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PCGTX vs. PCMNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCGTX vs. PCMNX - Performance Comparison

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

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PCGTX vs. PCMNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PCGTX
PACE Mortgage-Backed Securities Fixed Income Investments
2.45%7.84%0.98%5.12%-13.48%-0.61%5.75%6.55%0.17%2.83%
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, PCGTX achieves a 2.45% return, which is significantly higher than PCMNX's -0.51% return. Over the past 10 years, PCGTX has underperformed PCMNX with an annualized return of 1.61%, while PCMNX has yielded a comparatively higher 1.82% annualized return.


PCGTX

1D
0.76%
1M
-1.85%
YTD
2.45%
6M
4.22%
1Y
7.91%
3Y*
4.61%
5Y*
0.31%
10Y*
1.61%

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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PCGTX vs. PCMNX - Expense Ratio Comparison

PCGTX has a 0.73% expense ratio, which is higher than PCMNX's 0.57% expense ratio.


Return for Risk

PCGTX vs. PCMNX — Risk / Return Rank

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

PCGTX
PCGTX Risk / Return Rank: 8080
Overall Rank
PCGTX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
PCGTX Sortino Ratio Rank: 8585
Sortino Ratio Rank
PCGTX Omega Ratio Rank: 7575
Omega Ratio Rank
PCGTX Calmar Ratio Rank: 8989
Calmar Ratio Rank
PCGTX Martin Ratio Rank: 7373
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.

PCGTX vs. PCMNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PACE Mortgage-Backed Securities Fixed Income Investments (PCGTX) 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.


PCGTXPCMNXDifference

Sharpe ratio

Return per unit of total volatility

1.39

1.31

+0.08

Sortino ratio

Return per unit of downside risk

2.24

1.72

+0.52

Omega ratio

Gain probability vs. loss probability

1.29

1.38

-0.09

Calmar ratio

Return relative to maximum drawdown

2.45

0.58

+1.87

Martin ratio

Return relative to average drawdown

7.00

1.91

+5.09

PCGTX vs. PCMNX - Sharpe Ratio Comparison

The current PCGTX Sharpe Ratio is 1.39, which is comparable to the PCMNX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of PCGTX 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


PCGTXPCMNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.31

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.25

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.55

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

1.25

-0.28

Correlation

The correlation between PCGTX and PCMNX is 0.48, 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

PCGTX vs. PCMNX - Dividend Comparison

PCGTX's dividend yield for the trailing twelve months is around 4.44%, more than PCMNX's 2.82% yield.


TTM20252024202320222021202020192018201720162015
PCGTX
PACE Mortgage-Backed Securities Fixed Income Investments
4.44%3.78%5.36%5.02%3.67%2.87%3.23%3.53%3.34%2.96%2.71%2.21%
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

PCGTX vs. PCMNX - Drawdown Comparison

The maximum PCGTX drawdown since its inception was -19.34%, which is greater than PCMNX's maximum drawdown of -11.62%. Use the drawdown chart below to compare losses from any high point for PCGTX and PCMNX.


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Drawdown Indicators


PCGTXPCMNXDifference

Max Drawdown

Largest peak-to-trough decline

-19.34%

-11.62%

-7.72%

Max Drawdown (1Y)

Largest decline over 1 year

-3.10%

-3.78%

+0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-19.20%

-11.62%

-7.58%

Max Drawdown (10Y)

Largest decline over 10 years

-19.34%

-11.62%

-7.72%

Current Drawdown

Current decline from peak

-1.85%

-2.61%

+0.76%

Average Drawdown

Average peak-to-trough decline

-1.86%

-1.39%

-0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

1.32%

-0.23%

Volatility

PCGTX vs. PCMNX - Volatility Comparison

PACE Mortgage-Backed Securities Fixed Income Investments (PCGTX) has a higher volatility of 2.13% compared to PACE Municipal Fixed Income Investments (PCMNX) at 1.00%. This indicates that PCGTX'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


PCGTXPCMNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.13%

1.00%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

4.13%

1.46%

+2.67%

Volatility (1Y)

Calculated over the trailing 1-year period

6.23%

3.85%

+2.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.10%

3.04%

+4.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.35%

3.34%

+2.01%