VTRIX vs. PZRIX
Compare and contrast key facts about Vanguard International Value Fund (VTRIX) and PIMCO RAE Global ex-US Fund (PZRIX).
VTRIX is managed by Vanguard. It was launched on May 16, 1983. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
VTRIX vs. PZRIX - Performance Comparison
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VTRIX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTRIX Vanguard International Value Fund | 1.14% | 29.87% | 0.86% | 16.13% | -11.67% | 7.93% | 8.96% | 20.39% | -14.52% | 27.98% |
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, VTRIX achieves a 1.14% return, which is significantly lower than PZRIX's 9.93% return. Over the past 10 years, VTRIX has underperformed PZRIX with an annualized return of 8.38%, while PZRIX has yielded a comparatively higher 10.15% annualized return.
VTRIX
- 1D
- 2.71%
- 1M
- -7.23%
- YTD
- 1.14%
- 6M
- 5.56%
- 1Y
- 25.54%
- 3Y*
- 12.30%
- 5Y*
- 6.55%
- 10Y*
- 8.38%
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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VTRIX vs. PZRIX - Expense Ratio Comparison
VTRIX has a 0.36% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
VTRIX vs. PZRIX — Risk / Return Rank
VTRIX
PZRIX
VTRIX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International Value Fund (VTRIX) 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.
| VTRIX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.58 | 2.67 | -1.09 |
Sortino ratioReturn per unit of downside risk | 2.14 | 3.39 | -1.26 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.52 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 3.09 | -1.07 |
Martin ratioReturn relative to average drawdown | 7.72 | 14.29 | -6.57 |
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
| VTRIX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 2.67 | -1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.69 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.60 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.59 | -0.25 |
Correlation
The correlation between VTRIX 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
VTRIX vs. PZRIX - Dividend Comparison
VTRIX's dividend yield for the trailing twelve months is around 17.89%, more than PZRIX's 5.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTRIX Vanguard International Value Fund | 17.89% | 18.10% | 8.53% | 2.78% | 2.75% | 4.35% | 1.58% | 2.96% | 6.24% | 1.86% | 2.29% | 2.13% |
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
VTRIX vs. PZRIX - Drawdown Comparison
The maximum VTRIX drawdown since its inception was -59.39%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for VTRIX and PZRIX.
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Drawdown Indicators
| VTRIX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.39% | -43.53% | -15.86% |
Max Drawdown (1Y)Largest decline over 1 year | -12.00% | -10.68% | -1.32% |
Max Drawdown (5Y)Largest decline over 5 years | -28.13% | -30.85% | +2.72% |
Max Drawdown (10Y)Largest decline over 10 years | -38.26% | -43.53% | +5.27% |
Current DrawdownCurrent decline from peak | -8.99% | -5.20% | -3.79% |
Average DrawdownAverage peak-to-trough decline | -13.93% | -9.00% | -4.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.45% | +0.70% |
Volatility
VTRIX vs. PZRIX - Volatility Comparison
Vanguard International Value Fund (VTRIX) has a higher volatility of 6.93% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.45%. This indicates that VTRIX'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
| VTRIX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.93% | 5.45% | +1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 8.92% | +1.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.35% | 14.17% | +2.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.73% | 15.85% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 17.02% | -0.48% |