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AOBLX vs. CBLAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AOBLX vs. CBLAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory Pioneer Balanced Fund Class A (AOBLX) and Columbia Balanced Fund Class A (CBLAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AOBLX achieves a 12.92% return, which is significantly higher than CBLAX's 5.81% return. Both investments have delivered pretty close results over the past 10 years, with AOBLX having a 9.94% annualized return and CBLAX not far behind at 9.54%.


AOBLX

1D
-0.63%
1M
-0.42%
6M
10.23%
YTD
12.92%
1Y
27.47%
3Y*
16.11%
5Y*
8.81%
10Y*
9.94%

CBLAX

1D
-0.67%
1M
1.13%
6M
4.78%
YTD
5.81%
1Y
13.29%
3Y*
13.53%
5Y*
7.44%
10Y*
9.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AOBLX vs. CBLAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AOBLX
Victory Pioneer Balanced Fund Class A
12.92%19.59%9.46%15.00%-14.64%15.10%13.15%21.75%-4.63%14.99%
CBLAX
Columbia Balanced Fund Class A
5.81%13.86%14.30%21.20%-16.84%14.64%17.59%22.75%-5.98%14.01%

Correlation

The correlation between AOBLX and CBLAX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.88

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

0.92

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

0.94

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

0.94

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2002

0.95

The correlation between AOBLX and CBLAX has been stable across timeframes, ranging from 0.88 to 0.95 - a consistent structural relationship.

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Return for Risk

AOBLX vs. CBLAX — Risk / Return Rank

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

AOBLX
AOBLX Risk / Return Rank: 9393
Overall Rank
AOBLX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
AOBLX Sortino Ratio Rank: 9292
Sortino Ratio Rank
AOBLX Omega Ratio Rank: 8888
Omega Ratio Rank
AOBLX Calmar Ratio Rank: 9494
Calmar Ratio Rank
AOBLX Martin Ratio Rank: 9797
Martin Ratio Rank

CBLAX
CBLAX Risk / Return Rank: 4747
Overall Rank
CBLAX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
CBLAX Sortino Ratio Rank: 4747
Sortino Ratio Rank
CBLAX Omega Ratio Rank: 4747
Omega Ratio Rank
CBLAX Calmar Ratio Rank: 4444
Calmar Ratio Rank
CBLAX Martin Ratio Rank: 5151
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.

AOBLX vs. CBLAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Pioneer Balanced Fund Class A (AOBLX) and Columbia Balanced Fund Class A (CBLAX). 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.


AOBLXCBLAXDifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+1.77

Omega ratioGain probability vs. loss probability

1.50

1.28

+0.22

Calmar ratioReturn relative to maximum drawdown

4.30

2.01

+2.29

Martin ratioReturn relative to average drawdown

19.75

8.20

+11.55

AOBLX vs. CBLAX - Sharpe Ratio Comparison

The current AOBLX Sharpe Ratio is 2.76, which is higher than the CBLAX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of AOBLX and CBLAX, 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

AOBLX vs. CBLAX - Drawdown Comparison

The maximum AOBLX drawdown since its inception was -36.70%, which is greater than CBLAX's maximum drawdown of -34.71%. Use the drawdown chart below to compare losses from any high point for AOBLX and CBLAX.


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Drawdown Indicators


AOBLXCBLAXDifference

Max Drawdown

Largest peak-to-trough decline

-36.70%

-34.71%

-1.99%

Max Drawdown (1Y)

Largest decline over 1 year

-6.42%

-6.69%

+0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-13.52%

-12.11%

-1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-20.48%

-21.05%

+0.57%

Max Drawdown (10Y)

Largest decline over 10 years

-24.31%

-22.75%

-1.56%

Current Drawdown

Current decline from peak

-1.52%

-0.85%

-0.67%

Average Drawdown

Average peak-to-trough decline

-3.80%

-3.54%

-0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

1.64%

-0.25%

Volatility

AOBLX vs. CBLAX - Volatility Comparison

Victory Pioneer Balanced Fund Class A (AOBLX) has a higher volatility of 3.10% compared to Columbia Balanced Fund Class A (CBLAX) at 2.94%. This indicates that AOBLX's price experiences larger fluctuations and is considered to be riskier than CBLAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AOBLXCBLAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.10%

2.94%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

7.96%

7.21%

+0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

10.03%

8.86%

+1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.17%

11.19%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.33%

11.36%

-0.03%

AOBLX vs. CBLAX - Expense Ratio Comparison

AOBLX has a 0.93% expense ratio, which is higher than CBLAX's 0.91% expense ratio.


Dividends

AOBLX vs. CBLAX - Dividend Comparison

AOBLX's dividend yield for the trailing twelve months is around 3.20%, less than CBLAX's 5.93% yield.


PositionTTM20252024202320222021202020192018201720162015
AOBLX
Victory Pioneer Balanced Fund Class A
3.20%3.48%2.28%1.52%2.97%8.33%4.31%5.78%9.70%9.22%2.51%3.97%
CBLAX
Columbia Balanced Fund Class A
5.93%6.16%7.55%1.60%5.07%8.98%5.07%3.91%5.53%2.55%1.35%3.78%

Frequently Asked Questions


AOBLX and CBLAX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AOBLX has higher volatility (3.10%) compared to CBLAX (2.94%). In terms of maximum drawdown, AOBLX dropped -36.70% vs CBLAX's -34.71%.

AOBLX currently has the higher Sharpe Ratio (2.76 vs 1.52), 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 AOBLX and CBLAX

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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