PCLCX vs. PASIX
Compare and contrast key facts about PACE Large Co Growth Equity Investments (PCLCX) and PACE Alternative Strategies Investments (PASIX).
PCLCX is managed by UBS. It was launched on Aug 24, 1995. PASIX is managed by UBS. It was launched on Apr 9, 2006.
Performance
PCLCX vs. PASIX - Performance Comparison
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PCLCX vs. PASIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PCLCX PACE Large Co Growth Equity Investments | -12.90% | 9.86% | 28.05% | 35.17% | -28.18% | 20.18% | 39.70% | 31.99% | -3.18% | 29.89% |
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% |
Returns By Period
In the year-to-date period, PCLCX achieves a -12.90% return, which is significantly lower than PASIX's -0.69% return. Over the past 10 years, PCLCX has outperformed PASIX with an annualized return of 12.99%, while PASIX has yielded a comparatively lower 3.43% annualized return.
PCLCX
- 1D
- -0.35%
- 1M
- -8.67%
- YTD
- -12.90%
- 6M
- -14.31%
- 1Y
- 2.61%
- 3Y*
- 14.70%
- 5Y*
- 7.26%
- 10Y*
- 12.99%
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%
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PCLCX vs. PASIX - Expense Ratio Comparison
PCLCX has a 0.88% expense ratio, which is lower than PASIX's 1.88% expense ratio.
Return for Risk
PCLCX vs. PASIX — Risk / Return Rank
PCLCX
PASIX
PCLCX vs. PASIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PACE Large Co Growth Equity Investments (PCLCX) and PACE Alternative Strategies Investments (PASIX). 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.
| PCLCX | PASIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.16 | 1.34 | -1.18 |
Sortino ratioReturn per unit of downside risk | 0.37 | 1.89 | -1.52 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.27 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | -0.14 | 1.70 | -1.84 |
Martin ratioReturn relative to average drawdown | -0.41 | 7.40 | -7.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PCLCX | PASIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | 1.34 | -1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.80 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.69 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.35 | -0.01 |
Correlation
The correlation between PCLCX and PASIX is 0.73, 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
PCLCX vs. PASIX - Dividend Comparison
PCLCX's dividend yield for the trailing twelve months is around 23.71%, more than PASIX's 11.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PCLCX PACE Large Co Growth Equity Investments | 23.71% | 20.66% | 11.94% | 2.09% | 60.17% | 22.81% | 18.38% | 16.53% | 22.05% | 10.32% | 3.30% | 17.60% |
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% |
Drawdowns
PCLCX vs. PASIX - Drawdown Comparison
The maximum PCLCX drawdown since its inception was -63.98%, which is greater than PASIX's maximum drawdown of -32.27%. Use the drawdown chart below to compare losses from any high point for PCLCX and PASIX.
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Drawdown Indicators
| PCLCX | PASIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.98% | -32.27% | -31.71% |
Max Drawdown (1Y)Largest decline over 1 year | -17.06% | -3.36% | -13.70% |
Max Drawdown (5Y)Largest decline over 5 years | -38.81% | -5.22% | -33.59% |
Max Drawdown (10Y)Largest decline over 10 years | -38.81% | -10.50% | -28.31% |
Current DrawdownCurrent decline from peak | -17.06% | -3.36% | -13.70% |
Average DrawdownAverage peak-to-trough decline | -20.42% | -6.37% | -14.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.84% | 0.77% | +5.07% |
Volatility
PCLCX vs. PASIX - Volatility Comparison
PACE Large Co Growth Equity Investments (PCLCX) has a higher volatility of 4.64% compared to PACE Alternative Strategies Investments (PASIX) at 2.26%. This indicates that PCLCX's price experiences larger fluctuations and is considered to be riskier than PASIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PCLCX | PASIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.64% | 2.26% | +2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 10.72% | 3.59% | +7.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.41% | 4.46% | +14.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.94% | 5.01% | +31.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.96% | 5.01% | +25.95% |