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PCLCX vs. PCSIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PCLCX vs. PCSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PACE Large Co Growth Equity Investments (PCLCX) and PACE Strategic Fixed Income Investments (PCSIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PCLCX achieves a -3.77% return, which is significantly lower than PCSIX's -0.46% return. Over the past 10 years, PCLCX has outperformed PCSIX with an annualized return of 13.53%, while PCSIX has yielded a comparatively lower 2.26% annualized return.


PCLCX

1D
3.33%
1M
-3.71%
6M
-1.68%
YTD
-3.77%
1Y
-0.40%
3Y*
12.75%
5Y*
6.68%
10Y*
13.53%
ALL TIME*
8.91%

PCSIX

1D
-0.09%
1M
-0.94%
6M
-0.80%
YTD
-0.46%
1Y
2.93%
3Y*
4.92%
5Y*
0.42%
10Y*
2.26%
ALL TIME*
5.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

PCLCX vs. PCSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PCLCX
PACE Large Co Growth Equity Investments
-3.77%9.86%28.05%35.17%-28.18%20.18%39.70%31.99%-3.18%29.89%
PCSIX
PACE Strategic Fixed Income Investments
-0.46%7.36%3.62%8.02%-13.84%-0.71%9.38%10.37%-1.17%5.46%

Correlation

The correlation between PCLCX and PCSIX is 0.34, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.34

Correlation (3Y)
Balances recent behavior with more history.

0.20

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.19

Correlation (10Y)
Provides a long-term view across more market conditions.

0.07

Correlation (All Time)
Calculated using the full available price history since Aug 18, 1995

-0.08

The correlation between PCLCX and PCSIX shifts across timeframes, from -0.08 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PCLCX vs. PCSIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PCLCX
PCLCX Risk / Return Rank: 44
Overall Rank
PCLCX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
PCLCX Sortino Ratio Rank: 44
Sortino Ratio Rank
PCLCX Omega Ratio Rank: 44
Omega Ratio Rank
PCLCX Calmar Ratio Rank: 44
Calmar Ratio Rank
PCLCX Martin Ratio Rank: 44
Martin Ratio Rank

PCSIX
PCSIX Risk / Return Rank: 2424
Overall Rank
PCSIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
PCSIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
PCSIX Omega Ratio Rank: 2323
Omega Ratio Rank
PCSIX Calmar Ratio Rank: 2727
Calmar Ratio Rank
PCSIX Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PCLCX vs. PCSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PACE Large Co Growth Equity Investments (PCLCX) and PACE Strategic Fixed Income Investments (PCSIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PCLCXPCSIXDifference
Sharpe ratioReturn per unit of total volatility

-0.89

Sortino ratioReturn per unit of downside risk

-1.22

Omega ratioGain probability vs. loss probability

1.01

1.15

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.02

1.25

-1.27

Martin ratioReturn relative to average drawdown

-0.04

3.20

-3.24

PCLCX vs. PCSIX - Sharpe Ratio Comparison

The current PCLCX Sharpe Ratio is -0.02, which is lower than the PCSIX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of PCLCX and PCSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PCLCX vs. PCSIX - Drawdown Comparison

The maximum PCLCX drawdown since its inception was -63.98%, which is greater than PCSIX's maximum drawdown of -18.54%. Use the drawdown chart below to compare losses from any high point for PCLCX and PCSIX.


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Drawdown Indicators


PCLCXPCSIXDifference

Max Drawdown

Largest peak-to-trough decline

-63.98%

-18.54%

-45.44%

Max Drawdown (1Y)

Largest decline over 1 year

-17.06%

-2.57%

-14.49%

Max Drawdown (3Y)

Largest decline over 3 years

-21.26%

-4.51%

-16.75%

Max Drawdown (5Y)

Largest decline over 5 years

-38.81%

-18.54%

-20.27%

Max Drawdown (10Y)

Largest decline over 10 years

-38.81%

-18.54%

-20.27%

Current Drawdown

Current decline from peak

-8.38%

-2.08%

-6.30%

Average Drawdown

Average peak-to-trough decline

-20.26%

-2.47%

-17.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.07%

0.98%

+5.09%

Volatility

PCLCX vs. PCSIX - Volatility Comparison

PACE Large Co Growth Equity Investments (PCLCX) has a higher volatility of 7.29% compared to PACE Strategic Fixed Income Investments (PCSIX) at 0.85%. This indicates that PCLCX's price experiences larger fluctuations and is considered to be riskier than PCSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PCLCXPCSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.29%

0.85%

+6.44%

Volatility (6M)

Calculated over the trailing 6-month period

13.90%

2.77%

+11.13%

Volatility (1Y)

Calculated over the trailing 1-year period

17.08%

3.67%

+13.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.17%

5.48%

+31.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.09%

4.85%

+26.24%

PCLCX vs. PCSIX - Expense Ratio Comparison

PCLCX has a 0.88% expense ratio, which is higher than PCSIX's 0.66% expense ratio.


Dividends

PCLCX vs. PCSIX - Dividend Comparison

PCLCX's dividend yield for the trailing twelve months is around 21.46%, more than PCSIX's 4.81% yield.


PositionTTM20252024202320222021202020192018201720162015
PCLCX
PACE Large Co Growth Equity Investments
21.46%20.66%11.94%2.09%60.17%22.81%18.38%16.53%22.05%10.32%3.30%17.60%
PCSIX
PACE Strategic Fixed Income Investments
4.81%4.76%5.66%5.03%3.47%3.71%5.62%3.50%3.39%2.66%4.23%3.55%

Frequently Asked Questions


PCLCX and PCSIX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PCLCX has higher volatility (7.29%) compared to PCSIX (0.85%). In terms of maximum drawdown, PCLCX dropped -63.98% vs PCSIX's -18.54%.

PCSIX currently has the higher Sharpe Ratio (0.88 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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