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BNUEX vs. PCMNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BNUEX vs. PCMNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS International Sustainable Equity Fund (BNUEX) and PACE Municipal Fixed Income Investments (PCMNX). The values are adjusted to include any dividend payments, if applicable.

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BNUEX vs. PCMNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BNUEX
UBS International Sustainable Equity Fund
-4.27%29.10%6.62%15.40%-14.08%3.24%12.95%22.61%-16.73%31.21%
PCMNX
PACE Municipal Fixed Income Investments
-0.51%4.52%0.85%5.54%-7.30%0.70%4.63%7.32%0.85%4.71%

Returns By Period

In the year-to-date period, BNUEX achieves a -4.27% return, which is significantly lower than PCMNX's -0.51% return. Over the past 10 years, BNUEX has outperformed PCMNX with an annualized return of 8.05%, while PCMNX has yielded a comparatively lower 1.82% annualized return.


BNUEX

1D
1.00%
1M
-9.15%
YTD
-4.27%
6M
1.22%
1Y
17.82%
3Y*
12.40%
5Y*
5.80%
10Y*
8.05%

PCMNX

1D
0.08%
1M
-2.61%
YTD
-0.51%
6M
1.18%
1Y
4.40%
3Y*
2.64%
5Y*
0.75%
10Y*
1.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BNUEX vs. PCMNX - Expense Ratio Comparison

BNUEX has a 1.00% expense ratio, which is higher than PCMNX's 0.57% expense ratio.


Return for Risk

BNUEX vs. PCMNX — Risk / Return Rank

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

BNUEX
BNUEX Risk / Return Rank: 5151
Overall Rank
BNUEX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BNUEX Sortino Ratio Rank: 5858
Sortino Ratio Rank
BNUEX Omega Ratio Rank: 5757
Omega Ratio Rank
BNUEX Calmar Ratio Rank: 3737
Calmar Ratio Rank
BNUEX Martin Ratio Rank: 4747
Martin Ratio Rank

PCMNX
PCMNX Risk / Return Rank: 5454
Overall Rank
PCMNX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
PCMNX Sortino Ratio Rank: 6969
Sortino Ratio Rank
PCMNX Omega Ratio Rank: 8888
Omega Ratio Rank
PCMNX Calmar Ratio Rank: 2020
Calmar Ratio Rank
PCMNX Martin Ratio Rank: 1919
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.

BNUEX vs. PCMNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS International Sustainable Equity Fund (BNUEX) and PACE Municipal Fixed Income Investments (PCMNX). 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.


BNUEXPCMNXDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.31

-0.24

Sortino ratio

Return per unit of downside risk

1.52

1.72

-0.20

Omega ratio

Gain probability vs. loss probability

1.22

1.38

-0.16

Calmar ratio

Return relative to maximum drawdown

0.99

0.58

+0.41

Martin ratio

Return relative to average drawdown

4.67

1.91

+2.76

BNUEX vs. PCMNX - Sharpe Ratio Comparison

The current BNUEX Sharpe Ratio is 1.07, which is comparable to the PCMNX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of BNUEX and PCMNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BNUEXPCMNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.31

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.25

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.55

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

1.25

-0.94

Correlation

The correlation between BNUEX and PCMNX is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

BNUEX vs. PCMNX - Dividend Comparison

BNUEX's dividend yield for the trailing twelve months is around 2.03%, less than PCMNX's 2.82% yield.


TTM20252024202320222021202020192018201720162015
BNUEX
UBS International Sustainable Equity Fund
2.03%1.94%1.64%0.85%14.17%9.87%1.30%1.43%1.99%1.38%2.37%1.31%
PCMNX
PACE Municipal Fixed Income Investments
2.82%2.49%2.58%2.37%2.30%2.38%2.47%3.41%3.11%2.89%3.33%3.23%

Drawdowns

BNUEX vs. PCMNX - Drawdown Comparison

The maximum BNUEX drawdown since its inception was -61.03%, which is greater than PCMNX's maximum drawdown of -11.62%. Use the drawdown chart below to compare losses from any high point for BNUEX and PCMNX.


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Drawdown Indicators


BNUEXPCMNXDifference

Max Drawdown

Largest peak-to-trough decline

-61.03%

-11.62%

-49.41%

Max Drawdown (1Y)

Largest decline over 1 year

-11.70%

-3.78%

-7.92%

Max Drawdown (5Y)

Largest decline over 5 years

-30.49%

-11.62%

-18.87%

Max Drawdown (10Y)

Largest decline over 10 years

-36.07%

-11.62%

-24.45%

Current Drawdown

Current decline from peak

-9.15%

-2.61%

-6.54%

Average Drawdown

Average peak-to-trough decline

-12.10%

-1.39%

-10.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

1.32%

+1.98%

Volatility

BNUEX vs. PCMNX - Volatility Comparison

UBS International Sustainable Equity Fund (BNUEX) has a higher volatility of 5.43% compared to PACE Municipal Fixed Income Investments (PCMNX) at 1.00%. This indicates that BNUEX's price experiences larger fluctuations and is considered to be riskier than PCMNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNUEXPCMNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

1.00%

+4.43%

Volatility (6M)

Calculated over the trailing 6-month period

9.67%

1.46%

+8.21%

Volatility (1Y)

Calculated over the trailing 1-year period

16.78%

3.85%

+12.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.32%

3.04%

+12.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.04%

3.34%

+12.70%