IAGIX vs. AYBLX
IAGIX (Voya Solution Moderately Aggressive Portfolio) and AYBLX (Pioneer Balanced ESG Fund) are both Diversified Portfolio funds. Over the past 10 years, IAGIX returned 10.40%/yr vs 10.67%/yr for AYBLX. Their correlation of 0.94 suggests significant overlap in exposure. IAGIX charges 0.27%/yr vs 0.65%/yr for AYBLX.
Performance
IAGIX vs. AYBLX - Performance Comparison
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Returns By Period
In the year-to-date period, IAGIX achieves a 9.06% return, which is significantly lower than AYBLX's 13.99% return. Both investments have delivered pretty close results over the past 10 years, with IAGIX having a 10.40% annualized return and AYBLX not far ahead at 10.67%.
IAGIX
- 1D
- -0.08%
- 1M
- 1.24%
- YTD
- 9.06%
- 6M
- 8.38%
- 1Y
- 20.23%
- 3Y*
- 16.17%
- 5Y*
- 8.19%
- 10Y*
- 10.40%
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%
IAGIX vs. AYBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IAGIX Voya Solution Moderately Aggressive Portfolio | 9.06% | 15.06% | 15.10% | 18.81% | -18.40% | 17.43% | 14.27% | 22.89% | -9.00% | 18.50% |
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 IAGIX and AYBLX is 0.84, 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 | 0.84 |
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 May 6, 2010 | 0.94 |
The correlation between IAGIX and AYBLX shifts across timeframes, from 0.84 (1 year) to 0.94 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IAGIX vs. AYBLX — Risk / Return Rank
IAGIX
AYBLX
IAGIX vs. AYBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Solution Moderately Aggressive Portfolio (IAGIX) 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.
| IAGIX | AYBLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.62 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 5.16 | -2.13 |
| Martin ratioReturn relative to average drawdown | 14.48 | 24.00 | -9.51 |
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Drawdowns
IAGIX vs. AYBLX - Drawdown Comparison
The maximum IAGIX drawdown since its inception was -32.68%, smaller than the maximum AYBLX drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for IAGIX and AYBLX.
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Drawdown Indicators
| IAGIX | AYBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.68% | -36.28% | +3.60% |
Max Drawdown (1Y)Largest decline over 1 year | -7.68% | -6.41% | -1.27% |
Max Drawdown (3Y)Largest decline over 3 years | -14.34% | -13.39% | -0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -24.61% | -20.26% | -4.35% |
Max Drawdown (10Y)Largest decline over 10 years | -32.68% | -24.24% | -8.44% |
Current DrawdownCurrent decline from peak | -0.65% | -0.52% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -4.32% | -3.78% | -0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.55% | 1.38% | +0.17% |
Volatility
IAGIX vs. AYBLX - Volatility Comparison
Voya Solution Moderately Aggressive Portfolio (IAGIX) and Pioneer Balanced ESG Fund (AYBLX) have volatilities of 3.78% and 3.63%, 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
| IAGIX | AYBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 3.63% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 8.53% | 7.83% | +0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.65% | 9.95% | +0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.69% | 11.13% | +2.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.67% | 11.33% | +3.34% |
IAGIX vs. AYBLX - Expense Ratio Comparison
IAGIX has a 0.27% expense ratio, which is lower than AYBLX's 0.65% expense ratio.
Dividends
IAGIX vs. AYBLX - Dividend Comparison
IAGIX's dividend yield for the trailing twelve months is around 24.77%, 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% |
IAGIX Voya Solution Moderately Aggressive Portfolio | 24.77% | 27.02% | 2.43% | 9.29% | 21.89% | 1.73% | 8.74% | 10.60% | 7.73% | 2.60% | 2.83% | 20.42% |
Frequently Asked Questions
IAGIX and AYBLX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IAGIX has higher volatility (3.78%) compared to AYBLX (3.63%). In terms of maximum drawdown, IAGIX dropped -32.68% vs AYBLX's -36.28%.
AYBLX currently has the higher Sharpe Ratio (3.33 vs 2.19), 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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