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UBS Engage For Impact Fund (UEIPX) Sharpe Ratio: 1.54

Mutual Fund · Currency in USD · Last updated Jun 25, 2026

The fund invests in or seeks exposure to companies based on various financial factors, fundamental sustainability factors such as environmental, social and governance performance along with assessing the current and potential ability of such companies to have a measurable impact on society and the environment. Under normal circumstances, it invests a substantial portion of its net assets (plus borrowings for investment purposes, if any) in equity securities.

UEIPX's Sharpe Ratio of 1.54 indicates that for each unit of volatility, it generates 1.54 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 25, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

UEIPX Sharpe Ratio Rank

UEIPX Sharpe Ratio Rank: 38.338
Below Average

UEIPX ranks above 38.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

UEIPX Sharpe Ratio Market Positioning

The chart shows UEIPX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.19 or lower
  • Yellow zone (middle 50%): 1.19 to 2.13
  • Green zone (top 25%): 2.13 or higher
  • Top 1%: 4.06+
  • Median: 1.75 — half of all investments score higher

How it compares to other similar mutual funds

The table compares UBS Engage For Impact Fund's Sharpe Ratio with other mutual funds in the Global Equities category across multiple time periods, showing how UEIPX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 25, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
LVAGXLSV Global Value Fund3.14
PGVFXPolaris Global Value Fund3.06
EPSYXMainStay Epoch Global Equity Yield Fund2.95
VGPMXVanguard Global Capital Cycles Fund2.86
AGLOXAriel Global Fund2.80
GMGEXGMO Global Equity Allocation Fund2.80
FMIEXWasatch Global Value Fund Investor Class Shares2.75
JGYIXJohn Hancock Global Shareholder Yield Fund2.73
AGOCXPGIM Jennison Global Equity Income Fund2.65
GWOAXGMO Global Developed Equity Allocation Fund2.64
UEIPXUBS Engage For Impact Fund1.54

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows UEIPX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when UEIPX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does UEIPX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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