PortfoliosLab logoPortfoliosLab logo
ETIMX vs. AYBLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETIMX vs. AYBLX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, ETIMX achieves a 10.81% return, which is significantly lower than AYBLX's 14.22% return. Over the past 10 years, ETIMX has underperformed AYBLX with an annualized return of 7.96%, while AYBLX has yielded a comparatively higher 10.59% annualized return.


ETIMX

1D
0.84%
1M
1.83%
YTD
10.81%
6M
10.45%
1Y
15.59%
3Y*
12.09%
5Y*
6.12%
10Y*
7.96%

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

ETIMX vs. AYBLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETIMX
Eventide Multi-Asset Income Fund
10.81%6.95%9.79%12.16%-15.28%16.26%18.42%19.88%-8.16%11.97%
AYBLX
Pioneer Balanced ESG Fund
14.22%19.80%9.64%15.41%-14.39%15.48%12.92%22.22%-4.43%15.19%

Correlation

The correlation between ETIMX and AYBLX is 0.81, 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

0.81

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

0.85

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

0.88

Correlation (10Y)
Calculated over the trailing 10-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.83

The correlation between ETIMX and AYBLX has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

ETIMX vs. AYBLX — Risk / Return Rank

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

ETIMX
ETIMX Risk / Return Rank: 5656
Overall Rank
ETIMX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ETIMX Sortino Ratio Rank: 4646
Sortino Ratio Rank
ETIMX Omega Ratio Rank: 4444
Omega Ratio Rank
ETIMX Calmar Ratio Rank: 7878
Calmar Ratio Rank
ETIMX Martin Ratio Rank: 6363
Martin Ratio Rank

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
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.

ETIMX vs. AYBLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eventide Multi-Asset Income Fund (ETIMX) 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.


ETIMXAYBLXDifference
Sharpe ratioReturn per unit of total volatility

-1.43

Sortino ratioReturn per unit of downside risk

-2.01

Omega ratioGain probability vs. loss probability

1.33

1.61

-0.27

Calmar ratioReturn relative to maximum drawdown

3.31

5.12

-1.81

Martin ratioReturn relative to average drawdown

11.68

23.78

-12.09

ETIMX vs. AYBLX - Sharpe Ratio Comparison

The current ETIMX Sharpe Ratio is 1.87, which is lower than the AYBLX Sharpe Ratio of 3.30. The chart below compares the historical Sharpe Ratios of ETIMX 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.


Loading charts...

Drawdowns

ETIMX vs. AYBLX - Drawdown Comparison

The maximum ETIMX drawdown since its inception was -22.79%, smaller than the maximum AYBLX drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for ETIMX and AYBLX.


Loading charts...

Drawdown Indicators


ETIMXAYBLXDifference

Max Drawdown

Largest peak-to-trough decline

-22.79%

-36.28%

+13.49%

Max Drawdown (1Y)

Largest decline over 1 year

-4.81%

-6.41%

+1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-11.14%

-13.39%

+2.25%

Max Drawdown (5Y)

Largest decline over 5 years

-20.58%

-20.26%

-0.32%

Max Drawdown (10Y)

Largest decline over 10 years

-22.79%

-24.24%

+1.45%

Current Drawdown

Current decline from peak

-0.13%

-0.32%

+0.19%

Average Drawdown

Average peak-to-trough decline

-4.15%

-3.78%

-0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.36%

1.38%

-0.02%

Volatility

ETIMX vs. AYBLX - Volatility Comparison

The current volatility for Eventide Multi-Asset Income Fund (ETIMX) is 3.35%, while Pioneer Balanced ESG Fund (AYBLX) has a volatility of 3.74%. This indicates that ETIMX experiences smaller price fluctuations and is considered to be less risky than AYBLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ETIMXAYBLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

3.74%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

7.00%

7.86%

-0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

8.50%

9.94%

-1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.81%

11.13%

-1.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.14%

11.33%

-1.19%

ETIMX vs. AYBLX - Expense Ratio Comparison

ETIMX has a 0.82% expense ratio, which is higher than AYBLX's 0.65% expense ratio.


Dividends

ETIMX vs. AYBLX - Dividend Comparison

ETIMX's dividend yield for the trailing twelve months is around 5.86%, more than AYBLX's 3.24% 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%
ETIMX
Eventide Multi-Asset Income Fund
5.86%6.38%1.86%1.63%2.95%5.86%2.00%2.90%4.29%4.40%2.66%0.00%

Frequently Asked Questions


ETIMX and AYBLX have a correlation of 0.81, 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 ETIMX (3.35%). In terms of maximum drawdown, ETIMX dropped -22.79% vs AYBLX's -36.28%.

AYBLX currently has the higher Sharpe Ratio (3.30 vs 1.87), 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.

Portfolio Optimizer

Find the right allocation for ETIMX and AYBLX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer