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UTBPX vs. PCLCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UTBPX vs. PCLCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS Multi Income Bond Fund (UTBPX) and PACE Large Co Growth Equity Investments (PCLCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UTBPX achieves a 1.61% return, which is significantly lower than PCLCX's 3.35% return. Over the past 10 years, UTBPX has underperformed PCLCX with an annualized return of 2.07%, while PCLCX has yielded a comparatively higher 14.97% annualized return.


UTBPX

1D
0.15%
1M
1.35%
YTD
1.61%
6M
1.91%
1Y
6.56%
3Y*
4.50%
5Y*
0.65%
10Y*
2.07%

PCLCX

1D
1.68%
1M
1.25%
YTD
3.35%
6M
2.53%
1Y
13.72%
3Y*
17.19%
5Y*
9.52%
10Y*
14.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UTBPX vs. PCLCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UTBPX
UBS Multi Income Bond Fund
1.61%6.60%1.67%6.67%-11.74%-1.49%6.51%10.62%-2.08%4.81%
PCLCX
PACE Large Co Growth Equity Investments
3.35%9.86%28.05%35.17%-28.18%20.18%39.70%31.99%-3.18%29.89%

Correlation

The correlation between UTBPX and PCLCX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since May 23, 2016

0.10

Over the past year, UTBPX and PCLCX have become more correlated (0.47) than their long-term average of 0.10, meaning their price movements have been converging.

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Return for Risk

UTBPX vs. PCLCX — Risk / Return Rank

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

UTBPX
UTBPX Risk / Return Rank: 4343
Overall Rank
UTBPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
UTBPX Sortino Ratio Rank: 4444
Sortino Ratio Rank
UTBPX Omega Ratio Rank: 4545
Omega Ratio Rank
UTBPX Calmar Ratio Rank: 4040
Calmar Ratio Rank
UTBPX Martin Ratio Rank: 4242
Martin Ratio Rank

PCLCX
PCLCX Risk / Return Rank: 1111
Overall Rank
PCLCX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
PCLCX Sortino Ratio Rank: 1313
Sortino Ratio Rank
PCLCX Omega Ratio Rank: 1313
Omega Ratio Rank
PCLCX Calmar Ratio Rank: 99
Calmar Ratio Rank
PCLCX Martin Ratio Rank: 99
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.

UTBPX vs. PCLCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS Multi Income Bond Fund (UTBPX) and PACE Large Co Growth Equity Investments (PCLCX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UTBPXPCLCXDifference
Sharpe ratioReturn per unit of total volatility

+0.80

Sortino ratioReturn per unit of downside risk

+1.23

Omega ratioGain probability vs. loss probability

1.34

1.17

+0.16

Calmar ratioReturn relative to maximum drawdown

2.30

0.83

+1.47

Martin ratioReturn relative to average drawdown

8.56

2.37

+6.19

UTBPX vs. PCLCX - Sharpe Ratio Comparison

The current UTBPX Sharpe Ratio is 1.74, which is higher than the PCLCX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of UTBPX and PCLCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

UTBPX vs. PCLCX - Drawdown Comparison

The maximum UTBPX drawdown since its inception was -16.84%, smaller than the maximum PCLCX drawdown of -63.98%. Use the drawdown chart below to compare losses from any high point for UTBPX and PCLCX.


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Drawdown Indicators


UTBPXPCLCXDifference

Max Drawdown

Largest peak-to-trough decline

-16.84%

-63.98%

+47.14%

Max Drawdown (1Y)

Largest decline over 1 year

-2.98%

-17.06%

+14.08%

Max Drawdown (3Y)

Largest decline over 3 years

-5.33%

-21.26%

+15.93%

Max Drawdown (5Y)

Largest decline over 5 years

-16.84%

-38.81%

+21.97%

Max Drawdown (10Y)

Largest decline over 10 years

-16.84%

-38.81%

+21.97%

Current Drawdown

Current decline from peak

-0.15%

-1.60%

+1.45%

Average Drawdown

Average peak-to-trough decline

-4.01%

-20.31%

+16.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

5.78%

-4.99%

Volatility

UTBPX vs. PCLCX - Volatility Comparison

The current volatility for UBS Multi Income Bond Fund (UTBPX) is 1.17%, while PACE Large Co Growth Equity Investments (PCLCX) has a volatility of 6.19%. This indicates that UTBPX experiences smaller price fluctuations and is considered to be less risky than PCLCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UTBPXPCLCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

6.19%

-5.02%

Volatility (6M)

Calculated over the trailing 6-month period

3.10%

12.07%

-8.97%

Volatility (1Y)

Calculated over the trailing 1-year period

3.95%

15.16%

-11.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.88%

37.00%

-32.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.36%

31.02%

-26.66%

UTBPX vs. PCLCX - Expense Ratio Comparison

UTBPX has a 1.72% expense ratio, which is higher than PCLCX's 0.88% expense ratio.


Dividends

UTBPX vs. PCLCX - Dividend Comparison

UTBPX's dividend yield for the trailing twelve months is around 4.63%, less than PCLCX's 19.99% yield.


PositionTTM20252024202320222021202020192018201720162015
PCLCX
PACE Large Co Growth Equity Investments
19.99%20.66%11.94%2.09%60.17%22.81%18.38%16.53%22.05%10.32%3.30%17.60%
UTBPX
UBS Multi Income Bond Fund
4.63%4.18%4.53%3.54%2.84%1.89%2.11%2.80%3.05%2.46%1.68%0.00%

Frequently Asked Questions


UTBPX and PCLCX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PCLCX has higher volatility (6.19%) compared to UTBPX (1.17%). In terms of maximum drawdown, UTBPX dropped -16.84% vs PCLCX's -63.98%.

UTBPX currently has the higher Sharpe Ratio (1.74 vs 0.94), 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.

Portfolio Optimizer

Find the right allocation for UTBPX and PCLCX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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