AYBLX vs. HDOGX
AYBLX (Pioneer Balanced ESG Fund) and HDOGX (Hennessy Total Return Fund) are both Diversified Portfolio funds. Over the past 10 years, AYBLX returned 9.99%/yr vs 6.74%/yr for HDOGX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. AYBLX charges 0.65%/yr vs 1.77%/yr for HDOGX.
Performance
AYBLX vs. HDOGX - Performance Comparison
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Returns By Period
In the year-to-date period, AYBLX achieves a 12.02% return, which is significantly higher than HDOGX's 8.31% return. Over the past 10 years, AYBLX has outperformed HDOGX with an annualized return of 9.99%, while HDOGX has yielded a comparatively lower 6.74% annualized return.
AYBLX
- 1D
- 0.92%
- 1M
- -1.73%
- 6M
- 9.12%
- YTD
- 12.02%
- 1Y
- 26.17%
- 3Y*
- 15.47%
- 5Y*
- 8.78%
- 10Y*
- 9.99%
- ALL TIME*
- 7.79%
HDOGX
- 1D
- -0.64%
- 1M
- 0.97%
- 6M
- 5.34%
- YTD
- 8.31%
- 1Y
- 16.26%
- 3Y*
- 10.22%
- 5Y*
- 8.44%
- 10Y*
- 6.74%
- ALL TIME*
- 5.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
AYBLX vs. HDOGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AYBLX Pioneer Balanced ESG Fund | 12.02% | 19.80% | 9.64% | 15.41% | -14.39% | 15.48% | 12.92% | 22.22% | -4.43% | 15.19% |
HDOGX Hennessy Total Return Fund | 8.31% | 14.31% | 2.89% | 8.07% | 6.68% | 11.80% | -4.79% | 12.56% | 0.08% | 11.15% |
Correlation
The correlation between AYBLX and HDOGX is 0.18, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.18 |
Correlation (3Y) Balances recent behavior with more history. | 0.42 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.56 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jul 27, 1998 | 0.75 |
Over the past year, the correlation between AYBLX and HDOGX has dropped to 0.18 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.
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Return for Risk
AYBLX vs. HDOGX — Risk / Return Rank
AYBLX
HDOGX
AYBLX vs. HDOGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pioneer Balanced ESG Fund (AYBLX) and Hennessy Total Return Fund (HDOGX). 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.
| AYBLX | HDOGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.33 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.93 | 2.71 | +1.22 |
| Martin ratioReturn relative to average drawdown | 16.91 | 5.99 | +10.92 |
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Drawdowns
AYBLX vs. HDOGX - Drawdown Comparison
The maximum AYBLX drawdown since its inception was -36.28%, smaller than the maximum HDOGX drawdown of -53.25%. Use the drawdown chart below to compare losses from any high point for AYBLX and HDOGX.
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Drawdown Indicators
| AYBLX | HDOGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.28% | -53.25% | +16.97% |
Max Drawdown (1Y)Largest decline over 1 year | -6.41% | -5.67% | -0.74% |
Max Drawdown (3Y)Largest decline over 3 years | -13.39% | -7.97% | -5.42% |
Max Drawdown (5Y)Largest decline over 5 years | -20.26% | -14.84% | -5.42% |
Max Drawdown (10Y)Largest decline over 10 years | -24.24% | -25.37% | +1.13% |
Current DrawdownCurrent decline from peak | -2.40% | -1.21% | -1.19% |
Average DrawdownAverage peak-to-trough decline | -3.77% | -6.80% | +3.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | 2.57% | -1.08% |
Volatility
AYBLX vs. HDOGX - Volatility Comparison
The current volatility for Pioneer Balanced ESG Fund (AYBLX) is 2.35%, while Hennessy Total Return Fund (HDOGX) has a volatility of 3.75%. This indicates that AYBLX experiences smaller price fluctuations and is considered to be less risky than HDOGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AYBLX | HDOGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 3.75% | -1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 7.97% | 6.73% | +1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.14% | 8.52% | +1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.15% | 10.17% | +0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.33% | 11.73% | -0.40% |
AYBLX vs. HDOGX - Expense Ratio Comparison
AYBLX has a 0.65% expense ratio, which is lower than HDOGX's 1.77% expense ratio.
Dividends
AYBLX vs. HDOGX - Dividend Comparison
AYBLX's dividend yield for the trailing twelve months is around 3.30%, more than HDOGX's 2.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AYBLX Pioneer Balanced ESG Fund | 3.30% | 3.58% | 2.59% | 1.76% | 3.23% | 8.61% | 4.12% | 6.03% | 9.97% | 9.42% | 2.63% | 4.14% |
HDOGX Hennessy Total Return Fund | 2.01% | 2.17% | 3.80% | 7.55% | 11.88% | 1.35% | 8.29% | 1.72% | 4.91% | 12.76% | 1.17% | 11.07% |
Frequently Asked Questions
AYBLX and HDOGX have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HDOGX has higher volatility (3.75%) compared to AYBLX (2.35%). In terms of maximum drawdown, AYBLX dropped -36.28% vs HDOGX's -53.25%.
AYBLX currently has the higher Sharpe Ratio (2.49 vs 1.81), 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.
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