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PCSGX vs. DOT-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between PCSGX and DOT-USD is 0.27, 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.


-0.50.00.51.00.3

Performance

PCSGX vs. DOT-USD - Performance Comparison

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

0.00%50.00%100.00%SeptemberOctoberNovemberDecember2025February
7.80%
9.02%
PCSGX
DOT-USD

Key characteristics

Sharpe Ratio

PCSGX:

0.64

DOT-USD:

-0.38

Sortino Ratio

PCSGX:

1.02

DOT-USD:

-0.04

Omega Ratio

PCSGX:

1.12

DOT-USD:

1.00

Calmar Ratio

PCSGX:

0.20

DOT-USD:

0.00

Martin Ratio

PCSGX:

2.33

DOT-USD:

-1.07

Ulcer Index

PCSGX:

5.13%

DOT-USD:

31.67%

Daily Std Dev

PCSGX:

18.47%

DOT-USD:

71.85%

Max Drawdown

PCSGX:

-78.57%

DOT-USD:

-93.24%

Current Drawdown

PCSGX:

-52.47%

DOT-USD:

-90.94%

Returns By Period

In the year-to-date period, PCSGX achieves a 3.31% return, which is significantly higher than DOT-USD's -26.32% return.


PCSGX

YTD

3.31%

1M

0.19%

6M

7.80%

1Y

8.55%

5Y*

-1.74%

10Y*

-2.47%

DOT-USD

YTD

-26.32%

1M

-30.60%

6M

9.02%

1Y

-37.73%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

PCSGX vs. DOT-USD — Risk-Adjusted Performance Rank

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

PCSGX
The Risk-Adjusted Performance Rank of PCSGX is 2222
Overall Rank
The Sharpe Ratio Rank of PCSGX is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of PCSGX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of PCSGX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of PCSGX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of PCSGX is 2929
Martin Ratio Rank

DOT-USD
The Risk-Adjusted Performance Rank of DOT-USD is 3737
Overall Rank
The Sharpe Ratio Rank of DOT-USD is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of DOT-USD is 3737
Sortino Ratio Rank
The Omega Ratio Rank of DOT-USD is 3737
Omega Ratio Rank
The Calmar Ratio Rank of DOT-USD is 3232
Calmar Ratio Rank
The Martin Ratio Rank of DOT-USD is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PCSGX vs. DOT-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PACE Small/Medium Co Growth Equity Investments (PCSGX) and Polkadot (DOT-USD). 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.


Sharpe ratio
The chart of Sharpe ratio for PCSGX, currently valued at 0.94, compared to the broader market-1.000.001.002.003.004.005.000.94-0.38
The chart of Sortino ratio for PCSGX, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43-0.04
The chart of Omega ratio for PCSGX, currently valued at 1.17, compared to the broader market1.002.003.004.001.171.00
The chart of Calmar ratio for PCSGX, currently valued at 0.10, compared to the broader market0.005.0010.0015.0020.000.100.00
The chart of Martin ratio for PCSGX, currently valued at 3.66, compared to the broader market0.0020.0040.0060.0080.003.66-1.07
PCSGX
DOT-USD

The current PCSGX Sharpe Ratio is 0.64, which is higher than the DOT-USD Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of PCSGX and DOT-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
0.94
-0.38
PCSGX
DOT-USD

Drawdowns

PCSGX vs. DOT-USD - Drawdown Comparison

The maximum PCSGX drawdown since its inception was -78.57%, smaller than the maximum DOT-USD drawdown of -93.24%. Use the drawdown chart below to compare losses from any high point for PCSGX and DOT-USD. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%SeptemberOctoberNovemberDecember2025February
-40.60%
-90.94%
PCSGX
DOT-USD

Volatility

PCSGX vs. DOT-USD - Volatility Comparison

The current volatility for PACE Small/Medium Co Growth Equity Investments (PCSGX) is 4.19%, while Polkadot (DOT-USD) has a volatility of 26.51%. This indicates that PCSGX experiences smaller price fluctuations and is considered to be less risky than DOT-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
4.19%
26.51%
PCSGX
DOT-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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