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PCSGX vs. VLEOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCSGX vs. VLEOX - Performance Comparison

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

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PCSGX vs. VLEOX - 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%
VLEOX
Value Line Small Cap Opportunities Fund
-1.31%6.27%14.23%22.01%-19.12%15.16%26.65%25.32%-4.97%17.66%

Returns By Period

In the year-to-date period, PCSGX achieves a -9.66% return, which is significantly lower than VLEOX's -1.31% return. Over the past 10 years, PCSGX has underperformed VLEOX with an annualized return of 9.03%, while VLEOX has yielded a comparatively higher 10.66% 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%

VLEOX

1D
-1.31%
1M
-9.46%
YTD
-1.31%
6M
0.46%
1Y
13.46%
3Y*
10.24%
5Y*
5.21%
10Y*
10.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PCSGX vs. VLEOX - Expense Ratio Comparison

PCSGX has a 1.03% expense ratio, which is lower than VLEOX's 1.16% expense ratio.


Return for Risk

PCSGX vs. VLEOX — 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

VLEOX
VLEOX Risk / Return Rank: 3333
Overall Rank
VLEOX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
VLEOX Sortino Ratio Rank: 3535
Sortino Ratio Rank
VLEOX Omega Ratio Rank: 2626
Omega Ratio Rank
VLEOX Calmar Ratio Rank: 4040
Calmar Ratio Rank
VLEOX Martin Ratio Rank: 3636
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. VLEOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PACE Small/Medium Co Growth Equity Investments (PCSGX) and Value Line Small Cap Opportunities Fund (VLEOX). 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.


PCSGXVLEOXDifference

Sharpe ratio

Return per unit of total volatility

0.20

0.69

-0.49

Sortino ratio

Return per unit of downside risk

0.47

1.16

-0.69

Omega ratio

Gain probability vs. loss probability

1.06

1.14

-0.08

Calmar ratio

Return relative to maximum drawdown

-0.06

1.04

-1.11

Martin ratio

Return relative to average drawdown

-0.21

3.84

-4.05

PCSGX vs. VLEOX - Sharpe Ratio Comparison

The current PCSGX Sharpe Ratio is 0.20, which is lower than the VLEOX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of PCSGX and VLEOX, 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


PCSGXVLEOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

0.69

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.27

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.54

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.53

-0.19

Correlation

The correlation between PCSGX and VLEOX is 0.92, 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.


Dividends

PCSGX vs. VLEOX - Dividend Comparison

PCSGX's dividend yield for the trailing twelve months is around 7.09%, more than VLEOX's 6.48% 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%
VLEOX
Value Line Small Cap Opportunities Fund
6.48%6.40%0.09%0.82%2.76%6.00%8.02%23.60%15.87%3.64%5.40%14.55%

Drawdowns

PCSGX vs. VLEOX - Drawdown Comparison

The maximum PCSGX drawdown since its inception was -74.84%, which is greater than VLEOX's maximum drawdown of -55.86%. Use the drawdown chart below to compare losses from any high point for PCSGX and VLEOX.


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Drawdown Indicators


PCSGXVLEOXDifference

Max Drawdown

Largest peak-to-trough decline

-74.84%

-55.86%

-18.98%

Max Drawdown (1Y)

Largest decline over 1 year

-13.48%

-10.86%

-2.62%

Max Drawdown (5Y)

Largest decline over 5 years

-37.48%

-30.68%

-6.80%

Max Drawdown (10Y)

Largest decline over 10 years

-39.35%

-35.30%

-4.05%

Current Drawdown

Current decline from peak

-18.85%

-10.58%

-8.27%

Average Drawdown

Average peak-to-trough decline

-23.05%

-9.52%

-13.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.57%

2.96%

+1.61%

Volatility

PCSGX vs. VLEOX - Volatility Comparison

PACE Small/Medium Co Growth Equity Investments (PCSGX) and Value Line Small Cap Opportunities Fund (VLEOX) have volatilities of 6.48% and 6.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PCSGXVLEOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.48%

6.26%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

14.42%

11.83%

+2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

23.56%

19.58%

+3.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.77%

19.24%

+3.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.77%

19.93%

+2.84%