PortfoliosLab logoPortfoliosLab logo
PSAIX vs. UDBPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSAIX vs. UDBPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Global Advantage Strategy Bond Fund (PSAIX) and UBS Sustainable Development Bank Bond Fund (UDBPX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PSAIX vs. UDBPX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PSAIX
PIMCO Global Advantage Strategy Bond Fund
-2.18%8.87%3.21%7.91%-11.07%1.11%7.76%8.94%0.57%
UDBPX
UBS Sustainable Development Bank Bond Fund
0.17%6.96%1.55%4.53%-10.41%-2.43%6.80%6.79%2.03%

Returns By Period

In the year-to-date period, PSAIX achieves a -2.18% return, which is significantly lower than UDBPX's 0.17% return.


PSAIX

1D
0.39%
1M
-4.23%
YTD
-2.18%
6M
-0.48%
1Y
4.26%
3Y*
5.01%
5Y*
1.66%
10Y*
3.32%

UDBPX

1D
0.52%
1M
-1.32%
YTD
0.17%
6M
1.08%
1Y
4.33%
3Y*
3.41%
5Y*
0.52%
10Y*
*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.


PSAIX vs. UDBPX - Expense Ratio Comparison

PSAIX has a 0.65% expense ratio, which is higher than UDBPX's 0.25% expense ratio.


Return for Risk

PSAIX vs. UDBPX — Risk / Return Rank

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

PSAIX
PSAIX Risk / Return Rank: 5656
Overall Rank
PSAIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
PSAIX Sortino Ratio Rank: 5959
Sortino Ratio Rank
PSAIX Omega Ratio Rank: 6060
Omega Ratio Rank
PSAIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
PSAIX Martin Ratio Rank: 5151
Martin Ratio Rank

UDBPX
UDBPX Risk / Return Rank: 7373
Overall Rank
UDBPX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
UDBPX Sortino Ratio Rank: 7676
Sortino Ratio Rank
UDBPX Omega Ratio Rank: 6060
Omega Ratio Rank
UDBPX Calmar Ratio Rank: 8787
Calmar Ratio Rank
UDBPX Martin Ratio Rank: 7373
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.

PSAIX vs. UDBPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Global Advantage Strategy Bond Fund (PSAIX) and UBS Sustainable Development Bank Bond Fund (UDBPX). 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.


PSAIXUDBPXDifference

Sharpe ratio

Return per unit of total volatility

1.19

1.28

-0.09

Sortino ratio

Return per unit of downside risk

1.56

1.93

-0.37

Omega ratio

Gain probability vs. loss probability

1.23

1.24

0.00

Calmar ratio

Return relative to maximum drawdown

1.07

2.29

-1.22

Martin ratio

Return relative to average drawdown

5.01

6.96

-1.94

PSAIX vs. UDBPX - Sharpe Ratio Comparison

The current PSAIX Sharpe Ratio is 1.19, which is comparable to the UDBPX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of PSAIX and UDBPX, 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


PSAIXUDBPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.28

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.11

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.45

+0.38

Correlation

The correlation between PSAIX and UDBPX is 0.60, 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

PSAIX vs. UDBPX - Dividend Comparison

PSAIX's dividend yield for the trailing twelve months is around 3.94%, more than UDBPX's 3.52% yield.


TTM20252024202320222021202020192018201720162015
PSAIX
PIMCO Global Advantage Strategy Bond Fund
3.94%4.22%3.66%3.14%4.10%4.61%2.20%2.79%2.43%1.83%2.03%2.52%
UDBPX
UBS Sustainable Development Bank Bond Fund
3.52%3.12%2.84%2.15%1.46%1.03%4.11%2.69%0.52%0.00%0.00%0.00%

Drawdowns

PSAIX vs. UDBPX - Drawdown Comparison

The maximum PSAIX drawdown since its inception was -15.35%, roughly equal to the maximum UDBPX drawdown of -15.45%. Use the drawdown chart below to compare losses from any high point for PSAIX and UDBPX.


Loading graphics...

Drawdown Indicators


PSAIXUDBPXDifference

Max Drawdown

Largest peak-to-trough decline

-15.35%

-15.45%

+0.10%

Max Drawdown (1Y)

Largest decline over 1 year

-4.61%

-1.94%

-2.67%

Max Drawdown (5Y)

Largest decline over 5 years

-15.35%

-14.55%

-0.80%

Max Drawdown (10Y)

Largest decline over 10 years

-15.35%

Current Drawdown

Current decline from peak

-4.23%

-1.32%

-2.91%

Average Drawdown

Average peak-to-trough decline

-3.32%

-5.20%

+1.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.64%

+0.35%

Volatility

PSAIX vs. UDBPX - Volatility Comparison

PIMCO Global Advantage Strategy Bond Fund (PSAIX) has a higher volatility of 2.37% compared to UBS Sustainable Development Bank Bond Fund (UDBPX) at 1.38%. This indicates that PSAIX's price experiences larger fluctuations and is considered to be riskier than UDBPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PSAIXUDBPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.37%

1.38%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

2.94%

2.26%

+0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

3.94%

3.83%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.83%

4.97%

-1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.60%

4.52%

-0.92%