DMA vs. AYBLX
DMA (Dimensional Managed Account Fund) and AYBLX (Pioneer Balanced ESG Fund) are both Diversified Portfolio funds. Over the past 3 years, DMA returned 22.10%/yr vs 17.53%/yr for AYBLX. At a 0.30 correlation, their price movements are largely independent. DMA charges 0.03%/yr vs 0.65%/yr for AYBLX.
Performance
DMA vs. AYBLX - Performance Comparison
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Returns By Period
In the year-to-date period, DMA achieves a -10.88% return, which is significantly lower than AYBLX's 13.99% return.
DMA
- 1D
- -0.64%
- 1M
- 5.07%
- YTD
- -10.88%
- 6M
- -11.28%
- 1Y
- -1.92%
- 3Y*
- 22.10%
- 5Y*
- —
- 10Y*
- —
AYBLX
- 1D
- -0.21%
- 1M
- 1.64%
- YTD
- 13.99%
- 6M
- 13.54%
- 1Y
- 32.24%
- 3Y*
- 17.53%
- 5Y*
- 9.58%
- 10Y*
- 10.67%
DMA vs. AYBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DMA Dimensional Managed Account Fund | -10.88% | 16.89% | 41.06% | -3.81% | -37.55% |
AYBLX Pioneer Balanced ESG Fund | 13.99% | 19.80% | 9.64% | 15.41% | -14.15% |
Correlation
The correlation between DMA and AYBLX is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2022 | 0.30 |
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Return for Risk
DMA vs. AYBLX — Risk / Return Rank
DMA
AYBLX
DMA vs. AYBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Managed Account Fund (DMA) 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.
| DMA | AYBLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.46 | ||
| Sortino ratioReturn per unit of downside risk | -4.75 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.62 | -0.63 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 5.16 | -5.27 |
| Martin ratioReturn relative to average drawdown | -0.29 | 24.00 | -24.29 |
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Drawdowns
DMA vs. AYBLX - Drawdown Comparison
The maximum DMA drawdown since its inception was -53.24%, which is greater than AYBLX's maximum drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for DMA and AYBLX.
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Drawdown Indicators
| DMA | AYBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.24% | -36.28% | -16.96% |
Max Drawdown (1Y)Largest decline over 1 year | -18.34% | -6.41% | -11.93% |
Max Drawdown (3Y)Largest decline over 3 years | -18.34% | -13.39% | -4.95% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.26% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.24% | — |
Current DrawdownCurrent decline from peak | -12.47% | -0.52% | -11.95% |
Average DrawdownAverage peak-to-trough decline | -25.67% | -3.78% | -21.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.56% | 1.38% | +5.18% |
Volatility
DMA vs. AYBLX - Volatility Comparison
Dimensional Managed Account Fund (DMA) has a higher volatility of 8.23% compared to Pioneer Balanced ESG Fund (AYBLX) at 3.63%. This indicates that DMA'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.
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Volatility by Period
| DMA | AYBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.23% | 3.63% | +4.60% |
Volatility (6M)Calculated over the trailing 6-month period | 13.45% | 7.83% | +5.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.21% | 9.95% | +5.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.24% | 11.13% | +16.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.24% | 11.33% | +15.91% |
DMA vs. AYBLX - Expense Ratio Comparison
DMA has a 0.03% expense ratio, which is lower than AYBLX's 0.65% expense ratio.
Dividends
DMA vs. AYBLX - Dividend Comparison
DMA's dividend yield for the trailing twelve months is around 16.60%, more than AYBLX's 3.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DMA Dimensional Managed Account Fund | 16.60% | 9.42% | 3.83% | 5.22% | 10.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DMA and AYBLX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DMA has higher volatility (8.23%) compared to AYBLX (3.63%). In terms of maximum drawdown, DMA dropped -53.24% vs AYBLX's -36.28%.
AYBLX currently has the higher Sharpe Ratio (3.33 vs -0.13), 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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