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QGRPX vs. PCEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QGRPX vs. PCEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS US Quality Growth At Reasonable Price Fund (QGRPX) and PACE International Emerging Markets Equity Investments (PCEMX). The values are adjusted to include any dividend payments, if applicable.

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QGRPX vs. PCEMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
QGRPX
UBS US Quality Growth At Reasonable Price Fund
-11.21%15.51%25.13%35.52%-25.57%29.14%14.62%
PCEMX
PACE International Emerging Markets Equity Investments
3.14%36.75%4.15%10.33%-18.97%-1.79%23.56%

Returns By Period

In the year-to-date period, QGRPX achieves a -11.21% return, which is significantly lower than PCEMX's 3.14% return.


QGRPX

1D
3.61%
1M
-5.51%
YTD
-11.21%
6M
-10.79%
1Y
9.83%
3Y*
16.82%
5Y*
9.75%
10Y*

PCEMX

1D
2.90%
1M
-10.44%
YTD
3.14%
6M
7.40%
1Y
35.40%
3Y*
15.28%
5Y*
4.25%
10Y*
7.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QGRPX vs. PCEMX - Expense Ratio Comparison

QGRPX has a 0.50% expense ratio, which is lower than PCEMX's 1.20% expense ratio.


Return for Risk

QGRPX vs. PCEMX — Risk / Return Rank

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

QGRPX
QGRPX Risk / Return Rank: 1515
Overall Rank
QGRPX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
QGRPX Sortino Ratio Rank: 2121
Sortino Ratio Rank
QGRPX Omega Ratio Rank: 2020
Omega Ratio Rank
QGRPX Calmar Ratio Rank: 99
Calmar Ratio Rank
QGRPX Martin Ratio Rank: 99
Martin Ratio Rank

PCEMX
PCEMX Risk / Return Rank: 8787
Overall Rank
PCEMX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PCEMX Sortino Ratio Rank: 9090
Sortino Ratio Rank
PCEMX Omega Ratio Rank: 9090
Omega Ratio Rank
PCEMX Calmar Ratio Rank: 8484
Calmar Ratio Rank
PCEMX Martin Ratio Rank: 7979
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.

QGRPX vs. PCEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS US Quality Growth At Reasonable Price Fund (QGRPX) 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.


QGRPXPCEMXDifference

Sharpe ratio

Return per unit of total volatility

0.54

2.14

-1.60

Sortino ratio

Return per unit of downside risk

0.95

2.67

-1.72

Omega ratio

Gain probability vs. loss probability

1.13

1.42

-0.29

Calmar ratio

Return relative to maximum drawdown

0.21

2.32

-2.12

Martin ratio

Return relative to average drawdown

0.68

8.71

-8.04

QGRPX vs. PCEMX - Sharpe Ratio Comparison

The current QGRPX Sharpe Ratio is 0.54, which is lower than the PCEMX Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of QGRPX 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.


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Sharpe Ratios by Period


QGRPXPCEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

2.14

-1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.25

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.24

+0.39

Correlation

The correlation between QGRPX and PCEMX is 0.49, 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

QGRPX vs. PCEMX - Dividend Comparison

QGRPX's dividend yield for the trailing twelve months is around 6.94%, more than PCEMX's 4.76% yield.


TTM20252024202320222021202020192018201720162015
QGRPX
UBS US Quality Growth At Reasonable Price Fund
6.94%6.16%3.62%0.42%1.00%2.84%0.37%0.00%0.00%0.00%0.00%0.00%
PCEMX
PACE International Emerging Markets Equity Investments
4.76%4.91%1.22%1.44%2.52%11.70%1.10%1.04%1.84%1.16%1.09%1.09%

Drawdowns

QGRPX vs. PCEMX - Drawdown Comparison

The maximum QGRPX drawdown since its inception was -30.28%, smaller than the maximum PCEMX drawdown of -65.32%. Use the drawdown chart below to compare losses from any high point for QGRPX and PCEMX.


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Drawdown Indicators


QGRPXPCEMXDifference

Max Drawdown

Largest peak-to-trough decline

-30.28%

-65.32%

+35.04%

Max Drawdown (1Y)

Largest decline over 1 year

-17.45%

-14.42%

-3.03%

Max Drawdown (5Y)

Largest decline over 5 years

-30.28%

-36.66%

+6.38%

Max Drawdown (10Y)

Largest decline over 10 years

-39.17%

Current Drawdown

Current decline from peak

-14.47%

-11.94%

-2.53%

Average Drawdown

Average peak-to-trough decline

-7.65%

-20.98%

+13.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.30%

3.89%

+1.41%

Volatility

QGRPX vs. PCEMX - Volatility Comparison

The current volatility for UBS US Quality Growth At Reasonable Price Fund (QGRPX) is 6.13%, while PACE International Emerging Markets Equity Investments (PCEMX) has a volatility of 9.58%. This indicates that QGRPX 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.


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Volatility by Period


QGRPXPCEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.13%

9.58%

-3.45%

Volatility (6M)

Calculated over the trailing 6-month period

11.43%

13.62%

-2.19%

Volatility (1Y)

Calculated over the trailing 1-year period

21.16%

18.33%

+2.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.60%

17.12%

+2.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.43%

17.32%

+2.11%