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GIPIX vs. PMYRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GIPIX vs. PMYRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Balanced Strategy Portfolio (GIPIX) and Pioneer Flexible Opportunities Fund (PMYRX). The values are adjusted to include any dividend payments, if applicable.

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GIPIX vs. PMYRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GIPIX
Goldman Sachs Balanced Strategy Portfolio
-2.44%10.80%8.51%12.49%-14.43%7.94%11.09%15.68%-6.52%11.63%
PMYRX
Pioneer Flexible Opportunities Fund
-3.02%18.78%23.47%11.75%-18.74%11.25%6.86%17.06%-10.58%23.68%

Returns By Period

In the year-to-date period, GIPIX achieves a -2.44% return, which is significantly higher than PMYRX's -3.02% return. Over the past 10 years, GIPIX has underperformed PMYRX with an annualized return of 5.45%, while PMYRX has yielded a comparatively higher 7.40% annualized return.


GIPIX

1D
0.09%
1M
-5.43%
YTD
-2.44%
6M
-0.36%
1Y
8.91%
3Y*
8.13%
5Y*
3.82%
10Y*
5.45%

PMYRX

1D
0.08%
1M
-5.71%
YTD
-3.02%
6M
-1.37%
1Y
15.99%
3Y*
16.32%
5Y*
5.96%
10Y*
7.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GIPIX vs. PMYRX - Expense Ratio Comparison

GIPIX has a 0.19% expense ratio, which is lower than PMYRX's 0.90% expense ratio.


Return for Risk

GIPIX vs. PMYRX — Risk / Return Rank

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

GIPIX
GIPIX Risk / Return Rank: 5353
Overall Rank
GIPIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
GIPIX Sortino Ratio Rank: 6363
Sortino Ratio Rank
GIPIX Omega Ratio Rank: 6363
Omega Ratio Rank
GIPIX Calmar Ratio Rank: 3434
Calmar Ratio Rank
GIPIX Martin Ratio Rank: 3939
Martin Ratio Rank

PMYRX
PMYRX Risk / Return Rank: 6666
Overall Rank
PMYRX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PMYRX Sortino Ratio Rank: 6969
Sortino Ratio Rank
PMYRX Omega Ratio Rank: 7676
Omega Ratio Rank
PMYRX Calmar Ratio Rank: 5151
Calmar Ratio Rank
PMYRX Martin Ratio Rank: 6363
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.

GIPIX vs. PMYRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Balanced Strategy Portfolio (GIPIX) and Pioneer Flexible Opportunities Fund (PMYRX). 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.


GIPIXPMYRXDifference

Sharpe ratio

Return per unit of total volatility

1.14

1.30

-0.16

Sortino ratio

Return per unit of downside risk

1.60

1.74

-0.14

Omega ratio

Gain probability vs. loss probability

1.24

1.29

-0.05

Calmar ratio

Return relative to maximum drawdown

0.93

1.24

-0.31

Martin ratio

Return relative to average drawdown

4.10

5.96

-1.86

GIPIX vs. PMYRX - Sharpe Ratio Comparison

The current GIPIX Sharpe Ratio is 1.14, which is comparable to the PMYRX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of GIPIX and PMYRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GIPIXPMYRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

1.30

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.44

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.57

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.60

+0.04

Correlation

The correlation between GIPIX and PMYRX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GIPIX vs. PMYRX - Dividend Comparison

GIPIX's dividend yield for the trailing twelve months is around 5.95%, less than PMYRX's 9.57% yield.


TTM20252024202320222021202020192018201720162015
GIPIX
Goldman Sachs Balanced Strategy Portfolio
5.95%5.22%4.06%2.12%4.56%6.37%2.25%2.51%4.70%4.51%1.46%5.73%
PMYRX
Pioneer Flexible Opportunities Fund
9.57%9.83%22.31%1.03%4.02%2.12%1.32%2.50%12.83%8.93%1.50%7.13%

Drawdowns

GIPIX vs. PMYRX - Drawdown Comparison

The maximum GIPIX drawdown since its inception was -29.46%, roughly equal to the maximum PMYRX drawdown of -30.68%. Use the drawdown chart below to compare losses from any high point for GIPIX and PMYRX.


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Drawdown Indicators


GIPIXPMYRXDifference

Max Drawdown

Largest peak-to-trough decline

-29.46%

-30.68%

+1.22%

Max Drawdown (1Y)

Largest decline over 1 year

-6.33%

-12.28%

+5.95%

Max Drawdown (5Y)

Largest decline over 5 years

-20.65%

-24.97%

+4.32%

Max Drawdown (10Y)

Largest decline over 10 years

-20.65%

-30.68%

+10.03%

Current Drawdown

Current decline from peak

-5.50%

-6.16%

+0.66%

Average Drawdown

Average peak-to-trough decline

-3.70%

-6.02%

+2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

2.56%

-0.91%

Volatility

GIPIX vs. PMYRX - Volatility Comparison

Goldman Sachs Balanced Strategy Portfolio (GIPIX) and Pioneer Flexible Opportunities Fund (PMYRX) have volatilities of 2.94% and 2.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GIPIXPMYRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.94%

2.91%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

4.78%

6.12%

-1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

8.09%

13.03%

-4.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.93%

13.67%

-5.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.06%

13.14%

-5.08%