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UDBPX vs. PCSVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UDBPX vs. PCSVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS Sustainable Development Bank Bond Fund (UDBPX) and PACE Small/Medium Co Value Equity Investments (PCSVX). The values are adjusted to include any dividend payments, if applicable.

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UDBPX vs. PCSVX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
PCSVX
PACE Small/Medium Co Value Equity Investments
-0.12%4.33%6.24%12.57%-13.44%25.68%12.13%25.80%-10.02%

Returns By Period

In the year-to-date period, UDBPX achieves a 0.17% return, which is significantly higher than PCSVX's -0.12% return.


UDBPX

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

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

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UDBPX vs. PCSVX - Expense Ratio Comparison

UDBPX has a 0.25% expense ratio, which is lower than PCSVX's 1.02% expense ratio.


Return for Risk

UDBPX vs. PCSVX — Risk / Return Rank

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

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

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
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.

UDBPX vs. PCSVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS Sustainable Development Bank Bond Fund (UDBPX) and PACE Small/Medium Co Value Equity Investments (PCSVX). 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.


UDBPXPCSVXDifference

Sharpe ratio

Return per unit of total volatility

1.28

0.61

+0.67

Sortino ratio

Return per unit of downside risk

1.93

1.02

+0.90

Omega ratio

Gain probability vs. loss probability

1.24

1.14

+0.10

Calmar ratio

Return relative to maximum drawdown

2.29

0.62

+1.67

Martin ratio

Return relative to average drawdown

6.96

2.31

+4.64

UDBPX vs. PCSVX - Sharpe Ratio Comparison

The current UDBPX Sharpe Ratio is 1.28, which is higher than the PCSVX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of UDBPX and PCSVX, 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


UDBPXPCSVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

0.61

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.13

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.36

+0.08

Correlation

The correlation between UDBPX and PCSVX is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

UDBPX vs. PCSVX - Dividend Comparison

UDBPX's dividend yield for the trailing twelve months is around 3.52%, which matches PCSVX's 3.55% yield.


TTM20252024202320222021202020192018201720162015
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%
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%

Drawdowns

UDBPX vs. PCSVX - Drawdown Comparison

The maximum UDBPX drawdown since its inception was -15.45%, smaller than the maximum PCSVX drawdown of -62.95%. Use the drawdown chart below to compare losses from any high point for UDBPX and PCSVX.


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Drawdown Indicators


UDBPXPCSVXDifference

Max Drawdown

Largest peak-to-trough decline

-15.45%

-62.95%

+47.50%

Max Drawdown (1Y)

Largest decline over 1 year

-1.94%

-15.21%

+13.27%

Max Drawdown (5Y)

Largest decline over 5 years

-14.55%

-34.96%

+20.41%

Max Drawdown (10Y)

Largest decline over 10 years

-46.65%

Current Drawdown

Current decline from peak

-1.32%

-15.18%

+13.86%

Average Drawdown

Average peak-to-trough decline

-5.20%

-10.61%

+5.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

4.42%

-3.78%

Volatility

UDBPX vs. PCSVX - Volatility Comparison

The current volatility for UBS Sustainable Development Bank Bond Fund (UDBPX) is 1.38%, while PACE Small/Medium Co Value Equity Investments (PCSVX) has a volatility of 4.85%. This indicates that UDBPX experiences smaller price fluctuations and is considered to be less risky than PCSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UDBPXPCSVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

4.85%

-3.47%

Volatility (6M)

Calculated over the trailing 6-month period

2.26%

11.58%

-9.32%

Volatility (1Y)

Calculated over the trailing 1-year period

3.83%

22.51%

-18.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.97%

22.35%

-17.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.52%

22.96%

-18.44%