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PCSGX vs. PASIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCSGX vs. PASIX - Performance Comparison

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

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PCSGX vs. PASIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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, PCSGX achieves a -9.66% return, which is significantly lower than PASIX's -0.69% return. Over the past 10 years, PCSGX has outperformed PASIX with an annualized return of 9.03%, while PASIX has yielded a comparatively lower 3.43% annualized return.


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%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PCSGX vs. PASIX - Expense Ratio Comparison

PCSGX has a 1.03% expense ratio, which is lower than PASIX's 1.88% expense ratio.


Return for Risk

PCSGX vs. PASIX — Risk / Return Rank

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

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

PASIX
PASIX Risk / Return Rank: 7575
Overall Rank
PASIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
PASIX Sortino Ratio Rank: 7676
Sortino Ratio Rank
PASIX Omega Ratio Rank: 7272
Omega Ratio Rank
PASIX Calmar Ratio Rank: 7474
Calmar Ratio Rank
PASIX Martin Ratio Rank: 7777
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.

PCSGX vs. PASIX - Risk-Adjusted Trends Comparison

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


PCSGXPASIXDifference

Sharpe ratio

Return per unit of total volatility

0.20

1.34

-1.14

Sortino ratio

Return per unit of downside risk

0.47

1.89

-1.42

Omega ratio

Gain probability vs. loss probability

1.06

1.27

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.06

1.70

-1.77

Martin ratio

Return relative to average drawdown

-0.21

7.40

-7.61

PCSGX vs. PASIX - Sharpe Ratio Comparison

The current PCSGX Sharpe Ratio is 0.20, which is lower than the PASIX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of PCSGX and PASIX, 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


PCSGXPASIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

1.34

-1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.80

-0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.69

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.35

-0.01

Correlation

The correlation between PCSGX and PASIX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PCSGX vs. PASIX - Dividend Comparison

PCSGX's dividend yield for the trailing twelve months is around 7.09%, less than PASIX's 11.01% yield.


TTM20252024202320222021202020192018201720162015
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%
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

PCSGX vs. PASIX - Drawdown Comparison

The maximum PCSGX drawdown since its inception was -74.84%, which is greater than PASIX's maximum drawdown of -32.27%. Use the drawdown chart below to compare losses from any high point for PCSGX and PASIX.


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Drawdown Indicators


PCSGXPASIXDifference

Max Drawdown

Largest peak-to-trough decline

-74.84%

-32.27%

-42.57%

Max Drawdown (1Y)

Largest decline over 1 year

-13.48%

-3.36%

-10.12%

Max Drawdown (5Y)

Largest decline over 5 years

-37.48%

-5.22%

-32.26%

Max Drawdown (10Y)

Largest decline over 10 years

-39.35%

-10.50%

-28.85%

Current Drawdown

Current decline from peak

-18.85%

-3.36%

-15.49%

Average Drawdown

Average peak-to-trough decline

-23.05%

-6.37%

-16.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.57%

0.77%

+3.80%

Volatility

PCSGX vs. PASIX - Volatility Comparison

PACE Small/Medium Co Growth Equity Investments (PCSGX) has a higher volatility of 6.48% compared to PACE Alternative Strategies Investments (PASIX) at 2.26%. This indicates that PCSGX'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


PCSGXPASIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.48%

2.26%

+4.22%

Volatility (6M)

Calculated over the trailing 6-month period

14.42%

3.59%

+10.83%

Volatility (1Y)

Calculated over the trailing 1-year period

23.56%

4.46%

+19.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.77%

5.01%

+17.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.77%

5.01%

+17.76%