIX — Risk / Return Rank
VTPSX
PZRIX
VTPSX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) 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.
| VTPSX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 2.67 | -0.91 |
Sortino ratioReturn per unit of downside risk | 2.33 | 3.39 | -1.07 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.52 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.35 | 3.09 | -0.74 |
Martin ratioReturn relative to average drawdown | 9.23 | 14.29 | -5.05 |
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
| VTPSX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.67 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.69 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.60 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.59 | -0.20 |
Correlation
The correlation between VTPSX 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
VTPSX vs. PZRIX - Dividend Comparison
VTPSX's dividend yield for the trailing twelve months is around 2.99%, less than PZRIX's 5.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTPSX Vanguard Total International Stock Index Fund Institutional Plus Shares | 2.99% | 3.18% | 3.37% | 3.25% | 3.09% | 3.09% | 2.13% | 3.08% | 3.20% | 2.77% | 2.97% | 2.89% |
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
VTPSX vs. PZRIX - Drawdown Comparison
The maximum VTPSX drawdown since its inception was -35.77%, smaller than the maximum PZRIX drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for VTPSX and PZRIX.
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Drawdown Indicators
| VTPSX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.77% | -43.53% | +7.76% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -10.68% | -0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -29.54% | -30.85% | +1.31% |
Max Drawdown (10Y)Largest decline over 10 years | -35.77% | -43.53% | +7.76% |
Current DrawdownCurrent decline from peak | -8.80% | -5.20% | -3.60% |
Average DrawdownAverage peak-to-trough decline | -8.11% | -9.00% | +0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.45% | +0.43% |
Volatility
VTPSX vs. PZRIX - Volatility Comparison
Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) has a higher volatility of 7.48% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.45%. This indicates that VTPSX'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
| VTPSX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.48% | 5.45% | +2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.82% | 8.92% | +1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.72% | 14.17% | +1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 15.85% | -1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 17.02% | -1.17% |