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PASIX vs. PCEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PASIX vs. PCEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PACE Alternative Strategies Investments (PASIX) and PACE International Emerging Markets Equity Investments (PCEMX). The values are adjusted to include any dividend payments, if applicable.

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PASIX vs. PCEMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PASIX
PACE Alternative Strategies Investments
-0.69%7.47%6.56%4.97%0.22%2.60%9.48%6.08%-5.41%3.71%
PCEMX
PACE International Emerging Markets Equity Investments
0.24%36.75%4.15%10.33%-18.97%-1.79%20.13%19.01%-16.42%34.14%

Returns By Period

In the year-to-date period, PASIX achieves a -0.69% return, which is significantly lower than PCEMX's 0.24% return. Over the past 10 years, PASIX has underperformed PCEMX with an annualized return of 3.43%, while PCEMX has yielded a comparatively higher 7.49% annualized return.


PASIX

1D
-0.20%
1M
-3.26%
YTD
-0.69%
6M
0.32%
1Y
5.82%
3Y*
6.29%
5Y*
3.98%
10Y*
3.43%

PCEMX

1D
-0.99%
1M
-14.42%
YTD
0.24%
6M
4.50%
1Y
32.08%
3Y*
14.19%
5Y*
3.97%
10Y*
7.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PASIX vs. PCEMX - Expense Ratio Comparison

PASIX has a 1.88% expense ratio, which is higher than PCEMX's 1.20% expense ratio.


Return for Risk

PASIX vs. PCEMX — Risk / Return Rank

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

PASIX
PASIX Risk / Return Rank: 7575
Overall Rank
PASIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
PASIX Sortino Ratio Rank: 7676
Sortino Ratio Rank
PASIX Omega Ratio Rank: 7272
Omega Ratio Rank
PASIX Calmar Ratio Rank: 7474
Calmar Ratio Rank
PASIX Martin Ratio Rank: 7777
Martin Ratio Rank

PCEMX
PCEMX Risk / Return Rank: 8787
Overall Rank
PCEMX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PCEMX Sortino Ratio Rank: 8686
Sortino Ratio Rank
PCEMX Omega Ratio Rank: 8585
Omega Ratio Rank
PCEMX Calmar Ratio Rank: 8888
Calmar Ratio Rank
PCEMX Martin Ratio Rank: 8585
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.

PASIX vs. PCEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PACE Alternative Strategies Investments (PASIX) and PACE International Emerging Markets Equity Investments (PCEMX). 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.


PASIXPCEMXDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.82

-0.48

Sortino ratio

Return per unit of downside risk

1.89

2.31

-0.41

Omega ratio

Gain probability vs. loss probability

1.27

1.36

-0.08

Calmar ratio

Return relative to maximum drawdown

1.70

2.34

-0.63

Martin ratio

Return relative to average drawdown

7.40

8.95

-1.55

PASIX vs. PCEMX - Sharpe Ratio Comparison

The current PASIX Sharpe Ratio is 1.34, which is comparable to the PCEMX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of PASIX and PCEMX, 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


PASIXPCEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.82

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.24

+0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.44

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.23

+0.12

Correlation

The correlation between PASIX and PCEMX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PASIX vs. PCEMX - Dividend Comparison

PASIX's dividend yield for the trailing twelve months is around 11.01%, more than PCEMX's 4.89% yield.


TTM20252024202320222021202020192018201720162015
PASIX
PACE Alternative Strategies Investments
11.01%10.93%7.96%3.57%2.42%6.45%4.82%0.00%2.89%0.00%0.00%2.14%
PCEMX
PACE International Emerging Markets Equity Investments
4.89%4.91%1.22%1.44%2.52%11.70%1.10%1.04%1.84%1.16%1.09%1.09%

Drawdowns

PASIX vs. PCEMX - Drawdown Comparison

The maximum PASIX drawdown since its inception was -32.27%, smaller than the maximum PCEMX drawdown of -65.32%. Use the drawdown chart below to compare losses from any high point for PASIX and PCEMX.


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Drawdown Indicators


PASIXPCEMXDifference

Max Drawdown

Largest peak-to-trough decline

-32.27%

-65.32%

+33.05%

Max Drawdown (1Y)

Largest decline over 1 year

-3.36%

-14.42%

+11.06%

Max Drawdown (5Y)

Largest decline over 5 years

-5.22%

-36.66%

+31.44%

Max Drawdown (10Y)

Largest decline over 10 years

-10.50%

-39.17%

+28.67%

Current Drawdown

Current decline from peak

-3.36%

-14.42%

+11.06%

Average Drawdown

Average peak-to-trough decline

-6.37%

-20.98%

+14.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

3.82%

-3.05%

Volatility

PASIX vs. PCEMX - Volatility Comparison

The current volatility for PACE Alternative Strategies Investments (PASIX) is 2.26%, while PACE International Emerging Markets Equity Investments (PCEMX) has a volatility of 8.92%. This indicates that PASIX experiences smaller price fluctuations and is considered to be less risky than PCEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PASIXPCEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.26%

8.92%

-6.66%

Volatility (6M)

Calculated over the trailing 6-month period

3.59%

13.34%

-9.75%

Volatility (1Y)

Calculated over the trailing 1-year period

4.46%

18.15%

-13.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.01%

17.07%

-12.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.01%

17.29%

-12.28%