MXSHX vs. AYBLX
MXSHX (Great-West SecureFoundation Balanced Fund) and AYBLX (Pioneer Balanced ESG Fund) are both Diversified Portfolio funds. Over the past 10 years, MXSHX returned 6.90%/yr vs 9.99%/yr for AYBLX. Their correlation of 0.85 means they have usually moved in the same direction. MXSHX charges 0.53%/yr vs 0.65%/yr for AYBLX.
Performance
MXSHX vs. AYBLX - Performance Comparison
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Returns By Period
In the year-to-date period, MXSHX achieves a 7.68% return, which is significantly lower than AYBLX's 12.02% return. Over the past 10 years, MXSHX has underperformed AYBLX with an annualized return of 6.90%, while AYBLX has yielded a comparatively higher 9.99% annualized return.
MXSHX
- 1D
- 1.11%
- 1M
- -0.52%
- 6M
- 5.11%
- YTD
- 7.68%
- 1Y
- 15.31%
- 3Y*
- 10.53%
- 5Y*
- 5.32%
- 10Y*
- 6.90%
- ALL TIME*
- 5.64%
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 |
MXSHX vs. AYBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXSHX Great-West SecureFoundation Balanced Fund | 7.68% | 12.78% | 7.76% | 13.40% | -14.56% | 11.15% | 13.55% | 18.39% | -7.74% | 12.83% |
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 MXSHX and AYBLX is 0.87, 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. | 0.87 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2009 | 0.85 |
The correlation between MXSHX and AYBLX has been stable across timeframes, ranging from 0.79 to 0.87 - a consistent structural relationship.
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Return for Risk
MXSHX vs. AYBLX — Risk / Return Rank
MXSHX
AYBLX
MXSHX vs. AYBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West SecureFoundation Balanced Fund (MXSHX) 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.
| MXSHX | AYBLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.44 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 3.93 | -1.71 |
| Martin ratioReturn relative to average drawdown | 9.10 | 16.91 | -7.81 |
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Drawdowns
MXSHX vs. AYBLX - Drawdown Comparison
The maximum MXSHX drawdown since its inception was -23.44%, smaller than the maximum AYBLX drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for MXSHX and AYBLX.
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Drawdown Indicators
| MXSHX | AYBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.44% | -36.28% | +12.84% |
Max Drawdown (1Y)Largest decline over 1 year | -6.40% | -6.41% | +0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -10.68% | -13.39% | +2.71% |
Max Drawdown (5Y)Largest decline over 5 years | -23.44% | -20.26% | -3.18% |
Max Drawdown (10Y)Largest decline over 10 years | -23.44% | -24.24% | +0.80% |
Current DrawdownCurrent decline from peak | -1.03% | -2.40% | +1.37% |
Average DrawdownAverage peak-to-trough decline | -3.98% | -3.77% | -0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 1.49% | +0.07% |
Volatility
MXSHX vs. AYBLX - Volatility Comparison
Great-West SecureFoundation Balanced Fund (MXSHX) and Pioneer Balanced ESG Fund (AYBLX) have volatilities of 2.45% and 2.35%, 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
| MXSHX | AYBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.45% | 2.35% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 7.45% | 7.97% | -0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.15% | 10.14% | -0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.32% | 11.15% | +0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.21% | 11.33% | -0.12% |
MXSHX vs. AYBLX - Expense Ratio Comparison
MXSHX has a 0.53% expense ratio, which is lower than AYBLX's 0.65% expense ratio.
Dividends
MXSHX vs. AYBLX - Dividend Comparison
MXSHX's dividend yield for the trailing twelve months is around 3.31%, which matches 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% |
MXSHX Great-West SecureFoundation Balanced Fund | 3.31% | 3.57% | 7.40% | 3.48% | 6.32% | 8.80% | 5.40% | 7.08% | 6.39% | 1.83% | 0.00% | 0.00% |
Frequently Asked Questions
MXSHX and AYBLX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MXSHX has higher volatility (2.45%) compared to AYBLX (2.35%). In terms of maximum drawdown, MXSHX dropped -23.44% vs AYBLX's -36.28%.
AYBLX currently has the higher Sharpe Ratio (2.49 vs 1.56), 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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