OSTVX vs. AOBLX
OSTVX (Osterweis Growth & Income Fund) and AOBLX (Victory Pioneer Balanced Fund Class A) are both Diversified Portfolio funds. Over the past 10 years, OSTVX returned 8.61%/yr vs 10.44%/yr for AOBLX. Their correlation of 0.91 suggests significant overlap in exposure. Both charge a 0.93% expense ratio.
Performance
OSTVX vs. AOBLX - Performance Comparison
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Returns By Period
In the year-to-date period, OSTVX achieves a 3.61% return, which is significantly lower than AOBLX's 13.88% return. Over the past 10 years, OSTVX has underperformed AOBLX with an annualized return of 8.61%, while AOBLX has yielded a comparatively higher 10.44% annualized return.
OSTVX
- 1D
- -0.39%
- 1M
- -0.06%
- YTD
- 3.61%
- 6M
- 3.14%
- 1Y
- 11.62%
- 3Y*
- 10.82%
- 5Y*
- 4.47%
- 10Y*
- 8.61%
AOBLX
- 1D
- -0.28%
- 1M
- 1.63%
- YTD
- 13.88%
- 6M
- 13.43%
- 1Y
- 31.97%
- 3Y*
- 17.32%
- 5Y*
- 9.32%
- 10Y*
- 10.44%
OSTVX vs. AOBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OSTVX Osterweis Growth & Income Fund | 3.61% | 10.03% | 9.99% | 14.76% | -15.08% | 11.70% | 17.58% | 25.30% | -7.48% | 12.88% |
AOBLX Victory Pioneer Balanced Fund Class A | 13.88% | 19.59% | 9.46% | 15.00% | -14.64% | 15.10% | 13.15% | 21.75% | -4.63% | 14.99% |
Correlation
The correlation between OSTVX and AOBLX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2011 | 0.91 |
The correlation between OSTVX and AOBLX has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
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Return for Risk
OSTVX vs. AOBLX — Risk / Return Rank
OSTVX
AOBLX
OSTVX vs. AOBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Osterweis Growth & Income Fund (OSTVX) and Victory Pioneer Balanced Fund Class A (AOBLX). 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.
| OSTVX | AOBLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.73 | ||
| Sortino ratioReturn per unit of downside risk | -2.37 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.61 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | 5.12 | -3.23 |
| Martin ratioReturn relative to average drawdown | 9.11 | 23.67 | -14.56 |
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Drawdowns
OSTVX vs. AOBLX - Drawdown Comparison
The maximum OSTVX drawdown since its inception was -25.94%, smaller than the maximum AOBLX drawdown of -36.70%. Use the drawdown chart below to compare losses from any high point for OSTVX and AOBLX.
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Drawdown Indicators
| OSTVX | AOBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.94% | -36.70% | +10.76% |
Max Drawdown (1Y)Largest decline over 1 year | -6.55% | -6.42% | -0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -10.63% | -13.52% | +2.89% |
Max Drawdown (5Y)Largest decline over 5 years | -23.71% | -20.48% | -3.23% |
Max Drawdown (10Y)Largest decline over 10 years | -25.94% | -24.31% | -1.63% |
Current DrawdownCurrent decline from peak | -0.82% | -0.55% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -4.40% | -3.81% | -0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.35% | 1.38% | -0.03% |
Volatility
OSTVX vs. AOBLX - Volatility Comparison
The current volatility for Osterweis Growth & Income Fund (OSTVX) is 2.27%, while Victory Pioneer Balanced Fund Class A (AOBLX) has a volatility of 3.58%. This indicates that OSTVX experiences smaller price fluctuations and is considered to be less risky than AOBLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OSTVX | AOBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.27% | 3.58% | -1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 6.13% | 7.81% | -1.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.86% | 9.95% | -2.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.66% | 11.15% | -0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.50% | 11.35% | +0.15% |
OSTVX vs. AOBLX - Expense Ratio Comparison
Both OSTVX and AOBLX have an expense ratio of 0.93%.
Dividends
OSTVX vs. AOBLX - Dividend Comparison
OSTVX's dividend yield for the trailing twelve months is around 2.87%, less than AOBLX's 3.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOBLX Victory Pioneer Balanced Fund Class A | 3.17% | 3.48% | 2.28% | 1.52% | 2.97% | 8.33% | 4.31% | 5.78% | 9.70% | 9.22% | 2.51% | 3.97% |
OSTVX Osterweis Growth & Income Fund | 2.87% | 2.97% | 9.16% | 4.44% | 8.02% | 2.42% | 3.60% | 5.99% | 10.01% | 5.13% | 3.61% | 4.27% |
Frequently Asked Questions
OSTVX and AOBLX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AOBLX has higher volatility (3.58%) compared to OSTVX (2.27%). In terms of maximum drawdown, OSTVX dropped -25.94% vs AOBLX's -36.70%.
AOBLX currently has the higher Sharpe Ratio (3.31 vs 1.57), 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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