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AYBLX vs. SYFFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AYBLX vs. SYFFX

Last updated Jun 23, 2026

AYBLX (Pioneer Balanced ESG Fund) and SYFFX (Pioneer Securitized Income Fund) are both mutual funds - AYBLX is a Diversified Portfolio fund managed by Amundi, while SYFFX is a Nontraditional Bonds fund managed by Amundi. Over the past 5 years, AYBLX returned 9.89%/yr vs 5.31%/yr for SYFFX. At a 0.17 correlation, their price movements are largely independent. Both charge a 0.65% expense ratio.

Performance

AYBLX vs. SYFFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pioneer Balanced ESG Fund (AYBLX) and Pioneer Securitized Income Fund (SYFFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AYBLX achieves a 14.22% return, which is significantly higher than SYFFX's 1.83% return.

AYBLX

1D
0.93%
1M
1.85%
YTD
14.22%
6M
14.00%
1Y
33.22%
3Y*
17.09%
5Y*
9.89%
10Y*
10.59%

SYFFX

1D
0.11%
1M
0.52%
YTD
1.83%
6M
2.37%
1Y
5.17%
3Y*
8.53%
5Y*
5.31%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

AYBLX vs. SYFFX - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
AYBLX
Pioneer Balanced ESG Fund		14.22%19.80%9.64%15.41%-14.39%15.48%12.92%1.58%
SYFFX
Pioneer Securitized Income Fund		1.83%6.83%9.33%13.51%-5.15%5.45%-3.68%0.50%

Correlation

The correlation between AYBLX and SYFFX is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.25

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

0.26

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

0.22

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2019

0.17

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Pioneer Balanced ESG Fund

Pioneer Securitized Income Fund

Often compared with AYBLX:
AYBLX vs. FSIRXAYBLX vs. MHELXAYBLX vs. FSRRXAYBLX vs. PINDXAYBLX vs. FCSRXAYBLX vs. FSRKXAYBLX vs. AVEFX
Often compared with SYFFX:
SYFFX vs. JBBBSYFFX vs. RDFISYFFX vs. PZRMXSYFFX vs. RCTIXSYFFX vs. PAAASYFFX vs. PIMIXSYFFX vs. JPIE

Return for Risk

AYBLX vs. SYFFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AYBLX
AYBLX Risk / Return Rank: 9494
Overall Rank
AYBLX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
AYBLX Sortino Ratio Rank: 9595
Sortino Ratio Rank
AYBLX Omega Ratio Rank: 9090
Omega Ratio Rank
AYBLX Calmar Ratio Rank: 9494
Calmar Ratio Rank
AYBLX Martin Ratio Rank: 9797
Martin Ratio Rank
SYFFX
SYFFX Risk / Return Rank: 7373
Overall Rank
SYFFX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SYFFX Sortino Ratio Rank: 9090
Sortino Ratio Rank
SYFFX Omega Ratio Rank: 9090
Omega Ratio Rank
SYFFX Calmar Ratio Rank: 8080
Calmar Ratio Rank
SYFFX Martin Ratio Rank: 4747
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.

AYBLX vs. SYFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pioneer Balanced ESG Fund (AYBLX) and Pioneer Securitized Income Fund (SYFFX). 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.

AYBLXSYFFXDifference
Sharpe ratioReturn per unit of total volatility
3.30
2.10

+1.20

Sortino ratioReturn per unit of downside risk
4.63
4.05

+0.58

Omega ratioGain probability vs. loss probability

1.61

1.62

-0.01

Calmar ratioReturn relative to maximum drawdown

5.12

3.42

+1.70

Martin ratioReturn relative to average drawdown

23.78

9.19

+14.59

AYBLX vs. SYFFX - Sharpe Ratio Comparison

The current AYBLX Sharpe Ratio is 3.30, which is higher than the SYFFX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of AYBLX and SYFFX, 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

AYBLX vs. SYFFX - Drawdown Comparison

The maximum AYBLX drawdown since its inception was -36.28%, smaller than the maximum SYFFX drawdown of -38.78%. Use the drawdown chart below to compare losses from any high point for AYBLX and SYFFX.

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Drawdown Indicators

AYBLXSYFFXDifference

Max Drawdown

Largest peak-to-trough decline

-36.28%

-38.78%

+2.50%

Max Drawdown (1Y)

Largest decline over 1 year

-6.41%

-1.55%

-4.86%

Max Drawdown (3Y)

Largest decline over 3 years

-13.39%

-1.55%

-11.84%

Max Drawdown (5Y)

Largest decline over 5 years

-20.26%

-6.11%

-14.15%

Max Drawdown (10Y)

Largest decline over 10 years

-24.24%

—

—

Current Drawdown

Current decline from peak

-0.32%

-0.21%

-0.11%

Average Drawdown

Average peak-to-trough decline

-3.78%

-3.88%

+0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

0.58%

+0.80%

Volatility

AYBLX vs. SYFFX - Volatility Comparison

Pioneer Balanced ESG Fund (AYBLX) has a higher volatility of 3.74% compared to Pioneer Securitized Income Fund (SYFFX) at 0.73%. This indicates that AYBLX's price experiences larger fluctuations and is considered to be riskier than SYFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

AYBLXSYFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

0.73%

+3.01%

Volatility (6M)

Calculated over the trailing 6-month period

7.86%

1.66%

+6.20%

Volatility (1Y)

Calculated over the trailing 1-year period

9.94%

2.52%

+7.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.13%

3.04%

+8.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.33%

8.75%

+2.58%

AYBLX vs. SYFFX - Expense Ratio Comparison

Both AYBLX and SYFFX have an expense ratio of 0.65%.

Dividends

AYBLX vs. SYFFX - Dividend Comparison

AYBLX's dividend yield for the trailing twelve months is around 3.24%, less than SYFFX's 6.45% yield.

PositionTTM20252024202320222021202020192018201720162015
AYBLX
Pioneer Balanced ESG Fund		3.24%3.58%2.59%1.76%3.23%8.61%4.12%6.03%9.97%9.42%2.63%4.14%
SYFFX
Pioneer Securitized Income Fund		6.45%6.62%6.94%8.07%5.96%2.48%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

AYBLX and SYFFX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AYBLX has higher volatility (3.74%) compared to SYFFX (0.73%). In terms of maximum drawdown, AYBLX dropped -36.28% vs SYFFX's -38.78%.

AYBLX currently has the higher Sharpe Ratio (3.30 vs 2.10), 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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