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

Correlation

The correlation between PCSGX and DOT-USD is 0.84, 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.

PCSGX vs. DOT-USD

Last updated May 30, 2025

Compare and contrast key facts about PACE Small/Medium Co Growth Equity Investments (PCSGX) and Polkadot (DOT-USD).

PCSGX is managed by UBS Asset Management. It was launched on Aug 24, 1995.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PCSGX or DOT-USD.

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.

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Key characteristics

Sharpe Ratio

PCSGX:

0.12

DOT-USD:

-0.44

Sortino Ratio

PCSGX:

0.27

DOT-USD:

0.92

Omega Ratio

PCSGX:

1.03

DOT-USD:

1.09

Calmar Ratio

PCSGX:

0.05

DOT-USD:

0.04

Martin Ratio

PCSGX:

0.16

DOT-USD:

0.33

Ulcer Index

PCSGX:

9.85%

DOT-USD:

43.62%

Daily Std Dev

PCSGX:

24.21%

DOT-USD:

71.30%

Max Drawdown

PCSGX:

-62.43%

DOT-USD:

-93.74%

Current Drawdown

PCSGX:

-17.88%

DOT-USD:

-91.51%

Returns By Period

In the year-to-date period, PCSGX achieves a -6.75% return, which is significantly higher than DOT-USD's -31.05% return.

PCSGX

YTD

-6.75%

1M

5.70%

6M

-13.12%

1Y

2.99%

3Y*

4.79%

5Y*

7.86%

10Y*

7.61%

DOT-USD

YTD

-31.05%

1M

10.34%

6M

-46.93%

1Y

-36.21%

3Y*

-22.90%

5Y*

N/A

10Y*

N/A

*Annualized

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PACE Small/Medium Co Growth Equity Investments

Polkadot

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 1515
Overall Rank
The Sharpe Ratio Rank of PCSGX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of PCSGX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of PCSGX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of PCSGX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of PCSGX is 1313
Martin Ratio Rank
DOT-USD
The Risk-Adjusted Performance Rank of DOT-USD is 4747
Overall Rank
The Sharpe Ratio Rank of DOT-USD is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of DOT-USD is 4747
Sortino Ratio Rank
The Omega Ratio Rank of DOT-USD is 4848
Omega Ratio Rank
The Calmar Ratio Rank of DOT-USD is 4949
Calmar Ratio Rank
The Martin Ratio Rank of DOT-USD is 5252
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.

The current PCSGX Sharpe Ratio is 0.12, which is higher than the DOT-USD Sharpe Ratio of -0.44. 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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

PCSGX vs. DOT-USD - Drawdown Comparison

The maximum PCSGX drawdown since its inception was -62.43%, smaller than the maximum DOT-USD drawdown of -93.74%. Use the drawdown chart below to compare losses from any high point for PCSGX and DOT-USD.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PCSGX vs. DOT-USD - Volatility Comparison

The current volatility for PACE Small/Medium Co Growth Equity Investments (PCSGX) is 6.29%, while Polkadot (DOT-USD) has a volatility of 23.37%. 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.

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