MACPX vs. AYBLX
MACPX (BlackRock Sustainable Balanced Fund) and AYBLX (Pioneer Balanced ESG Fund) are both Diversified Portfolio funds. Over the past 10 years, MACPX returned 10.72%/yr vs 10.67%/yr for AYBLX. Their correlation of 0.92 suggests significant overlap in exposure. MACPX charges 0.50%/yr vs 0.65%/yr for AYBLX.
Performance
MACPX vs. AYBLX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MACPX achieves a 8.17% return, which is significantly lower than AYBLX's 13.99% return. Both investments have delivered pretty close results over the past 10 years, with MACPX having a 10.72% annualized return and AYBLX not far behind at 10.67%.
MACPX
- 1D
- -0.24%
- 1M
- 0.82%
- YTD
- 8.17%
- 6M
- 7.77%
- 1Y
- 18.95%
- 3Y*
- 14.70%
- 5Y*
- 8.48%
- 10Y*
- 10.72%
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%
MACPX vs. AYBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MACPX BlackRock Sustainable Balanced Fund | 8.17% | 15.58% | 12.77% | 16.88% | -15.50% | 16.76% | 15.37% | 21.86% | -3.18% | 14.61% |
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 MACPX and AYBLX is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 1997 | 0.92 |
The correlation between MACPX and AYBLX has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MACPX vs. AYBLX — Risk / Return Rank
MACPX
AYBLX
MACPX vs. AYBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Sustainable Balanced Fund (MACPX) 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.
| MACPX | AYBLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.62 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.20 | 5.16 | -1.97 |
| Martin ratioReturn relative to average drawdown | 13.49 | 24.00 | -10.50 |
Loading charts...
Drawdowns
MACPX vs. AYBLX - Drawdown Comparison
The maximum MACPX drawdown since its inception was -41.75%, which is greater than AYBLX's maximum drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for MACPX and AYBLX.
Loading charts...
Drawdown Indicators
| MACPX | AYBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.75% | -36.28% | -5.47% |
Max Drawdown (1Y)Largest decline over 1 year | -6.18% | -6.41% | +0.23% |
Max Drawdown (3Y)Largest decline over 3 years | -10.62% | -13.39% | +2.77% |
Max Drawdown (5Y)Largest decline over 5 years | -21.84% | -20.26% | -1.58% |
Max Drawdown (10Y)Largest decline over 10 years | -24.59% | -24.24% | -0.35% |
Current DrawdownCurrent decline from peak | -0.90% | -0.52% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -3.78% | -1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.46% | 1.38% | +0.08% |
Volatility
MACPX vs. AYBLX - Volatility Comparison
The current volatility for BlackRock Sustainable Balanced Fund (MACPX) is 3.44%, while Pioneer Balanced ESG Fund (AYBLX) has a volatility of 3.63%. This indicates that MACPX 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.
Loading charts...
Volatility by Period
| MACPX | AYBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 3.63% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 7.32% | 7.83% | -0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.77% | 9.95% | -1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.17% | 11.13% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.51% | 11.33% | +0.18% |
MACPX vs. AYBLX - Expense Ratio Comparison
MACPX has a 0.50% expense ratio, which is lower than AYBLX's 0.65% expense ratio.
Dividends
MACPX vs. AYBLX - Dividend Comparison
MACPX's dividend yield for the trailing twelve months is around 8.13%, 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% |
MACPX BlackRock Sustainable Balanced Fund | 8.13% | 8.79% | 7.66% | 3.00% | 3.91% | 12.46% | 4.22% | 5.49% | 8.12% | 19.65% | 4.94% | 5.32% |
Frequently Asked Questions
MACPX and AYBLX have a correlation of 0.89, 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 MACPX (3.44%). In terms of maximum drawdown, MACPX dropped -41.75% vs AYBLX's -36.28%.
AYBLX currently has the higher Sharpe Ratio (3.33 vs 2.25), 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.
Find the right allocation for MACPX and AYBLX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer