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BPGLX vs. PCGTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BPGLX vs. PCGTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS Global Allocation Fund (BPGLX) and PACE Mortgage-Backed Securities Fixed Income Investments (PCGTX). The values are adjusted to include any dividend payments, if applicable.

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BPGLX vs. PCGTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BPGLX
UBS Global Allocation Fund
-1.90%19.02%8.56%9.69%-16.82%8.09%13.84%19.05%-7.56%17.08%
PCGTX
PACE Mortgage-Backed Securities Fixed Income Investments
2.74%7.84%0.98%5.12%-13.48%-0.61%5.75%6.55%0.17%2.83%

Returns By Period

In the year-to-date period, BPGLX achieves a -1.90% return, which is significantly lower than PCGTX's 2.74% return. Over the past 10 years, BPGLX has outperformed PCGTX with an annualized return of 6.68%, while PCGTX has yielded a comparatively lower 1.63% annualized return.


BPGLX

1D
2.45%
1M
-5.84%
YTD
-1.90%
6M
1.04%
1Y
16.65%
3Y*
11.03%
5Y*
3.98%
10Y*
6.68%

PCGTX

1D
0.28%
1M
-1.39%
YTD
2.74%
6M
4.32%
1Y
7.80%
3Y*
4.71%
5Y*
0.32%
10Y*
1.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BPGLX vs. PCGTX - Expense Ratio Comparison

BPGLX has a 0.95% expense ratio, which is higher than PCGTX's 0.73% expense ratio.


Return for Risk

BPGLX vs. PCGTX — Risk / Return Rank

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

BPGLX
BPGLX Risk / Return Rank: 7171
Overall Rank
BPGLX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
BPGLX Sortino Ratio Rank: 7979
Sortino Ratio Rank
BPGLX Omega Ratio Rank: 7777
Omega Ratio Rank
BPGLX Calmar Ratio Rank: 6161
Calmar Ratio Rank
BPGLX Martin Ratio Rank: 5959
Martin Ratio Rank

PCGTX
PCGTX Risk / Return Rank: 7777
Overall Rank
PCGTX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
PCGTX Sortino Ratio Rank: 8383
Sortino Ratio Rank
PCGTX Omega Ratio Rank: 7272
Omega Ratio Rank
PCGTX Calmar Ratio Rank: 8989
Calmar Ratio Rank
PCGTX Martin Ratio Rank: 6969
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.

BPGLX vs. PCGTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS Global Allocation Fund (BPGLX) and PACE Mortgage-Backed Securities Fixed Income Investments (PCGTX). 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.


BPGLXPCGTXDifference

Sharpe ratio

Return per unit of total volatility

1.52

1.43

+0.09

Sortino ratio

Return per unit of downside risk

2.12

2.29

-0.17

Omega ratio

Gain probability vs. loss probability

1.32

1.30

+0.02

Calmar ratio

Return relative to maximum drawdown

1.59

2.69

-1.10

Martin ratio

Return relative to average drawdown

6.21

7.64

-1.43

BPGLX vs. PCGTX - Sharpe Ratio Comparison

The current BPGLX Sharpe Ratio is 1.52, which is comparable to the PCGTX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of BPGLX and PCGTX, 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


BPGLXPCGTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

1.43

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.05

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.31

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.97

-0.48

Correlation

The correlation between BPGLX and PCGTX is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BPGLX vs. PCGTX - Dividend Comparison

BPGLX's dividend yield for the trailing twelve months is around 2.12%, less than PCGTX's 4.43% yield.


TTM20252024202320222021202020192018201720162015
BPGLX
UBS Global Allocation Fund
2.12%2.08%2.02%2.37%4.65%18.98%1.78%7.15%0.00%1.64%2.42%2.83%
PCGTX
PACE Mortgage-Backed Securities Fixed Income Investments
4.43%3.78%5.36%5.02%3.67%2.87%3.23%3.53%3.34%2.96%2.71%2.21%

Drawdowns

BPGLX vs. PCGTX - Drawdown Comparison

The maximum BPGLX drawdown since its inception was -53.03%, which is greater than PCGTX's maximum drawdown of -19.34%. Use the drawdown chart below to compare losses from any high point for BPGLX and PCGTX.


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Drawdown Indicators


BPGLXPCGTXDifference

Max Drawdown

Largest peak-to-trough decline

-53.03%

-19.34%

-33.69%

Max Drawdown (1Y)

Largest decline over 1 year

-8.99%

-3.10%

-5.89%

Max Drawdown (5Y)

Largest decline over 5 years

-22.24%

-19.20%

-3.04%

Max Drawdown (10Y)

Largest decline over 10 years

-23.37%

-19.34%

-4.03%

Current Drawdown

Current decline from peak

-6.69%

-1.57%

-5.12%

Average Drawdown

Average peak-to-trough decline

-5.81%

-1.86%

-3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

1.09%

+1.23%

Volatility

BPGLX vs. PCGTX - Volatility Comparison

UBS Global Allocation Fund (BPGLX) has a higher volatility of 5.36% compared to PACE Mortgage-Backed Securities Fixed Income Investments (PCGTX) at 2.15%. This indicates that BPGLX's price experiences larger fluctuations and is considered to be riskier than PCGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BPGLXPCGTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

2.15%

+3.21%

Volatility (6M)

Calculated over the trailing 6-month period

8.05%

4.14%

+3.91%

Volatility (1Y)

Calculated over the trailing 1-year period

12.19%

6.23%

+5.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.55%

7.10%

+3.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.76%

5.35%

+5.41%