They are like the animals who fly. They do have built-in mechanisms that enable them to go up and down in the water. The downward pull is the gravity and the upward push of the buoyancy. The force of the buoyancy is equal to the weight of the fluid displaced by that object. So fishes use their swim bladder for them to be able to ascend.
Source: How do fish rise and sink in the water? | HowStuffWorks