ITCSX vs. AYBLX
ITCSX (VY T. Rowe Price Capital Appreciation Portfolio) and AYBLX (Pioneer Balanced ESG Fund) are both Diversified Portfolio funds. Over the past 10 years, ITCSX returned 10.91%/yr vs 10.67%/yr for AYBLX. Their correlation of 0.88 suggests significant overlap in exposure. ITCSX charges 0.89%/yr vs 0.65%/yr for AYBLX.
Performance
ITCSX vs. AYBLX - Performance Comparison
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Returns By Period
In the year-to-date period, ITCSX achieves a 3.85% return, which is significantly lower than AYBLX's 13.99% return. Both investments have delivered pretty close results over the past 10 years, with ITCSX having a 10.91% annualized return and AYBLX not far behind at 10.67%.
ITCSX
- 1D
- -0.14%
- 1M
- -0.64%
- YTD
- 3.85%
- 6M
- 2.02%
- 1Y
- 9.86%
- 3Y*
- 11.81%
- 5Y*
- 7.77%
- 10Y*
- 10.91%
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%
ITCSX vs. AYBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITCSX VY T. Rowe Price Capital Appreciation Portfolio | 3.85% | 10.36% | 12.49% | 18.69% | -12.24% | 18.38% | 17.96% | 24.36% | 0.30% | 15.12% |
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 ITCSX and AYBLX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 1997 | 0.88 |
The correlation between ITCSX and AYBLX shifts across timeframes, from 0.75 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ITCSX vs. AYBLX — Risk / Return Rank
ITCSX
AYBLX
ITCSX vs. AYBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY T. Rowe Price Capital Appreciation Portfolio (ITCSX) 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.
| ITCSX | AYBLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.97 | ||
| Sortino ratioReturn per unit of downside risk | -2.71 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.62 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 1.40 | 5.16 | -3.76 |
| Martin ratioReturn relative to average drawdown | 5.00 | 24.00 | -19.00 |
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Drawdowns
ITCSX vs. AYBLX - Drawdown Comparison
The maximum ITCSX drawdown since its inception was -42.47%, which is greater than AYBLX's maximum drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for ITCSX and AYBLX.
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Drawdown Indicators
| ITCSX | AYBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.47% | -36.28% | -6.19% |
Max Drawdown (1Y)Largest decline over 1 year | -8.08% | -6.41% | -1.67% |
Max Drawdown (3Y)Largest decline over 3 years | -9.90% | -13.39% | +3.49% |
Max Drawdown (5Y)Largest decline over 5 years | -17.29% | -20.26% | +2.97% |
Max Drawdown (10Y)Largest decline over 10 years | -26.98% | -24.24% | -2.74% |
Current DrawdownCurrent decline from peak | -1.70% | -0.52% | -1.18% |
Average DrawdownAverage peak-to-trough decline | -3.75% | -3.78% | +0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 1.38% | +0.78% |
Volatility
ITCSX vs. AYBLX - Volatility Comparison
The current volatility for VY T. Rowe Price Capital Appreciation Portfolio (ITCSX) is 2.95%, while Pioneer Balanced ESG Fund (AYBLX) has a volatility of 3.63%. This indicates that ITCSX 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.
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Volatility by Period
| ITCSX | AYBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.95% | 3.63% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 6.66% | 7.83% | -1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.30% | 9.95% | -1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.36% | 11.13% | +0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.15% | 11.33% | +0.82% |
ITCSX vs. AYBLX - Expense Ratio Comparison
ITCSX has a 0.89% expense ratio, which is higher than AYBLX's 0.65% expense ratio.
Dividends
ITCSX vs. AYBLX - Dividend Comparison
ITCSX's dividend yield for the trailing twelve months is around 15.37%, 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% |
ITCSX VY T. Rowe Price Capital Appreciation Portfolio | 15.37% | 15.96% | 3.74% | 12.32% | 16.18% | 12.88% | 8.49% | 6.47% | 10.16% | 5.91% | 10.64% | 16.06% |
Frequently Asked Questions
ITCSX and AYBLX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AYBLX has higher volatility (3.63%) compared to ITCSX (2.95%). In terms of maximum drawdown, ITCSX dropped -42.47% vs AYBLX's -36.28%.
AYBLX currently has the higher Sharpe Ratio (3.33 vs 1.37), 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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