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MXSHX vs. AYBLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MXSHX vs. AYBLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West SecureFoundation Balanced Fund (MXSHX) and Pioneer Balanced ESG Fund (AYBLX). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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)202520242023202220212020201920182017
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

Compare historical risk-adjusted metric ranks over the past 12 months.

MXSHX
MXSHX Risk / Return Rank: 6565
Overall Rank
MXSHX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
MXSHX Sortino Ratio Rank: 6363
Sortino Ratio Rank
MXSHX Omega Ratio Rank: 6161
Omega Ratio Rank
MXSHX Calmar Ratio Rank: 6565
Calmar Ratio Rank
MXSHX Martin Ratio Rank: 7373
Martin Ratio Rank

AYBLX
AYBLX Risk / Return Rank: 9292
Overall Rank
AYBLX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
AYBLX Sortino Ratio Rank: 9292
Sortino Ratio Rank
AYBLX Omega Ratio Rank: 8787
Omega Ratio Rank
AYBLX Calmar Ratio Rank: 9494
Calmar Ratio Rank
AYBLX Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


MXSHXAYBLXDifference
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

MXSHX vs. AYBLX - Sharpe Ratio Comparison

The current MXSHX Sharpe Ratio is 1.56, which is lower than the AYBLX Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of MXSHX and AYBLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


MXSHXAYBLXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.03%

-2.40%

+1.37%

Average Drawdown

Average peak-to-trough decline

-3.98%

-3.77%

-0.21%

Ulcer Index

Depth 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


MXSHXAYBLXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for MXSHX 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.

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