AYBLX vs. SWBGX
AYBLX (Pioneer Balanced ESG Fund) and SWBGX (Schwab MarketTrack Balanced Portfolio™) are both Diversified Portfolio funds. Over the past 10 years, AYBLX returned 10.62%/yr vs 8.26%/yr for SWBGX. Their correlation of 0.91 suggests significant overlap in exposure. AYBLX charges 0.65%/yr vs 0.40%/yr for SWBGX.
Performance
AYBLX vs. SWBGX - Performance Comparison
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Returns By Period
In the year-to-date period, AYBLX achieves a 13.44% return, which is significantly higher than SWBGX's 6.47% return. Over the past 10 years, AYBLX has outperformed SWBGX with an annualized return of 10.62%, while SWBGX has yielded a comparatively lower 8.26% annualized return.
AYBLX
- 1D
- 0.42%
- 1M
- 0.30%
- YTD
- 13.44%
- 6M
- 12.73%
- 1Y
- 30.34%
- 3Y*
- 17.34%
- 5Y*
- 9.34%
- 10Y*
- 10.62%
SWBGX
- 1D
- 0.14%
- 1M
- -0.71%
- YTD
- 6.47%
- 6M
- 5.79%
- 1Y
- 15.85%
- 3Y*
- 12.85%
- 5Y*
- 6.36%
- 10Y*
- 8.26%
AYBLX vs. SWBGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AYBLX Pioneer Balanced ESG Fund | 13.44% | 19.80% | 9.64% | 15.41% | -14.39% | 15.48% | 12.92% | 22.22% | -4.43% | 15.19% |
SWBGX Schwab MarketTrack Balanced Portfolio™ | 6.47% | 14.73% | 9.10% | 14.99% | -14.35% | 12.85% | 10.50% | 18.56% | -5.43% | 12.70% |
Correlation
The correlation between AYBLX and SWBGX is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 1997 | 0.91 |
The correlation between AYBLX and SWBGX has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.
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Return for Risk
AYBLX vs. SWBGX — Risk / Return Rank
AYBLX
SWBGX
AYBLX vs. SWBGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pioneer Balanced ESG Fund (AYBLX) and Schwab MarketTrack Balanced Portfolio™ (SWBGX). 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 | SWBGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.12 | ||
| Sortino ratioReturn per unit of downside risk | +1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.36 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 4.76 | 2.66 | +2.09 |
| Martin ratioReturn relative to average drawdown | 22.03 | 11.39 | +10.63 |
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Drawdowns
AYBLX vs. SWBGX - Drawdown Comparison
The maximum AYBLX drawdown since its inception was -36.28%, smaller than the maximum SWBGX drawdown of -40.37%. Use the drawdown chart below to compare losses from any high point for AYBLX and SWBGX.
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Drawdown Indicators
| AYBLX | SWBGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.28% | -40.37% | +4.09% |
Max Drawdown (1Y)Largest decline over 1 year | -6.41% | -5.89% | -0.52% |
Max Drawdown (3Y)Largest decline over 3 years | -13.39% | -9.69% | -3.70% |
Max Drawdown (5Y)Largest decline over 5 years | -20.26% | -23.97% | +3.71% |
Max Drawdown (10Y)Largest decline over 10 years | -24.24% | -23.97% | -0.27% |
Current DrawdownCurrent decline from peak | -1.00% | -1.27% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -3.78% | -5.40% | +1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.38% | 1.37% | +0.01% |
Volatility
AYBLX vs. SWBGX - Volatility Comparison
Pioneer Balanced ESG Fund (AYBLX) has a higher volatility of 3.76% compared to Schwab MarketTrack Balanced Portfolio™ (SWBGX) at 3.00%. This indicates that AYBLX's price experiences larger fluctuations and is considered to be riskier than SWBGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AYBLX | SWBGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.76% | 3.00% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 7.88% | 6.54% | +1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.98% | 8.10% | +1.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.14% | 11.08% | +0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.32% | 10.96% | +0.36% |
AYBLX vs. SWBGX - Expense Ratio Comparison
AYBLX has a 0.65% expense ratio, which is higher than SWBGX's 0.40% expense ratio.
Dividends
AYBLX vs. SWBGX - Dividend Comparison
AYBLX's dividend yield for the trailing twelve months is around 3.26%, less than SWBGX's 7.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AYBLX Pioneer Balanced ESG Fund | 3.26% | 3.58% | 2.59% | 1.76% | 3.23% | 8.61% | 4.12% | 6.03% | 9.97% | 9.42% | 2.63% | 4.14% |
SWBGX Schwab MarketTrack Balanced Portfolio™ | 7.22% | 7.69% | 10.74% | 4.23% | 4.13% | 5.02% | 6.41% | 4.42% | 7.11% | 5.30% | 3.18% | 14.29% |
Frequently Asked Questions
With a correlation of 0.92, AYBLX and SWBGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
AYBLX has higher volatility (3.76%) compared to SWBGX (3.00%). In terms of maximum drawdown, AYBLX dropped -36.28% vs SWBGX's -40.37%.
AYBLX currently has the higher Sharpe Ratio (3.07 vs 1.94), 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.
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