FPURX vs. AYBLX
FPURX (Fidelity Puritan Fund) and AYBLX (Pioneer Balanced ESG Fund) are both Diversified Portfolio funds. Over the past 10 years, FPURX returned 11.85%/yr vs 10.67%/yr for AYBLX. Their correlation of 0.93 suggests significant overlap in exposure. FPURX charges 0.50%/yr vs 0.65%/yr for AYBLX.
Performance
FPURX vs. AYBLX - Performance Comparison
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Returns By Period
In the year-to-date period, FPURX achieves a 10.65% return, which is significantly lower than AYBLX's 13.99% return. Over the past 10 years, FPURX has outperformed AYBLX with an annualized return of 11.85%, while AYBLX has yielded a comparatively lower 10.67% annualized return.
FPURX
- 1D
- -0.66%
- 1M
- 2.43%
- YTD
- 10.65%
- 6M
- 9.85%
- 1Y
- 22.93%
- 3Y*
- 17.01%
- 5Y*
- 9.50%
- 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%
FPURX vs. AYBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FPURX Fidelity Puritan Fund | 10.65% | 12.22% | 18.94% | 20.20% | -17.35% | 18.92% | 20.58% | 21.27% | -4.18% | 18.28% |
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 FPURX and AYBLX is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 1997 | 0.93 |
The correlation between FPURX and AYBLX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
FPURX vs. AYBLX — Risk / Return Rank
FPURX
AYBLX
FPURX vs. AYBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Puritan Fund (FPURX) 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.
| FPURX | AYBLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.62 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 5.16 | -1.88 |
| Martin ratioReturn relative to average drawdown | 14.30 | 24.00 | -9.70 |
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Drawdowns
FPURX vs. AYBLX - Drawdown Comparison
The maximum FPURX drawdown since its inception was -31.76%, smaller than the maximum AYBLX drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for FPURX and AYBLX.
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Drawdown Indicators
| FPURX | AYBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.76% | -36.28% | +4.52% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -6.41% | -0.83% |
Max Drawdown (3Y)Largest decline over 3 years | -16.51% | -13.39% | -3.12% |
Max Drawdown (5Y)Largest decline over 5 years | -22.53% | -20.26% | -2.27% |
Max Drawdown (10Y)Largest decline over 10 years | -23.93% | -24.24% | +0.31% |
Current DrawdownCurrent decline from peak | -0.97% | -0.52% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -3.78% | -0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.66% | 1.38% | +0.28% |
Volatility
FPURX vs. AYBLX - Volatility Comparison
Fidelity Puritan Fund (FPURX) has a higher volatility of 4.58% compared to Pioneer Balanced ESG Fund (AYBLX) at 3.63%. This indicates that FPURX'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
| FPURX | AYBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 3.63% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 8.75% | 7.83% | +0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.63% | 9.95% | +0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.41% | 11.13% | +2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.17% | 11.33% | +1.84% |
FPURX vs. AYBLX - Expense Ratio Comparison
FPURX has a 0.50% expense ratio, which is lower than AYBLX's 0.65% expense ratio.
Dividends
FPURX vs. AYBLX - Dividend Comparison
FPURX's dividend yield for the trailing twelve months is around 6.17%, 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% |
FPURX Fidelity Puritan Fund | 6.17% | 6.83% | 11.30% | 5.34% | 9.38% | 13.10% | 5.10% | 4.29% | 15.26% | 3.78% | 3.71% | 7.49% |
Frequently Asked Questions
With a correlation of 0.90, FPURX 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.
FPURX has higher volatility (4.58%) compared to AYBLX (3.63%). In terms of maximum drawdown, FPURX dropped -31.76% vs AYBLX's -36.28%.
AYBLX currently has the higher Sharpe Ratio (3.33 vs 2.24), 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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