LGWIX vs. AYBLX
LGWIX (Ladenburg Growth Fund) and AYBLX (Pioneer Balanced ESG Fund) are both Diversified Portfolio funds. Over the past 10 years, LGWIX returned 8.77%/yr vs 10.67%/yr for AYBLX. Their correlation of 0.93 suggests significant overlap in exposure. LGWIX charges 0.79%/yr vs 0.65%/yr for AYBLX.
Performance
LGWIX vs. AYBLX - Performance Comparison
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Returns By Period
In the year-to-date period, LGWIX achieves a 9.47% return, which is significantly lower than AYBLX's 13.99% return. Over the past 10 years, LGWIX has underperformed AYBLX with an annualized return of 8.77%, while AYBLX has yielded a comparatively higher 10.67% annualized return.
LGWIX
- 1D
- 0.00%
- 1M
- 1.36%
- YTD
- 9.47%
- 6M
- 8.39%
- 1Y
- 20.49%
- 3Y*
- 11.48%
- 5Y*
- 5.68%
- 10Y*
- 8.77%
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%
LGWIX vs. AYBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LGWIX Ladenburg Growth Fund | 9.47% | 11.60% | 4.69% | 18.29% | -17.86% | 16.38% | 14.43% | 22.94% | -8.35% | 15.45% |
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 LGWIX and AYBLX is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
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 31, 2015 | 0.93 |
The correlation between LGWIX and AYBLX has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.
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Return for Risk
LGWIX vs. AYBLX — Risk / Return Rank
LGWIX
AYBLX
LGWIX vs. AYBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ladenburg Growth Fund (LGWIX) 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.
| LGWIX | AYBLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.62 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 5.16 | -2.06 |
| Martin ratioReturn relative to average drawdown | 13.15 | 24.00 | -10.85 |
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Drawdowns
LGWIX vs. AYBLX - Drawdown Comparison
The maximum LGWIX drawdown since its inception was -26.93%, smaller than the maximum AYBLX drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for LGWIX and AYBLX.
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Drawdown Indicators
| LGWIX | AYBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.93% | -36.28% | +9.35% |
Max Drawdown (1Y)Largest decline over 1 year | -6.92% | -6.41% | -0.51% |
Max Drawdown (3Y)Largest decline over 3 years | -24.79% | -13.39% | -11.40% |
Max Drawdown (5Y)Largest decline over 5 years | -24.79% | -20.26% | -4.53% |
Max Drawdown (10Y)Largest decline over 10 years | -26.93% | -24.24% | -2.69% |
Current DrawdownCurrent decline from peak | -0.57% | -0.52% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -5.37% | -3.78% | -1.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 1.38% | +0.25% |
Volatility
LGWIX vs. AYBLX - Volatility Comparison
Ladenburg Growth Fund (LGWIX) and Pioneer Balanced ESG Fund (AYBLX) have volatilities of 3.56% 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
| LGWIX | AYBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 3.63% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 8.03% | 7.83% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.42% | 9.95% | +0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.12% | 11.13% | +3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.77% | 11.33% | +3.44% |
LGWIX vs. AYBLX - Expense Ratio Comparison
LGWIX has a 0.79% expense ratio, which is higher than AYBLX's 0.65% expense ratio.
Dividends
LGWIX vs. AYBLX - Dividend Comparison
LGWIX's dividend yield for the trailing twelve months is around 4.18%, 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% |
LGWIX Ladenburg Growth Fund | 4.18% | 4.58% | 0.00% | 3.43% | 1.00% | 2.45% | 0.64% | 1.61% | 1.34% | 0.99% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.91, LGWIX 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.
AYBLX has higher volatility (3.63%) compared to LGWIX (3.56%). In terms of maximum drawdown, LGWIX dropped -26.93% vs AYBLX's -36.28%.
AYBLX currently has the higher Sharpe Ratio (3.33 vs 2.06), 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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