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MYFRX vs. FLYRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MYFRX vs. FLYRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pioneer Multi-Asset Ultrashort Income Fund (MYFRX) and Pioneer Floating Rate Fund (FLYRX). The values are adjusted to include any dividend payments, if applicable.

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MYFRX vs. FLYRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MYFRX
Pioneer Multi-Asset Ultrashort Income Fund
0.52%4.68%6.25%6.32%0.26%1.56%-0.51%3.34%1.80%1.80%
FLYRX
Pioneer Floating Rate Fund
-0.60%4.90%6.94%8.31%-3.26%4.32%2.10%7.57%0.17%3.74%

Returns By Period

In the year-to-date period, MYFRX achieves a 0.52% return, which is significantly higher than FLYRX's -0.60% return. Over the past 10 years, MYFRX has underperformed FLYRX with an annualized return of 2.77%, while FLYRX has yielded a comparatively higher 3.91% annualized return.


MYFRX

1D
0.00%
1M
-0.21%
YTD
0.52%
6M
1.43%
1Y
3.88%
3Y*
5.33%
5Y*
3.73%
10Y*
2.77%

FLYRX

1D
0.00%
1M
0.17%
YTD
-0.60%
6M
0.51%
1Y
3.76%
3Y*
5.58%
5Y*
3.73%
10Y*
3.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MYFRX vs. FLYRX - Expense Ratio Comparison

MYFRX has a 0.44% expense ratio, which is lower than FLYRX's 0.75% expense ratio.


Return for Risk

MYFRX vs. FLYRX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MYFRX
MYFRX Risk / Return Rank: 9999
Overall Rank
MYFRX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
MYFRX Sortino Ratio Rank: 9999
Sortino Ratio Rank
MYFRX Omega Ratio Rank: 9999
Omega Ratio Rank
MYFRX Calmar Ratio Rank: 9999
Calmar Ratio Rank
MYFRX Martin Ratio Rank: 9999
Martin Ratio Rank

FLYRX
FLYRX Risk / Return Rank: 8080
Overall Rank
FLYRX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FLYRX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FLYRX Omega Ratio Rank: 9090
Omega Ratio Rank
FLYRX Calmar Ratio Rank: 8383
Calmar Ratio Rank
FLYRX Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MYFRX vs. FLYRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pioneer Multi-Asset Ultrashort Income Fund (MYFRX) and Pioneer Floating Rate Fund (FLYRX). 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.


MYFRXFLYRXDifference

Sharpe ratio

Return per unit of total volatility

2.63

1.32

+1.31

Sortino ratio

Return per unit of downside risk

8.48

2.24

+6.24

Omega ratio

Gain probability vs. loss probability

2.94

1.42

+1.52

Calmar ratio

Return relative to maximum drawdown

10.43

2.23

+8.21

Martin ratio

Return relative to average drawdown

34.81

8.21

+26.59

MYFRX vs. FLYRX - Sharpe Ratio Comparison

The current MYFRX Sharpe Ratio is 2.63, which is higher than the FLYRX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of MYFRX and FLYRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MYFRXFLYRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

1.32

+1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.37

1.42

+0.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.52

1.10

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

1.44

1.02

+0.42

Correlation

The correlation between MYFRX and FLYRX is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MYFRX vs. FLYRX - Dividend Comparison

MYFRX's dividend yield for the trailing twelve months is around 4.44%, less than FLYRX's 6.83% yield.


TTM20252024202320222021202020192018201720162015
MYFRX
Pioneer Multi-Asset Ultrashort Income Fund
4.44%4.99%5.63%4.74%2.35%1.34%1.92%2.98%2.60%1.88%1.77%1.36%
FLYRX
Pioneer Floating Rate Fund
6.83%7.48%5.87%6.45%5.40%3.46%3.91%5.01%4.70%4.13%3.88%3.85%

Drawdowns

MYFRX vs. FLYRX - Drawdown Comparison

The maximum MYFRX drawdown since its inception was -10.08%, smaller than the maximum FLYRX drawdown of -30.67%. Use the drawdown chart below to compare losses from any high point for MYFRX and FLYRX.


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Drawdown Indicators


MYFRXFLYRXDifference

Max Drawdown

Largest peak-to-trough decline

-10.08%

-30.67%

+20.59%

Max Drawdown (1Y)

Largest decline over 1 year

-0.41%

-1.64%

+1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-1.52%

-6.61%

+5.09%

Max Drawdown (10Y)

Largest decline over 10 years

-10.08%

-19.05%

+8.97%

Current Drawdown

Current decline from peak

-0.21%

-0.60%

+0.39%

Average Drawdown

Average peak-to-trough decline

-0.27%

-2.00%

+1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.12%

0.49%

-0.37%

Volatility

MYFRX vs. FLYRX - Volatility Comparison

The current volatility for Pioneer Multi-Asset Ultrashort Income Fund (MYFRX) is 0.21%, while Pioneer Floating Rate Fund (FLYRX) has a volatility of 0.72%. This indicates that MYFRX experiences smaller price fluctuations and is considered to be less risky than FLYRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MYFRXFLYRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.21%

0.72%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

1.04%

1.82%

-0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

1.54%

2.77%

-1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.59%

2.64%

-1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.83%

3.57%

-1.74%