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PCGTX vs. PWTYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCGTX vs. PWTYX - Performance Comparison

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

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PCGTX vs. PWTYX - 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%
PWTYX
UBS U.S. Allocation Fund
-5.56%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, PCGTX achieves a 2.45% return, which is significantly higher than PWTYX's -5.56% return. Over the past 10 years, PCGTX has underperformed PWTYX with an annualized return of 1.61%, while PWTYX has yielded a comparatively higher 8.64% 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%

PWTYX

1D
-0.20%
1M
-7.61%
YTD
-5.56%
6M
-3.44%
1Y
10.34%
3Y*
11.12%
5Y*
5.97%
10Y*
8.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PCGTX vs. PWTYX - Expense Ratio Comparison

PCGTX has a 0.73% expense ratio, which is higher than PWTYX's 0.70% expense ratio.


Return for Risk

PCGTX vs. PWTYX — 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

PWTYX
PWTYX Risk / Return Rank: 3838
Overall Rank
PWTYX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
PWTYX Sortino Ratio Rank: 4545
Sortino Ratio Rank
PWTYX Omega Ratio Rank: 4444
Omega Ratio Rank
PWTYX Calmar Ratio Rank: 2727
Calmar Ratio Rank
PWTYX Martin Ratio Rank: 3030
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. PWTYX - Risk-Adjusted Trends Comparison

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


PCGTXPWTYXDifference

Sharpe ratio

Return per unit of total volatility

1.39

0.90

+0.50

Sortino ratio

Return per unit of downside risk

2.24

1.32

+0.92

Omega ratio

Gain probability vs. loss probability

1.29

1.19

+0.10

Calmar ratio

Return relative to maximum drawdown

2.45

0.79

+1.66

Martin ratio

Return relative to average drawdown

7.00

3.21

+3.79

PCGTX vs. PWTYX - Sharpe Ratio Comparison

The current PCGTX Sharpe Ratio is 1.39, which is higher than the PWTYX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of PCGTX and PWTYX, 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


PCGTXPWTYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

0.90

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.46

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.68

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.51

+0.46

Correlation

The correlation between PCGTX and PWTYX is 0.03, 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

PCGTX vs. PWTYX - Dividend Comparison

PCGTX's dividend yield for the trailing twelve months is around 4.44%, less than PWTYX's 9.93% 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%
PWTYX
UBS U.S. Allocation Fund
9.93%9.38%8.32%1.61%9.95%16.86%5.85%2.22%11.82%2.53%0.68%0.00%

Drawdowns

PCGTX vs. PWTYX - Drawdown Comparison

The maximum PCGTX drawdown since its inception was -19.34%, smaller than the maximum PWTYX drawdown of -51.86%. Use the drawdown chart below to compare losses from any high point for PCGTX and PWTYX.


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Drawdown Indicators


PCGTXPWTYXDifference

Max Drawdown

Largest peak-to-trough decline

-19.34%

-51.86%

+32.52%

Max Drawdown (1Y)

Largest decline over 1 year

-3.10%

-8.66%

+5.56%

Max Drawdown (5Y)

Largest decline over 5 years

-19.20%

-21.84%

+2.64%

Max Drawdown (10Y)

Largest decline over 10 years

-19.34%

-25.34%

+6.00%

Current Drawdown

Current decline from peak

-1.85%

-7.87%

+6.02%

Average Drawdown

Average peak-to-trough decline

-1.86%

-7.65%

+5.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

2.53%

-1.44%

Volatility

PCGTX vs. PWTYX - Volatility Comparison

The current volatility for PACE Mortgage-Backed Securities Fixed Income Investments (PCGTX) is 2.13%, while UBS U.S. Allocation Fund (PWTYX) has a volatility of 3.64%. This indicates that PCGTX experiences smaller price fluctuations and is considered to be less risky than PWTYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PCGTXPWTYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.13%

3.64%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

4.13%

7.27%

-3.14%

Volatility (1Y)

Calculated over the trailing 1-year period

6.23%

12.91%

-6.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.10%

13.11%

-6.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.35%

12.88%

-7.53%