MDCPX vs. AYBLX
MDCPX (BlackRock Balanced Capital Fund Investor A Shares) and AYBLX (Pioneer Balanced ESG Fund) are both Diversified Portfolio funds. Over the past 10 years, MDCPX returned 10.43%/yr vs 10.67%/yr for AYBLX. Their correlation of 0.92 suggests significant overlap in exposure. MDCPX charges 0.78%/yr vs 0.65%/yr for AYBLX.
Performance
MDCPX vs. AYBLX - Performance Comparison
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Returns By Period
In the year-to-date period, MDCPX achieves a 8.00% return, which is significantly lower than AYBLX's 13.99% return. Both investments have delivered pretty close results over the past 10 years, with MDCPX having a 10.43% annualized return and AYBLX not far ahead at 10.67%.
MDCPX
- 1D
- -0.27%
- 1M
- 0.79%
- YTD
- 8.00%
- 6M
- 7.64%
- 1Y
- 18.65%
- 3Y*
- 14.41%
- 5Y*
- 8.21%
- 10Y*
- 10.43%
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%
MDCPX vs. AYBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDCPX BlackRock Balanced Capital Fund Investor A Shares | 8.00% | 15.32% | 12.47% | 16.59% | -15.70% | 16.49% | 15.07% | 21.59% | -3.48% | 14.24% |
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 MDCPX 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 MDCPX and AYBLX has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.
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Return for Risk
MDCPX vs. AYBLX — Risk / Return Rank
MDCPX
AYBLX
MDCPX vs. AYBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Balanced Capital Fund Investor A Shares (MDCPX) 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.
| MDCPX | AYBLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.62 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.13 | 5.16 | -2.04 |
| Martin ratioReturn relative to average drawdown | 13.22 | 24.00 | -10.78 |
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Drawdowns
MDCPX vs. AYBLX - Drawdown Comparison
The maximum MDCPX drawdown since its inception was -41.98%, which is greater than AYBLX's maximum drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for MDCPX and AYBLX.
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Drawdown Indicators
| MDCPX | AYBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.98% | -36.28% | -5.70% |
Max Drawdown (1Y)Largest decline over 1 year | -6.22% | -6.41% | +0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -10.65% | -13.39% | +2.74% |
Max Drawdown (5Y)Largest decline over 5 years | -21.99% | -20.26% | -1.73% |
Max Drawdown (10Y)Largest decline over 10 years | -24.58% | -24.24% | -0.34% |
Current DrawdownCurrent decline from peak | -0.91% | -0.52% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -5.09% | -3.78% | -1.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.46% | 1.38% | +0.08% |
Volatility
MDCPX vs. AYBLX - Volatility Comparison
The current volatility for BlackRock Balanced Capital Fund Investor A Shares (MDCPX) is 3.42%, while Pioneer Balanced ESG Fund (AYBLX) has a volatility of 3.63%. This indicates that MDCPX 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
| MDCPX | AYBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 3.63% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 7.34% | 7.83% | -0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.78% | 9.95% | -1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.14% | 11.13% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.50% | 11.33% | +0.17% |
MDCPX vs. AYBLX - Expense Ratio Comparison
MDCPX has a 0.78% expense ratio, which is higher than AYBLX's 0.65% expense ratio.
Dividends
MDCPX vs. AYBLX - Dividend Comparison
MDCPX's dividend yield for the trailing twelve months is around 7.97%, 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% |
MDCPX BlackRock Balanced Capital Fund Investor A Shares | 7.97% | 8.61% | 7.44% | 2.63% | 3.82% | 12.27% | 4.02% | 5.25% | 7.84% | 19.39% | 4.67% | 5.04% |
Frequently Asked Questions
MDCPX 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 MDCPX (3.42%). In terms of maximum drawdown, MDCPX dropped -41.98% vs AYBLX's -36.28%.
AYBLX currently has the higher Sharpe Ratio (3.33 vs 2.22), 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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