BPGLX vs. PWTYX
Compare and contrast key facts about UBS Global Allocation Fund (BPGLX) and UBS U.S. Allocation Fund (PWTYX).
BPGLX is managed by UBS. It was launched on Aug 30, 1992. PWTYX is managed by UBS. It was launched on May 9, 1993.
Performance
BPGLX vs. PWTYX - Performance Comparison
Loading graphics...
BPGLX vs. PWTYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
PWTYX UBS U.S. Allocation Fund | -3.38% | 13.28% | 14.01% | 17.73% | -17.04% | 16.19% | 17.66% | 23.75% | -7.80% | 15.77% |
Returns By Period
In the year-to-date period, BPGLX achieves a -1.90% return, which is significantly higher than PWTYX's -3.38% return. Over the past 10 years, BPGLX has underperformed PWTYX with an annualized return of 6.68%, while PWTYX has yielded a comparatively higher 8.89% 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%
PWTYX
- 1D
- 2.31%
- 1M
- -4.93%
- YTD
- -3.38%
- 6M
- -1.56%
- 1Y
- 12.45%
- 3Y*
- 11.97%
- 5Y*
- 6.21%
- 10Y*
- 8.89%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BPGLX vs. PWTYX - Expense Ratio Comparison
BPGLX has a 0.95% expense ratio, which is higher than PWTYX's 0.70% expense ratio.
Return for Risk
BPGLX vs. PWTYX — Risk / Return Rank
BPGLX
PWTYX
BPGLX vs. PWTYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS Global Allocation Fund (BPGLX) and UBS U.S. Allocation Fund (PWTYX). 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.
| BPGLX | PWTYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 1.07 | +0.45 |
Sortino ratioReturn per unit of downside risk | 2.12 | 1.56 | +0.56 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.23 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.03 | +0.56 |
Martin ratioReturn relative to average drawdown | 6.21 | 4.19 | +2.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BPGLX | PWTYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 1.07 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.48 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.70 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.51 | -0.02 |
Correlation
The correlation between BPGLX and PWTYX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
BPGLX vs. PWTYX - Dividend Comparison
BPGLX's dividend yield for the trailing twelve months is around 2.12%, less than PWTYX's 9.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PWTYX UBS U.S. Allocation Fund | 9.71% | 9.38% | 8.32% | 1.61% | 9.95% | 16.86% | 5.85% | 2.22% | 11.82% | 2.53% | 0.68% | 0.00% |
Drawdowns
BPGLX vs. PWTYX - Drawdown Comparison
The maximum BPGLX drawdown since its inception was -53.03%, roughly equal to the maximum PWTYX drawdown of -51.86%. Use the drawdown chart below to compare losses from any high point for BPGLX and PWTYX.
Loading graphics...
Drawdown Indicators
| BPGLX | PWTYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.03% | -51.86% | -1.17% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -8.66% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -22.24% | -21.84% | -0.40% |
Max Drawdown (10Y)Largest decline over 10 years | -23.37% | -25.34% | +1.97% |
Current DrawdownCurrent decline from peak | -6.69% | -5.75% | -0.94% |
Average DrawdownAverage peak-to-trough decline | -5.81% | -7.65% | +1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 2.36% | -0.04% |
Volatility
BPGLX vs. PWTYX - Volatility Comparison
UBS Global Allocation Fund (BPGLX) has a higher volatility of 5.36% compared to UBS U.S. Allocation Fund (PWTYX) at 4.52%. This indicates that BPGLX's price experiences larger fluctuations and is considered to be riskier than PWTYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| BPGLX | PWTYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 4.52% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 8.05% | 7.59% | +0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 13.09% | -0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.55% | 13.15% | -2.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.76% | 12.90% | -2.14% |