LAGIX vs. AOBLX
LAGIX (Ladenburg Aggressive Growth Fund) and AOBLX (Victory Pioneer Balanced Fund Class A) are both Diversified Portfolio funds. Over the past 10 years, LAGIX returned 9.92%/yr vs 10.40%/yr for AOBLX. Their correlation of 0.92 suggests significant overlap in exposure. LAGIX charges 0.85%/yr vs 0.93%/yr for AOBLX.
Performance
LAGIX vs. AOBLX - Performance Comparison
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Returns By Period
In the year-to-date period, LAGIX achieves a 9.39% return, which is significantly lower than AOBLX's 13.40% return. Both investments have delivered pretty close results over the past 10 years, with LAGIX having a 9.92% annualized return and AOBLX not far ahead at 10.40%.
LAGIX
- 1D
- 0.05%
- 1M
- -0.51%
- YTD
- 9.39%
- 6M
- 7.84%
- 1Y
- 19.70%
- 3Y*
- 12.51%
- 5Y*
- 5.86%
- 10Y*
- 9.92%
AOBLX
- 1D
- 0.42%
- 1M
- 0.35%
- YTD
- 13.40%
- 6M
- 12.69%
- 1Y
- 30.14%
- 3Y*
- 17.15%
- 5Y*
- 9.08%
- 10Y*
- 10.40%
LAGIX vs. AOBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LAGIX Ladenburg Aggressive Growth Fund | 9.39% | 11.14% | 7.54% | 19.26% | -18.90% | 17.65% | 17.60% | 25.43% | -9.44% | 17.74% |
AOBLX Victory Pioneer Balanced Fund Class A | 13.40% | 19.59% | 9.46% | 15.00% | -14.64% | 15.10% | 13.15% | 21.75% | -4.63% | 14.99% |
Correlation
The correlation between LAGIX and AOBLX 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 | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2015 | 0.92 |
The correlation between LAGIX and AOBLX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
LAGIX vs. AOBLX — Risk / Return Rank
LAGIX
AOBLX
LAGIX vs. AOBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ladenburg Aggressive Growth Fund (LAGIX) and Victory Pioneer Balanced Fund Class A (AOBLX). 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.
| LAGIX | AOBLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.56 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 4.72 | -2.16 |
| Martin ratioReturn relative to average drawdown | 10.69 | 21.77 | -11.08 |
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Drawdowns
LAGIX vs. AOBLX - Drawdown Comparison
The maximum LAGIX drawdown since its inception was -31.30%, smaller than the maximum AOBLX drawdown of -36.70%. Use the drawdown chart below to compare losses from any high point for LAGIX and AOBLX.
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Drawdown Indicators
| LAGIX | AOBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.30% | -36.70% | +5.40% |
Max Drawdown (1Y)Largest decline over 1 year | -7.56% | -6.42% | -1.14% |
Max Drawdown (3Y)Largest decline over 3 years | -24.79% | -13.52% | -11.27% |
Max Drawdown (5Y)Largest decline over 5 years | -25.75% | -20.48% | -5.27% |
Max Drawdown (10Y)Largest decline over 10 years | -31.30% | -24.31% | -6.99% |
Current DrawdownCurrent decline from peak | -1.83% | -0.97% | -0.86% |
Average DrawdownAverage peak-to-trough decline | -5.66% | -3.80% | -1.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 1.39% | +0.42% |
Volatility
LAGIX vs. AOBLX - Volatility Comparison
Ladenburg Aggressive Growth Fund (LAGIX) has a higher volatility of 4.18% compared to Victory Pioneer Balanced Fund Class A (AOBLX) at 3.69%. This indicates that LAGIX's price experiences larger fluctuations and is considered to be riskier than AOBLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LAGIX | AOBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 3.69% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 9.01% | 7.85% | +1.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.64% | 9.97% | +1.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 11.15% | +5.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.47% | 11.33% | +5.14% |
LAGIX vs. AOBLX - Expense Ratio Comparison
LAGIX has a 0.85% expense ratio, which is lower than AOBLX's 0.93% expense ratio.
Dividends
LAGIX vs. AOBLX - Dividend Comparison
LAGIX's dividend yield for the trailing twelve months is around 4.70%, more than AOBLX's 3.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOBLX Victory Pioneer Balanced Fund Class A | 3.18% | 3.48% | 2.28% | 1.52% | 2.97% | 8.33% | 4.31% | 5.78% | 9.70% | 9.22% | 2.51% | 3.97% |
LAGIX Ladenburg Aggressive Growth Fund | 4.70% | 5.14% | 0.00% | 2.85% | 0.58% | 1.18% | 1.64% | 3.18% | 1.23% | 0.55% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.90, LAGIX and AOBLX 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.
LAGIX has higher volatility (4.18%) compared to AOBLX (3.69%). In terms of maximum drawdown, LAGIX dropped -31.30% vs AOBLX's -36.70%.
AOBLX currently has the higher Sharpe Ratio (3.05 vs 1.67), 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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