Find A Portfolio/Ticker
Comparison Box
PIIJX: DIVERSIFIED INTERNATIONAL FUND CLASS J (MUTUAL FUND)
Basic Info 14.28 0.07(0.49%) May 14
Asset Class: | Foreign Large Blend |
MyPlanIQ Rating: | (40%) |
Start Date: | 03/19/2003 |
Last Dividend Date: | 12/27/2023 |
12-Mo. Yield | 2.41% |
Expenses | 0.78% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 05/10/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception** | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.4 | 10.3 | 18.4 | 2.0 | 8.2 | 4.9 | 7.4 | 6.4 | 7.6 | 17.2 | -19.9 | 9.0 | 17.0 | 22.5 | -17.6 | 28.3 | -0.1 | -0.8 | -3.4 | 18.3 | 17.6 | -11.6 | 12.6 | 26.8 | -46.6 | 15.4 | 27.0 | 23.0 | 19.2 | 42.2 |
Sharpe Ratio | NA | 2.3 | 1.12 | -0.06 | 0.33 | 0.24 | NA | NA | 0.34 | 1.07 | -1.05 | 0.68 | 0.57 | 2.06 | -1.3 | 3.45 | -0.02 | -0.05 | -0.29 | 1.46 | 1.15 | -0.44 | 0.57 | 0.93 | -1.17 | 0.62 | 1.53 | 1.99 | 1.42 | 4.5 |
Draw Down(%) | NA | 4.9 | 10.6 | 30.6 | 33.8 | 36.3 | NA | NA | 62.9 | 10.6 | 29.4 | 6.9 | 33.8 | 7.4 | 25.9 | 2.7 | 11.9 | 15.0 | 12.3 | 11.2 | 14.4 | 24.8 | 18.5 | 26.9 | 56.3 | 14.1 | 18.5 | 7.5 | 11.2 | 4.2 |
Standard Deviation(%) | NA | 11.0 | 11.6 | 15.3 | 18.5 | 16.1 | NA | NA | 19.1 | 12.2 | 20.2 | 13.2 | 29.4 | 10.2 | 14.6 | 8.0 | 16.9 | 14.8 | 11.6 | 12.5 | 15.4 | 26.3 | 21.9 | 28.7 | 40.6 | 20.0 | 15.6 | 10.5 | 12.8 | 12.3 |
Treynor Ratio | NA | 0.26 | 0.14 | -0.01 | 0.06 | 0.04 | NA | NA | 0.07 | 0.14 | -0.23 | 0.1 | 0.18 | 0.22 | -0.18 | 0.27 | 0.0 | -0.01 | -0.04 | 0.19 | 0.2 | -0.12 | 0.13 | 0.29 | -0.5 | 0.12 | 0.23 | 0.25 | 0.22 | 0.6 |
Alpha | NA | 0.03 | 0.01 | -0.01 | 0.0 | 0.0 | NA | NA | 0.0 | 0.0 | -0.04 | -0.01 | 0.03 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | 0.01 | 0.0 | 0.01 | 0.0 | 0.01 | 0.0 | -0.05 | 0.01 | 0.01 | 0.04 | 0.01 | 0.0 |
Beta | NA | 0.98 | 0.93 | 0.92 | 0.93 | 0.94 | NA | NA | 0.95 | 0.92 | 0.92 | 0.94 | 0.94 | 0.94 | 1.06 | 1.02 | 0.93 | 0.94 | 0.9 | 0.95 | 0.88 | 0.95 | 1.0 | 0.94 | 0.96 | 1.07 | 1.03 | 0.85 | 0.81 | 0.92 |
RSquared | NA | 0.92 | 0.94 | 0.93 | 0.95 | 0.94 | NA | NA | 0.91 | 0.95 | 0.96 | 0.83 | 0.96 | 0.95 | 0.94 | 0.88 | 0.92 | 0.96 | 0.76 | 0.95 | 0.9 | 0.97 | 0.95 | 0.88 | 0.94 | 0.81 | 0.78 | 0.68 | 0.75 | 0.85 |
Yield(%) | N/A | 0.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 2.7 | 0.6 | 13.0 | 1.0 | 2.4 | 5.2 | 1.9 | 1.4 | 1.1 | 1.1 | 1.8 | 1.9 | 1.1 | 1.0 | 1.5 | 1.1 | 14.8 | 11.2 | 4.6 | 2.8 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 233.3 | -95.4 | 1392.3 | -48.0 | -65.8 | 247.6 | 40.0 | 25.0 | -7.7 | -31.6 | 11.8 | 54.5 | 22.2 | -18.2 | -26.7 | -92.7 | 48.6 | 200.0 | 84.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/13/2003
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See Foreign Large Blend Asset Class Trend Rankings |
Top Rated Funds in Foreign Large Blend
Best Mutual Funds
- OAKIX (OAKMARK INTERNATIONAL FUND INVESTOR CLASS) 0.70% (100%)
- HAINX (HARBOR INTERNATIONAL FUND INSTITUTIONAL CLASS) 0.61% (99%)
- DODFX (DODGE & COX INTERNATIONAL STOCK FUND DODGE & COX INTERNATIONAL STOCK FUND) 0.44% (99%)
- PIPDX (PIMCO INTERNATIONAL STOCKSPLUS TR STRATEGY FUND (U.S. DOLLAR-HEDGED) D) 0.12% (99%)
- BJBIX (ABERDEEN SELECT INTERNATIONAL EQUITY FUND CLASS A) 0.32% (98%)
- FDIVX (FIDELITY DIVERSIFIED INTERNATIONAL FUND FIDELITY DIVERSIFIED INTERNATIONAL FUND) 0.48% (98%)
- VTMGX (VANGUARD DEVELOPED MARKETS INDEX FUND ADMIRAL SHARES) 0.62% (98%)
- LLINX (LONGLEAF PARTNERS INTERNATIONAL FUND LONGLEAF PARTNERS INTERNATIONAL FUND) 1.55% (96%)
- SGOIX (FIRST EAGLE OVERSEAS FUND CLASS I) 0.42% (96%)
- EXOSX (OVERSEAS SERIES CLASS I) 0.83% (96%)
Best ETFs
- EFA (iShares MSCI EAFE ETF) 0.75% (100%)
- PID (Invesco International Dividend Achievers ETF) 0.11% (99%)
- ACWX (iShares MSCI ACWI ex U.S. ETF) 0.57% (97%)
- CWI (SPDR® MSCI ACWI ex-US ETF) 0.56% (97%)
- VEA (Vanguard FTSE Developed Markets Index Fund ETF Shares) 0.70% (97%)
- VEU (Vanguard FTSE All-World ex-US Index Fund ETF Shares) 0.61% (97%)
- SCHF (Schwab International Equity ETF) 0.66% (34%)
- VXUS (Vanguard Total International Stock Index Fund ETF Shares) 0.62% (29%)
- DBEF (Xtrackers MSCI EAFE Hedged Equity ETF) 0.67% (28%)
- EFAV (iShares MSCI EAFE Min Vol Factor ETF) 0.36% (28%)