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PCMNX vs. PCSGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCMNX vs. PCSGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PACE Municipal Fixed Income Investments (PCMNX) and PACE Small/Medium Co Growth Equity Investments (PCSGX). The values are adjusted to include any dividend payments, if applicable.

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PCMNX vs. PCSGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
PCSGX
PACE Small/Medium Co Growth Equity Investments
-9.66%2.00%12.20%15.89%-26.58%14.91%38.85%24.05%0.33%23.26%

Returns By Period

In the year-to-date period, PCMNX achieves a -0.51% return, which is significantly higher than PCSGX's -9.66% return. Over the past 10 years, PCMNX has underperformed PCSGX with an annualized return of 1.82%, while PCSGX has yielded a comparatively higher 9.03% annualized return.


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%

PCSGX

1D
-1.58%
1M
-9.66%
YTD
-9.66%
6M
-9.00%
1Y
3.82%
3Y*
3.83%
5Y*
-1.42%
10Y*
9.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PCMNX vs. PCSGX - Expense Ratio Comparison

PCMNX has a 0.57% expense ratio, which is lower than PCSGX's 1.03% expense ratio.


Return for Risk

PCMNX vs. PCSGX — Risk / Return Rank

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

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

PCSGX
PCSGX Risk / Return Rank: 77
Overall Rank
PCSGX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
PCSGX Sortino Ratio Rank: 1010
Sortino Ratio Rank
PCSGX Omega Ratio Rank: 99
Omega Ratio Rank
PCSGX Calmar Ratio Rank: 55
Calmar Ratio Rank
PCSGX Martin Ratio Rank: 55
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.

PCMNX vs. PCSGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PACE Municipal Fixed Income Investments (PCMNX) and PACE Small/Medium Co Growth Equity Investments (PCSGX). 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.


PCMNXPCSGXDifference

Sharpe ratio

Return per unit of total volatility

1.31

0.20

+1.11

Sortino ratio

Return per unit of downside risk

1.72

0.47

+1.24

Omega ratio

Gain probability vs. loss probability

1.38

1.06

+0.32

Calmar ratio

Return relative to maximum drawdown

0.58

-0.06

+0.64

Martin ratio

Return relative to average drawdown

1.91

-0.21

+2.13

PCMNX vs. PCSGX - Sharpe Ratio Comparison

The current PCMNX Sharpe Ratio is 1.31, which is higher than the PCSGX Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of PCMNX and PCSGX, 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


PCMNXPCSGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

0.20

+1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

-0.06

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.40

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

1.25

0.34

+0.91

Correlation

The correlation between PCMNX and PCSGX is -0.06. 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

PCMNX vs. PCSGX - Dividend Comparison

PCMNX's dividend yield for the trailing twelve months is around 2.82%, less than PCSGX's 7.09% yield.


TTM20252024202320222021202020192018201720162015
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%
PCSGX
PACE Small/Medium Co Growth Equity Investments
7.09%6.40%3.06%0.00%0.00%45.92%6.50%15.70%20.15%5.56%0.00%25.13%

Drawdowns

PCMNX vs. PCSGX - Drawdown Comparison

The maximum PCMNX drawdown since its inception was -11.62%, smaller than the maximum PCSGX drawdown of -74.84%. Use the drawdown chart below to compare losses from any high point for PCMNX and PCSGX.


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Drawdown Indicators


PCMNXPCSGXDifference

Max Drawdown

Largest peak-to-trough decline

-11.62%

-74.84%

+63.22%

Max Drawdown (1Y)

Largest decline over 1 year

-3.78%

-13.48%

+9.70%

Max Drawdown (5Y)

Largest decline over 5 years

-11.62%

-37.48%

+25.86%

Max Drawdown (10Y)

Largest decline over 10 years

-11.62%

-39.35%

+27.73%

Current Drawdown

Current decline from peak

-2.61%

-18.85%

+16.24%

Average Drawdown

Average peak-to-trough decline

-1.39%

-23.05%

+21.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.32%

4.57%

-3.25%

Volatility

PCMNX vs. PCSGX - Volatility Comparison

The current volatility for PACE Municipal Fixed Income Investments (PCMNX) is 1.00%, while PACE Small/Medium Co Growth Equity Investments (PCSGX) has a volatility of 6.48%. This indicates that PCMNX experiences smaller price fluctuations and is considered to be less risky than PCSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PCMNXPCSGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

6.48%

-5.48%

Volatility (6M)

Calculated over the trailing 6-month period

1.46%

14.42%

-12.96%

Volatility (1Y)

Calculated over the trailing 1-year period

3.85%

23.56%

-19.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.04%

22.77%

-19.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.34%

22.77%

-19.43%