OAKBX vs. AYBLX
OAKBX (Oakmark Equity and Income Fund) and AYBLX (Pioneer Balanced ESG Fund) are both Diversified Portfolio funds. Over the past 10 years, OAKBX returned 9.32%/yr vs 10.21%/yr for AYBLX. Their correlation of 0.84 means they have usually moved in the same direction. OAKBX charges 0.83%/yr vs 0.65%/yr for AYBLX.
Performance
OAKBX vs. AYBLX - Performance Comparison
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Returns By Period
In the year-to-date period, OAKBX achieves a 5.41% return, which is significantly lower than AYBLX's 14.46% return. Over the past 10 years, OAKBX has underperformed AYBLX with an annualized return of 9.32%, while AYBLX has yielded a comparatively higher 10.21% annualized return.
OAKBX
- 1D
- 0.62%
- 1M
- 2.55%
- 6M
- 5.33%
- YTD
- 5.41%
- 1Y
- 12.74%
- 3Y*
- 10.29%
- 5Y*
- 7.50%
- 10Y*
- 9.32%
- ALL TIME*
- 9.82%
AYBLX
- 1D
- 1.18%
- 1M
- 0.41%
- 6M
- 10.82%
- YTD
- 14.46%
- 1Y
- 27.50%
- 3Y*
- 16.85%
- 5Y*
- 9.27%
- 10Y*
- 10.21%
- ALL TIME*
- 7.86%
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 |
OAKBX vs. AYBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OAKBX Oakmark Equity and Income Fund | 5.41% | 11.05% | 8.73% | 17.39% | -12.94% | 29.12% | 8.68% | 19.39% | -8.38% | 14.43% |
AYBLX Pioneer Balanced ESG Fund | 14.46% | 19.80% | 9.64% | 15.41% | -14.39% | 15.48% | 12.92% | 22.22% | -4.43% | 15.19% |
Correlation
The correlation between OAKBX and AYBLX is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.56 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 1997 | 0.84 |
Over the past year, the correlation between OAKBX and AYBLX has dropped to 0.56 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
OAKBX vs. AYBLX — Risk / Return Rank
OAKBX
AYBLX
OAKBX vs. AYBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oakmark Equity and Income Fund (OAKBX) 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.
| OAKBX | AYBLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.51 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.96 | 4.53 | -2.57 |
| Martin ratioReturn relative to average drawdown | 6.39 | 19.45 | -13.06 |
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Drawdowns
OAKBX vs. AYBLX - Drawdown Comparison
The maximum OAKBX drawdown since its inception was -31.31%, smaller than the maximum AYBLX drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for OAKBX and AYBLX.
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Drawdown Indicators
| OAKBX | AYBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.31% | -36.28% | +4.97% |
Max Drawdown (1Y)Largest decline over 1 year | -6.90% | -6.41% | -0.49% |
Max Drawdown (3Y)Largest decline over 3 years | -10.91% | -13.39% | +2.48% |
Max Drawdown (5Y)Largest decline over 5 years | -20.41% | -20.26% | -0.15% |
Max Drawdown (10Y)Largest decline over 10 years | -30.19% | -24.24% | -5.95% |
Current DrawdownCurrent decline from peak | 0.00% | -0.27% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -3.75% | -3.77% | +0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 1.49% | +0.62% |
Volatility
OAKBX vs. AYBLX - Volatility Comparison
Oakmark Equity and Income Fund (OAKBX) has a higher volatility of 3.07% compared to Pioneer Balanced ESG Fund (AYBLX) at 2.82%. This indicates that OAKBX'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.
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Volatility by Period
| OAKBX | AYBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 2.82% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 6.77% | 8.08% | -1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.99% | 10.22% | -1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.12% | 11.16% | +0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.99% | 11.34% | +1.65% |
OAKBX vs. AYBLX - Expense Ratio Comparison
OAKBX has a 0.83% expense ratio, which is higher than AYBLX's 0.65% expense ratio.
Dividends
OAKBX vs. AYBLX - Dividend Comparison
OAKBX's dividend yield for the trailing twelve months is around 2.11%, less than AYBLX's 3.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AYBLX Pioneer Balanced ESG Fund | 3.23% | 3.58% | 2.59% | 1.76% | 3.23% | 8.61% | 4.12% | 6.03% | 9.97% | 9.42% | 2.63% | 4.14% |
OAKBX Oakmark Equity and Income Fund | 2.11% | 2.16% | 2.05% | 2.28% | 1.44% | 14.26% | 4.17% | 9.07% | 10.05% | 8.09% | 4.13% | 6.53% |
Frequently Asked Questions
OAKBX and AYBLX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OAKBX has higher volatility (3.07%) compared to AYBLX (2.82%). In terms of maximum drawdown, OAKBX dropped -31.31% vs AYBLX's -36.28%.
AYBLX currently has the higher Sharpe Ratio (2.85 vs 1.51), 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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