MGAFX vs. AYBLX
MGAFX (Praxis Genesis Growth Portfolio) and AYBLX (Pioneer Balanced ESG Fund) are both Diversified Portfolio funds. Over the past 10 years, MGAFX returned 10.46%/yr vs 9.99%/yr for AYBLX. Their correlation of 0.94 means they have usually moved in the same direction. MGAFX charges 0.48%/yr vs 0.65%/yr for AYBLX.
Performance
MGAFX vs. AYBLX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MGAFX achieves a 10.46% return, which is significantly lower than AYBLX's 12.02% return. Both investments have delivered pretty close results over the past 10 years, with MGAFX having a 10.46% annualized return and AYBLX not far behind at 9.99%.
MGAFX
- 1D
- 1.44%
- 1M
- -0.56%
- 6M
- 7.63%
- YTD
- 10.46%
- 1Y
- 19.78%
- 3Y*
- 13.68%
- 5Y*
- 8.90%
- 10Y*
- 10.46%
- ALL TIME*
- 9.31%
AYBLX
- 1D
- 0.92%
- 1M
- -1.73%
- 6M
- 9.12%
- YTD
- 12.02%
- 1Y
- 26.17%
- 3Y*
- 15.47%
- 5Y*
- 8.78%
- 10Y*
- 9.99%
- ALL TIME*
- 7.79%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MGAFX vs. AYBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MGAFX Praxis Genesis Growth Portfolio | 10.46% | 15.50% | 11.51% | 16.96% | -17.05% | 24.51% | 14.09% | 24.08% | -6.55% | 16.70% |
AYBLX Pioneer Balanced ESG Fund | 12.02% | 19.80% | 9.64% | 15.41% | -14.39% | 15.48% | 12.92% | 22.22% | -4.43% | 15.19% |
Correlation
The correlation between MGAFX and AYBLX is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2010 | 0.94 |
The correlation between MGAFX and AYBLX has been stable across timeframes, ranging from 0.92 to 0.95 - 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
MGAFX vs. AYBLX — Risk / Return Rank
MGAFX
AYBLX
MGAFX vs. AYBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Praxis Genesis Growth Portfolio (MGAFX) 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.
| MGAFX | AYBLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.44 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 3.93 | -1.61 |
| Martin ratioReturn relative to average drawdown | 9.74 | 16.91 | -7.17 |
Loading charts...
Drawdowns
MGAFX vs. AYBLX - Drawdown Comparison
The maximum MGAFX drawdown since its inception was -28.63%, smaller than the maximum AYBLX drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for MGAFX and AYBLX.
Loading charts...
Drawdown Indicators
| MGAFX | AYBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.63% | -36.28% | +7.65% |
Max Drawdown (1Y)Largest decline over 1 year | -7.86% | -6.41% | -1.45% |
Max Drawdown (3Y)Largest decline over 3 years | -13.84% | -13.39% | -0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -23.82% | -20.26% | -3.56% |
Max Drawdown (10Y)Largest decline over 10 years | -28.63% | -24.24% | -4.39% |
Current DrawdownCurrent decline from peak | -1.28% | -2.40% | +1.12% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -3.77% | -0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 1.49% | +0.38% |
Volatility
MGAFX vs. AYBLX - Volatility Comparison
Praxis Genesis Growth Portfolio (MGAFX) has a higher volatility of 3.08% compared to Pioneer Balanced ESG Fund (AYBLX) at 2.35%. This indicates that MGAFX's price experiences larger fluctuations and is considered to be riskier than AYBLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MGAFX | AYBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 2.35% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 9.28% | 7.97% | +1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.22% | 10.14% | +1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.66% | 11.15% | +2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.12% | 11.33% | +2.79% |
MGAFX vs. AYBLX - Expense Ratio Comparison
MGAFX has a 0.48% expense ratio, which is lower than AYBLX's 0.65% expense ratio.
Dividends
MGAFX vs. AYBLX - Dividend Comparison
MGAFX's dividend yield for the trailing twelve months is around 4.04%, more than AYBLX's 3.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AYBLX Pioneer Balanced ESG Fund | 3.30% | 3.58% | 2.59% | 1.76% | 3.23% | 8.61% | 4.12% | 6.03% | 9.97% | 9.42% | 2.63% | 4.14% |
MGAFX Praxis Genesis Growth Portfolio | 4.04% | 4.45% | 3.36% | 2.29% | 3.02% | 10.83% | 4.87% | 4.42% | 6.15% | 4.19% | 3.50% | 4.01% |
Frequently Asked Questions
With a correlation of 0.92, MGAFX 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.
MGAFX has higher volatility (3.08%) compared to AYBLX (2.35%). In terms of maximum drawdown, MGAFX dropped -28.63% vs AYBLX's -36.28%.
AYBLX currently has the higher Sharpe Ratio (2.49 vs 1.63), 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 MGAFX 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