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PCSIX vs. PCMNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCSIX vs. PCMNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PACE Strategic Fixed Income Investments (PCSIX) and PACE Municipal Fixed Income Investments (PCMNX). The values are adjusted to include any dividend payments, if applicable.

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PCSIX vs. PCMNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PCSIX
PACE Strategic Fixed Income Investments
-0.44%7.36%3.62%8.02%-13.84%-0.71%9.38%10.37%-1.17%5.46%
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%

Returns By Period

In the year-to-date period, PCSIX achieves a -0.44% return, which is significantly higher than PCMNX's -0.51% return. Over the past 10 years, PCSIX has outperformed PCMNX with an annualized return of 2.62%, while PCMNX has yielded a comparatively lower 1.82% annualized return.


PCSIX

1D
0.52%
1M
-2.07%
YTD
-0.44%
6M
0.59%
1Y
4.57%
3Y*
5.03%
5Y*
1.15%
10Y*
2.62%

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

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PCSIX vs. PCMNX - Expense Ratio Comparison

PCSIX has a 0.66% expense ratio, which is higher than PCMNX's 0.57% expense ratio.


Return for Risk

PCSIX vs. PCMNX — Risk / Return Rank

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

PCSIX
PCSIX Risk / Return Rank: 6060
Overall Rank
PCSIX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PCSIX Sortino Ratio Rank: 7070
Sortino Ratio Rank
PCSIX Omega Ratio Rank: 5757
Omega Ratio Rank
PCSIX Calmar Ratio Rank: 5959
Calmar Ratio Rank
PCSIX Martin Ratio Rank: 4747
Martin Ratio Rank

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
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.

PCSIX vs. PCMNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PACE Strategic Fixed Income Investments (PCSIX) and PACE Municipal Fixed Income Investments (PCMNX). 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.


PCSIXPCMNXDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.31

-0.10

Sortino ratio

Return per unit of downside risk

1.76

1.72

+0.04

Omega ratio

Gain probability vs. loss probability

1.22

1.38

-0.16

Calmar ratio

Return relative to maximum drawdown

1.39

0.58

+0.81

Martin ratio

Return relative to average drawdown

4.77

1.91

+2.86

PCSIX vs. PCMNX - Sharpe Ratio Comparison

The current PCSIX Sharpe Ratio is 1.21, which is comparable to the PCMNX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of PCSIX and PCMNX, 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


PCSIXPCMNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.31

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.25

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.55

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

1.25

-0.22

Correlation

The correlation between PCSIX and PCMNX is 0.54, 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

PCSIX vs. PCMNX - Dividend Comparison

PCSIX's dividend yield for the trailing twelve months is around 5.29%, more than PCMNX's 2.82% yield.


TTM20252024202320222021202020192018201720162015
PCSIX
PACE Strategic Fixed Income Investments
5.29%4.76%5.66%5.03%3.47%3.71%5.62%3.50%3.39%2.66%4.23%3.55%
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%

Drawdowns

PCSIX vs. PCMNX - Drawdown Comparison

The maximum PCSIX drawdown since its inception was -18.54%, which is greater than PCMNX's maximum drawdown of -11.62%. Use the drawdown chart below to compare losses from any high point for PCSIX and PCMNX.


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Drawdown Indicators


PCSIXPCMNXDifference

Max Drawdown

Largest peak-to-trough decline

-18.54%

-11.62%

-6.92%

Max Drawdown (1Y)

Largest decline over 1 year

-2.70%

-3.78%

+1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-18.54%

-11.62%

-6.92%

Max Drawdown (10Y)

Largest decline over 10 years

-18.54%

-11.62%

-6.92%

Current Drawdown

Current decline from peak

-2.07%

-2.61%

+0.54%

Average Drawdown

Average peak-to-trough decline

-2.48%

-1.39%

-1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

1.32%

-0.51%

Volatility

PCSIX vs. PCMNX - Volatility Comparison

PACE Strategic Fixed Income Investments (PCSIX) has a higher volatility of 1.47% compared to PACE Municipal Fixed Income Investments (PCMNX) at 1.00%. This indicates that PCSIX's price experiences larger fluctuations and is considered to be riskier than PCMNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PCSIXPCMNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

1.00%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

2.39%

1.46%

+0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

4.16%

3.85%

+0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.45%

3.04%

+2.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.83%

3.34%

+1.49%