PWTYX vs. DGIFX

Last updated Jun 4, 2026

PWTYX (UBS U.S. Allocation Fund) and DGIFX (Disciplined Growth Investors Fund) are both Diversified Portfolio funds. Over the past 10 years, PWTYX returned 9.98%/yr vs 12.45%/yr for DGIFX. Their correlation of 0.87 suggests significant overlap in exposure. PWTYX charges 0.70%/yr vs 0.78%/yr for DGIFX.

Performance

PWTYX vs. DGIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS U.S. Allocation Fund (PWTYX) and Disciplined Growth Investors Fund (DGIFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PWTYX achieves a 8.36% return, which is significantly lower than DGIFX's 17.45% return. Over the past 10 years, PWTYX has underperformed DGIFX with an annualized return of 9.98%, while DGIFX has yielded a comparatively higher 12.45% annualized return.

PWTYX

• 1D: 0.30%
• 1M: 4.19%
• YTD: 8.36%
• 6M: 8.57%
• 1Y: 22.84%
• 3Y*: 15.26%
• 5Y*: 8.06%
• 10Y*: 9.98%

DGIFX

• 1D: 0.76%
• 1M: 6.56%
• YTD: 17.45%
• 6M: 16.09%
• 1Y: 25.48%
• 3Y*: 17.88%
• 5Y*: 10.48%
• 10Y*: 12.45%

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

PWTYX vs. DGIFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PWTYX UBS U.S. Allocation Fund	8.36%	13.28%	14.01%	17.73%	-17.04%	16.19%	17.66%	23.75%	-7.80%	15.77%
DGIFX Disciplined Growth Investors Fund	17.45%	3.54%	21.13%	33.10%	-18.35%	9.59%	24.07%	23.97%	-2.39%	14.86%

Correlation

The correlation between PWTYX and DGIFX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (10Y) Calculated over the trailing 10-year period	0.86
Correlation (All Time) Calculated using the full available price history since Aug 15, 2011	0.87

The correlation between PWTYX and DGIFX shifts across timeframes, from 0.71 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.

Return for Risk

PWTYX vs. DGIFX — Risk / Return Rank

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

PWTYX

PWTYX Risk / Return Rank: 75
PWTYX Sharpe Ratio Rank: 79
PWTYX Sortino Ratio Rank: 79
PWTYX Omega Ratio Rank: 71
PWTYX Calmar Ratio Rank: 70
PWTYX Martin Ratio Rank: 75

DGIFX

DGIFX Risk / Return Rank: 38
DGIFX Sharpe Ratio Rank: 38
DGIFX Sortino Ratio Rank: 36
DGIFX Omega Ratio Rank: 34
DGIFX Calmar Ratio Rank: 45
DGIFX Martin Ratio Rank: 36

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.

PWTYX vs. DGIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS U.S. Allocation Fund (PWTYX) and Disciplined Growth Investors Fund (DGIFX). 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.

	PWTYX	DGIFX	Difference
Sharpe ratio: Return per unit of total volatility	2.58	1.80	+0.78
Sortino ratio: Return per unit of downside risk	3.74	2.50	+1.24
Omega ratio: Gain probability vs. loss probability	1.47	1.31	+0.16
Calmar ratio: Return relative to maximum drawdown	3.23	2.55	+0.68
Martin ratio: Return relative to average drawdown	14.14	7.92	+6.21
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PWTYX vs. DGIFX - Sharpe Ratio Comparison

The current PWTYX Sharpe Ratio is 2.58, which is higher than the DGIFX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of PWTYX and DGIFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PWTYX	DGIFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.58	1.80	+0.78
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.62	0.50	+0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.78	0.67	+0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.71	-0.17

Drawdowns

PWTYX vs. DGIFX - Drawdown Comparison

The maximum PWTYX drawdown since its inception was -51.86%, which is greater than DGIFX's maximum drawdown of -30.93%. Use the drawdown chart below to compare losses from any high point for PWTYX and DGIFX.

Drawdown Indicators

	PWTYX	DGIFX	Difference
Max Drawdown Largest peak-to-trough decline	-51.86%	-30.93%	-20.93%
Max Drawdown (1Y) Largest decline over 1 year	-7.87%	-10.91%	+3.04%
Max Drawdown (3Y) Largest decline over 3 years	-19.40%	-30.93%	+11.53%
Max Drawdown (5Y) Largest decline over 5 years	-21.84%	-30.93%	+9.09%
Max Drawdown (10Y) Largest decline over 10 years	-25.34%	-30.93%	+5.59%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-7.61%	-5.90%	-1.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.75%	3.50%	-1.75%

Volatility

PWTYX vs. DGIFX - Volatility Comparison

The current volatility for UBS U.S. Allocation Fund (PWTYX) is 2.99%, while Disciplined Growth Investors Fund (DGIFX) has a volatility of 4.23%. This indicates that PWTYX experiences smaller price fluctuations and is considered to be less risky than DGIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PWTYX	DGIFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.99%	4.23%	-1.24%
Volatility (6M) Calculated over the trailing 6-month period	8.14%	11.14%	-3.00%
Volatility (1Y) Calculated over the trailing 1-year period	9.86%	15.47%	-5.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.19%	21.11%	-7.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.94%	18.66%	-5.72%

PWTYX vs. DGIFX - Expense Ratio Comparison

PWTYX has a 0.70% expense ratio, which is lower than DGIFX's 0.78% expense ratio.

Dividends

PWTYX vs. DGIFX - Dividend Comparison

PWTYX's dividend yield for the trailing twelve months is around 8.66%, more than DGIFX's 7.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DGIFX Disciplined Growth Investors Fund	7.02%	8.29%	20.95%	2.78%	2.21%	11.12%	10.09%	3.53%	3.74%	4.29%	0.00%
PWTYX UBS U.S. Allocation Fund	8.66%	9.38%	8.32%	1.61%	9.95%	16.86%	5.85%	2.22%	11.82%	2.53%	0.68%

Frequently Asked Questions

Can I hold both PWTYX and DGIFX in my portfolio?

PWTYX and DGIFX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PWTYX or DGIFX?

DGIFX has higher volatility (4.23%) compared to PWTYX (2.99%). In terms of maximum drawdown, PWTYX dropped -51.86% vs DGIFX's -30.93%.

Which has better risk-adjusted returns?

PWTYX currently has the higher Sharpe Ratio (2.58 vs 1.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.