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PCGTX vs. PCSVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCGTX vs. PCSVX - 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 Small/Medium Co Value Equity Investments (PCSVX). The values are adjusted to include any dividend payments, if applicable.

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PCGTX vs. PCSVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
PCSVX
PACE Small/Medium Co Value Equity Investments
2.36%4.33%6.24%12.57%-13.44%25.68%12.13%25.80%-16.67%9.48%

Returns By Period

In the year-to-date period, PCGTX achieves a 2.74% return, which is significantly higher than PCSVX's 2.36% return. Over the past 10 years, PCGTX has underperformed PCSVX with an annualized return of 1.63%, while PCSVX has yielded a comparatively higher 7.74% annualized return.


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%

PCSVX

1D
2.48%
1M
-5.53%
YTD
2.36%
6M
4.25%
1Y
14.86%
3Y*
8.39%
5Y*
3.12%
10Y*
7.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PCGTX vs. PCSVX - Expense Ratio Comparison

PCGTX has a 0.73% expense ratio, which is lower than PCSVX's 1.02% expense ratio.


Return for Risk

PCGTX vs. PCSVX — Risk / Return Rank

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

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

PCSVX
PCSVX Risk / Return Rank: 2323
Overall Rank
PCSVX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
PCSVX Sortino Ratio Rank: 2929
Sortino Ratio Rank
PCSVX Omega Ratio Rank: 2525
Omega Ratio Rank
PCSVX Calmar Ratio Rank: 1818
Calmar Ratio Rank
PCSVX Martin Ratio Rank: 2020
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. PCSVX - 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 Small/Medium Co Value Equity Investments (PCSVX). 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.


PCGTXPCSVXDifference

Sharpe ratio

Return per unit of total volatility

1.43

0.73

+0.70

Sortino ratio

Return per unit of downside risk

2.29

1.18

+1.11

Omega ratio

Gain probability vs. loss probability

1.30

1.16

+0.14

Calmar ratio

Return relative to maximum drawdown

2.69

0.70

+1.98

Martin ratio

Return relative to average drawdown

7.64

2.61

+5.03

PCGTX vs. PCSVX - Sharpe Ratio Comparison

The current PCGTX Sharpe Ratio is 1.43, which is higher than the PCSVX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of PCGTX and PCSVX, 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


PCGTXPCSVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

0.73

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.14

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.34

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.37

+0.60

Correlation

The correlation between PCGTX and PCSVX 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

PCGTX vs. PCSVX - Dividend Comparison

PCGTX's dividend yield for the trailing twelve months is around 4.43%, more than PCSVX's 3.46% yield.


TTM20252024202320222021202020192018201720162015
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%
PCSVX
PACE Small/Medium Co Value Equity Investments
3.46%3.54%18.45%0.69%22.49%16.23%0.61%0.83%7.14%11.82%2.62%11.87%

Drawdowns

PCGTX vs. PCSVX - Drawdown Comparison

The maximum PCGTX drawdown since its inception was -19.34%, smaller than the maximum PCSVX drawdown of -62.95%. Use the drawdown chart below to compare losses from any high point for PCGTX and PCSVX.


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Drawdown Indicators


PCGTXPCSVXDifference

Max Drawdown

Largest peak-to-trough decline

-19.34%

-62.95%

+43.61%

Max Drawdown (1Y)

Largest decline over 1 year

-3.10%

-15.21%

+12.11%

Max Drawdown (5Y)

Largest decline over 5 years

-19.20%

-34.96%

+15.76%

Max Drawdown (10Y)

Largest decline over 10 years

-19.34%

-46.65%

+27.31%

Current Drawdown

Current decline from peak

-1.57%

-13.08%

+11.51%

Average Drawdown

Average peak-to-trough decline

-1.86%

-10.61%

+8.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

4.45%

-3.36%

Volatility

PCGTX vs. PCSVX - Volatility Comparison

The current volatility for PACE Mortgage-Backed Securities Fixed Income Investments (PCGTX) is 2.15%, while PACE Small/Medium Co Value Equity Investments (PCSVX) has a volatility of 5.51%. This indicates that PCGTX experiences smaller price fluctuations and is considered to be less risky than PCSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PCGTXPCSVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.15%

5.51%

-3.36%

Volatility (6M)

Calculated over the trailing 6-month period

4.14%

11.67%

-7.53%

Volatility (1Y)

Calculated over the trailing 1-year period

6.23%

22.60%

-16.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.10%

22.38%

-15.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.35%

22.97%

-17.62%