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AAIIX vs. PCSIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AAIIX vs. PCSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ancora Income Fund (AAIIX) and PACE Strategic Fixed Income Investments (PCSIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AAIIX achieves a 1.53% return, which is significantly higher than PCSIX's 0.57% return. Over the past 10 years, AAIIX has outperformed PCSIX with an annualized return of 3.01%, while PCSIX has yielded a comparatively lower 2.55% annualized return.


AAIIX

1D
-0.42%
1M
-0.49%
YTD
1.53%
6M
1.60%
1Y
5.44%
3Y*
6.74%
5Y*
1.78%
10Y*
3.01%

PCSIX

1D
-0.34%
1M
0.69%
YTD
0.57%
6M
0.73%
1Y
4.72%
3Y*
5.44%
5Y*
0.91%
10Y*
2.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAIIX vs. PCSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AAIIX
Ancora Income Fund
1.53%2.28%9.23%9.46%-14.32%9.21%3.72%11.08%-5.60%6.57%
PCSIX
PACE Strategic Fixed Income Investments
0.57%7.36%3.62%8.02%-13.84%-0.71%9.38%10.37%-1.17%5.46%

Correlation

The correlation between AAIIX and PCSIX is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Jan 8, 2004

0.21

Over the past year, AAIIX and PCSIX have become more correlated (0.50) than their long-term average of 0.21, meaning their price movements have been converging.

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Return for Risk

AAIIX vs. PCSIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AAIIX
AAIIX Risk / Return Rank: 1919
Overall Rank
AAIIX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
AAIIX Sortino Ratio Rank: 2020
Sortino Ratio Rank
AAIIX Omega Ratio Rank: 2020
Omega Ratio Rank
AAIIX Calmar Ratio Rank: 1616
Calmar Ratio Rank
AAIIX Martin Ratio Rank: 1616
Martin Ratio Rank

PCSIX
PCSIX Risk / Return Rank: 3030
Overall Rank
PCSIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
PCSIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
PCSIX Omega Ratio Rank: 2828
Omega Ratio Rank
PCSIX Calmar Ratio Rank: 3434
Calmar Ratio Rank
PCSIX Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AAIIX vs. PCSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ancora Income Fund (AAIIX) and PACE Strategic Fixed Income Investments (PCSIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AAIIXPCSIXDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.22

1.26

-0.04

Calmar ratioReturn relative to maximum drawdown

1.30

2.09

-0.79

Martin ratioReturn relative to average drawdown

3.98

6.20

-2.23

AAIIX vs. PCSIX - Sharpe Ratio Comparison

The current AAIIX Sharpe Ratio is 1.19, which is comparable to the PCSIX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of AAIIX and PCSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AAIIX vs. PCSIX - Drawdown Comparison

The maximum AAIIX drawdown since its inception was -98.01%, which is greater than PCSIX's maximum drawdown of -18.54%. Use the drawdown chart below to compare losses from any high point for AAIIX and PCSIX.


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Drawdown Indicators


AAIIXPCSIXDifference

Max Drawdown

Largest peak-to-trough decline

-98.01%

-18.54%

-79.47%

Max Drawdown (1Y)

Largest decline over 1 year

-4.19%

-2.57%

-1.62%

Max Drawdown (3Y)

Largest decline over 3 years

-98.01%

-5.39%

-92.62%

Max Drawdown (5Y)

Largest decline over 5 years

-98.01%

-18.54%

-79.47%

Max Drawdown (10Y)

Largest decline over 10 years

-98.01%

-18.54%

-79.47%

Current Drawdown

Current decline from peak

-97.80%

-1.07%

-96.73%

Average Drawdown

Average peak-to-trough decline

-12.53%

-2.47%

-10.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

0.84%

+0.53%

Volatility

AAIIX vs. PCSIX - Volatility Comparison

Ancora Income Fund (AAIIX) has a higher volatility of 1.26% compared to PACE Strategic Fixed Income Investments (PCSIX) at 1.08%. This indicates that AAIIX's price experiences larger fluctuations and is considered to be riskier than PCSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAIIXPCSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

1.08%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

3.38%

2.70%

+0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

4.58%

3.76%

+0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2,046.08%

5.48%

+2,040.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1,446.22%

4.85%

+1,441.37%

AAIIX vs. PCSIX - Expense Ratio Comparison

AAIIX has a 2.20% expense ratio, which is higher than PCSIX's 0.66% expense ratio.


Dividends

AAIIX vs. PCSIX - Dividend Comparison

AAIIX's dividend yield for the trailing twelve months is around 5.24%, more than PCSIX's 5.18% yield.


PositionTTM20252024202320222021202020192018201720162015
AAIIX
Ancora Income Fund
5.24%4.09%4.57%4.77%4.52%4.46%5.68%3.96%4.36%5.69%6.40%6.99%
PCSIX
PACE Strategic Fixed Income Investments
5.18%4.76%5.66%5.03%3.47%3.71%5.62%3.50%3.39%2.66%4.23%3.55%

Frequently Asked Questions


AAIIX and PCSIX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AAIIX has higher volatility (1.26%) compared to PCSIX (1.08%). In terms of maximum drawdown, AAIIX dropped -98.01% vs PCSIX's -18.54%.

PCSIX currently has the higher Sharpe Ratio (1.43 vs 1.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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