FEYAX vs. AYBLX
FEYAX (Fidelity Advisor Asset Manager 85% Fund Class A) and AYBLX (Pioneer Balanced ESG Fund) are both Diversified Portfolio funds. Over the past 10 years, FEYAX returned 11.85%/yr vs 10.67%/yr for AYBLX. Their correlation of 0.94 suggests significant overlap in exposure. FEYAX charges 1.00%/yr vs 0.65%/yr for AYBLX.
Performance
FEYAX vs. AYBLX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with FEYAX having a 14.03% return and AYBLX slightly lower at 13.99%. Over the past 10 years, FEYAX has outperformed AYBLX with an annualized return of 11.85%, while AYBLX has yielded a comparatively lower 10.67% annualized return.
FEYAX
- 1D
- -0.09%
- 1M
- 2.38%
- YTD
- 14.03%
- 6M
- 13.56%
- 1Y
- 29.37%
- 3Y*
- 18.64%
- 5Y*
- 9.44%
- 10Y*
- 11.85%
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%
FEYAX vs. AYBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FEYAX Fidelity Advisor Asset Manager 85% Fund Class A | 14.03% | 20.45% | 12.32% | 18.67% | -18.82% | 16.79% | 18.99% | 25.83% | -9.46% | 20.98% |
AYBLX Pioneer Balanced ESG Fund | 13.99% | 19.80% | 9.64% | 15.41% | -14.39% | 15.48% | 12.92% | 22.22% | -4.43% | 15.19% |
Correlation
The correlation between FEYAX 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 | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Sep 1, 2005 | 0.94 |
The correlation between FEYAX and AYBLX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.
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Return for Risk
FEYAX vs. AYBLX — Risk / Return Rank
FEYAX
AYBLX
FEYAX vs. AYBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Asset Manager 85% Fund Class A (FEYAX) 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.
| FEYAX | AYBLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.62 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.26 | 5.16 | -1.91 |
| Martin ratioReturn relative to average drawdown | 14.09 | 24.00 | -9.90 |
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Drawdowns
FEYAX vs. AYBLX - Drawdown Comparison
The maximum FEYAX drawdown since its inception was -52.90%, which is greater than AYBLX's maximum drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for FEYAX and AYBLX.
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Drawdown Indicators
| FEYAX | AYBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.90% | -36.28% | -16.62% |
Max Drawdown (1Y)Largest decline over 1 year | -9.37% | -6.41% | -2.96% |
Max Drawdown (3Y)Largest decline over 3 years | -15.40% | -13.39% | -2.01% |
Max Drawdown (5Y)Largest decline over 5 years | -26.20% | -20.26% | -5.94% |
Max Drawdown (10Y)Largest decline over 10 years | -31.01% | -24.24% | -6.77% |
Current DrawdownCurrent decline from peak | -0.09% | -0.52% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -7.27% | -3.78% | -3.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 1.38% | +0.78% |
Volatility
FEYAX vs. AYBLX - Volatility Comparison
Fidelity Advisor Asset Manager 85% Fund Class A (FEYAX) has a higher volatility of 5.36% compared to Pioneer Balanced ESG Fund (AYBLX) at 3.63%. This indicates that FEYAX'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
| FEYAX | AYBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 3.63% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 10.98% | 7.83% | +3.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.12% | 9.95% | +3.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.80% | 11.13% | +3.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.33% | 11.33% | +4.00% |
FEYAX vs. AYBLX - Expense Ratio Comparison
FEYAX has a 1.00% expense ratio, which is higher than AYBLX's 0.65% expense ratio.
Dividends
FEYAX vs. AYBLX - Dividend Comparison
FEYAX's dividend yield for the trailing twelve months is around 4.69%, 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% |
FEYAX Fidelity Advisor Asset Manager 85% Fund Class A | 4.69% | 5.35% | 3.19% | 1.10% | 4.85% | 2.95% | 1.75% | 5.30% | 5.34% | 2.33% | 0.29% | 4.55% |
Frequently Asked Questions
With a correlation of 0.91, FEYAX 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.
FEYAX has higher volatility (5.36%) compared to AYBLX (3.63%). In terms of maximum drawdown, FEYAX dropped -52.90% vs AYBLX's -36.28%.
AYBLX currently has the higher Sharpe Ratio (3.33 vs 2.33), 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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