PortfoliosLab logoPortfoliosLab logo
PCSVX vs. PCEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCSVX vs. PCEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PACE Small/Medium Co Value Equity Investments (PCSVX) and PACE International Emerging Markets Equity Investments (PCEMX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PCSVX vs. PCEMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PCSVX
PACE Small/Medium Co Value Equity Investments
-0.12%4.33%6.24%12.57%-13.44%25.68%12.13%25.80%-16.67%9.48%
PCEMX
PACE International Emerging Markets Equity Investments
0.24%36.75%4.15%10.33%-18.97%-1.79%20.13%19.01%-16.42%34.14%

Returns By Period

In the year-to-date period, PCSVX achieves a -0.12% return, which is significantly lower than PCEMX's 0.24% return. Both investments have delivered pretty close results over the past 10 years, with PCSVX having a 7.48% annualized return and PCEMX not far ahead at 7.49%.


PCSVX

1D
-0.63%
1M
-8.44%
YTD
-0.12%
6M
1.96%
1Y
12.36%
3Y*
7.51%
5Y*
2.89%
10Y*
7.48%

PCEMX

1D
-0.99%
1M
-14.42%
YTD
0.24%
6M
4.50%
1Y
32.08%
3Y*
14.19%
5Y*
3.97%
10Y*
7.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PCSVX vs. PCEMX - Expense Ratio Comparison

PCSVX has a 1.02% expense ratio, which is lower than PCEMX's 1.20% expense ratio.


Return for Risk

PCSVX vs. PCEMX — Risk / Return Rank

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

PCSVX
PCSVX Risk / Return Rank: 2323
Overall Rank
PCSVX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
PCSVX Sortino Ratio Rank: 2727
Sortino Ratio Rank
PCSVX Omega Ratio Rank: 2323
Omega Ratio Rank
PCSVX Calmar Ratio Rank: 2121
Calmar Ratio Rank
PCSVX Martin Ratio Rank: 2222
Martin Ratio Rank

PCEMX
PCEMX Risk / Return Rank: 8787
Overall Rank
PCEMX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PCEMX Sortino Ratio Rank: 8686
Sortino Ratio Rank
PCEMX Omega Ratio Rank: 8585
Omega Ratio Rank
PCEMX Calmar Ratio Rank: 8888
Calmar Ratio Rank
PCEMX Martin Ratio Rank: 8585
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.

PCSVX vs. PCEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PACE Small/Medium Co Value Equity Investments (PCSVX) and PACE International Emerging Markets Equity Investments (PCEMX). 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.


PCSVXPCEMXDifference

Sharpe ratio

Return per unit of total volatility

0.61

1.82

-1.21

Sortino ratio

Return per unit of downside risk

1.02

2.31

-1.29

Omega ratio

Gain probability vs. loss probability

1.14

1.36

-0.22

Calmar ratio

Return relative to maximum drawdown

0.62

2.34

-1.72

Martin ratio

Return relative to average drawdown

2.31

8.95

-6.64

PCSVX vs. PCEMX - Sharpe Ratio Comparison

The current PCSVX Sharpe Ratio is 0.61, which is lower than the PCEMX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of PCSVX and PCEMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PCSVXPCEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

1.82

-1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.24

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.44

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.23

+0.13

Correlation

The correlation between PCSVX and PCEMX 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

PCSVX vs. PCEMX - Dividend Comparison

PCSVX's dividend yield for the trailing twelve months is around 3.55%, less than PCEMX's 4.89% yield.


TTM20252024202320222021202020192018201720162015
PCSVX
PACE Small/Medium Co Value Equity Investments
3.55%3.54%18.45%0.69%22.49%16.23%0.61%0.83%7.14%11.82%2.62%11.87%
PCEMX
PACE International Emerging Markets Equity Investments
4.89%4.91%1.22%1.44%2.52%11.70%1.10%1.04%1.84%1.16%1.09%1.09%

Drawdowns

PCSVX vs. PCEMX - Drawdown Comparison

The maximum PCSVX drawdown since its inception was -62.95%, roughly equal to the maximum PCEMX drawdown of -65.32%. Use the drawdown chart below to compare losses from any high point for PCSVX and PCEMX.


Loading graphics...

Drawdown Indicators


PCSVXPCEMXDifference

Max Drawdown

Largest peak-to-trough decline

-62.95%

-65.32%

+2.37%

Max Drawdown (1Y)

Largest decline over 1 year

-15.21%

-14.42%

-0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-34.96%

-36.66%

+1.70%

Max Drawdown (10Y)

Largest decline over 10 years

-46.65%

-39.17%

-7.48%

Current Drawdown

Current decline from peak

-15.18%

-14.42%

-0.76%

Average Drawdown

Average peak-to-trough decline

-10.61%

-20.98%

+10.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

3.82%

+0.60%

Volatility

PCSVX vs. PCEMX - Volatility Comparison

The current volatility for PACE Small/Medium Co Value Equity Investments (PCSVX) is 4.85%, while PACE International Emerging Markets Equity Investments (PCEMX) has a volatility of 8.92%. This indicates that PCSVX experiences smaller price fluctuations and is considered to be less risky than PCEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PCSVXPCEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

8.92%

-4.07%

Volatility (6M)

Calculated over the trailing 6-month period

11.58%

13.34%

-1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

22.51%

18.15%

+4.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.35%

17.07%

+5.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.96%

17.29%

+5.67%