CMUVX vs. AYBLX

Last updated Jun 25, 2026

CMUVX (Catholic Responsible Investments Magnus 75/25 Fund) and AYBLX (Pioneer Balanced ESG Fund) are both Diversified Portfolio funds. Over the past 3 years, CMUVX returned 14.99%/yr vs 17.17%/yr for AYBLX. Their correlation of 0.94 suggests significant overlap in exposure. CMUVX charges 0.15%/yr vs 0.65%/yr for AYBLX.

Performance

CMUVX vs. AYBLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Catholic Responsible Investments Magnus 75/25 Fund (CMUVX) and Pioneer Balanced ESG Fund (AYBLX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CMUVX achieves a 7.63% return, which is significantly lower than AYBLX's 12.96% return.

CMUVX

• 1D: -1.42%
• 1M: 0.21%
• YTD: 7.63%
• 6M: 6.76%
• 1Y: 16.81%
• 3Y*: 14.99%
• 5Y*: —
• 10Y*: —

AYBLX

• 1D: -0.90%
• 1M: 0.72%
• YTD: 12.96%
• 6M: 12.26%
• 1Y: 29.79%
• 3Y*: 17.17%
• 5Y*: 9.27%
• 10Y*: 10.57%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CMUVX vs. AYBLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
CMUVX Catholic Responsible Investments Magnus 75/25 Fund	7.63%	14.69%	13.39%	19.07%	-17.54%	3.47%
AYBLX Pioneer Balanced ESG Fund	12.96%	19.80%	9.64%	15.41%	-14.39%	3.13%

Correlation

The correlation between CMUVX and AYBLX is 0.91, 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	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (All Time) Calculated using the full available price history since Dec 3, 2021	0.94

The correlation between CMUVX and AYBLX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

Return for Risk

CMUVX vs. AYBLX — Risk / Return Rank

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

CMUVX

CMUVX Risk / Return Rank: 50
CMUVX Sharpe Ratio Rank: 47
CMUVX Sortino Ratio Rank: 47
CMUVX Omega Ratio Rank: 47
CMUVX Calmar Ratio Rank: 49
CMUVX Martin Ratio Rank: 59

AYBLX

AYBLX Risk / Return Rank: 94
AYBLX Sharpe Ratio Rank: 97
AYBLX Sortino Ratio Rank: 94
AYBLX Omega Ratio Rank: 89
AYBLX Calmar Ratio Rank: 94
AYBLX Martin Ratio Rank: 97

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.

CMUVX vs. AYBLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Catholic Responsible Investments Magnus 75/25 Fund (CMUVX) and Pioneer Balanced ESG Fund (AYBLX). 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.

	CMUVX	AYBLX	Difference
Sharpe ratio: Return per unit of total volatility	1.77	3.13	-1.36
Sortino ratio: Return per unit of downside risk	2.48	4.40	-1.92
Omega ratio: Gain probability vs. loss probability	1.32	1.57	-0.25
Calmar ratio: Return relative to maximum drawdown	2.42	4.87	-2.45
Martin ratio: Return relative to average drawdown	10.40	22.57	-12.17

CMUVX vs. AYBLX - Sharpe Ratio Comparison

The current CMUVX Sharpe Ratio is 1.77, which is lower than the AYBLX Sharpe Ratio of 3.13. The chart below compares the historical Sharpe Ratios of CMUVX and AYBLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CMUVX vs. AYBLX - Drawdown Comparison

The maximum CMUVX drawdown since its inception was -23.51%, smaller than the maximum AYBLX drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for CMUVX and AYBLX.

Drawdown Indicators

	CMUVX	AYBLX	Difference
Max Drawdown Largest peak-to-trough decline	-23.51%	-36.28%	+12.77%
Max Drawdown (1Y) Largest decline over 1 year	-7.59%	-6.41%	-1.18%
Max Drawdown (3Y) Largest decline over 3 years	-14.12%	-13.39%	-0.73%
Max Drawdown (5Y) Largest decline over 5 years	—	-20.26%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-24.24%	—
Current Drawdown Current decline from peak	-1.72%	-1.42%	-0.30%
Average Drawdown Average peak-to-trough decline	-6.21%	-3.78%	-2.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.76%	1.38%	+0.38%

Volatility

CMUVX vs. AYBLX - Volatility Comparison

Catholic Responsible Investments Magnus 75/25 Fund (CMUVX) has a higher volatility of 4.20% compared to Pioneer Balanced ESG Fund (AYBLX) at 3.76%. This indicates that CMUVX's price experiences larger fluctuations and is considered to be riskier than AYBLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CMUVX	AYBLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.20%	3.76%	+0.44%
Volatility (6M) Calculated over the trailing 6-month period	8.44%	7.89%	+0.55%
Volatility (1Y) Calculated over the trailing 1-year period	10.40%	9.98%	+0.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.20%	11.14%	+2.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.20%	11.33%	+1.87%

CMUVX vs. AYBLX - Expense Ratio Comparison

CMUVX has a 0.15% expense ratio, which is lower than AYBLX's 0.65% expense ratio.

Dividends

CMUVX vs. AYBLX - Dividend Comparison

CMUVX's dividend yield for the trailing twelve months is around 33.58%, more than AYBLX's 3.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AYBLX Pioneer Balanced ESG Fund	3.27%	3.58%	2.59%	1.76%	3.23%	8.61%	4.12%	6.03%	9.97%	9.42%	2.63%	4.14%
CMUVX Catholic Responsible Investments Magnus 75/25 Fund	33.58%	36.14%	2.54%	2.03%	2.47%	0.06%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CMUVX and AYBLX in my portfolio?

With a correlation of 0.91, CMUVX and AYBLX 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.

Which is riskier, CMUVX or AYBLX?

CMUVX has higher volatility (4.20%) compared to AYBLX (3.76%). In terms of maximum drawdown, CMUVX dropped -23.51% vs AYBLX's -36.28%.

Which has better risk-adjusted returns?

AYBLX currently has the higher Sharpe Ratio (3.13 vs 1.77), 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.