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PAXHX vs. RCRYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PAXHX vs. RCRYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pax High Yield Bond Fund (PAXHX) and Pioneer Corporate High Yield Fund (RCRYX). The values are adjusted to include any dividend payments, if applicable.

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PAXHX vs. RCRYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PAXHX
Pax High Yield Bond Fund
-1.14%8.75%6.08%12.20%-13.52%2.55%7.83%14.62%-3.04%6.39%
RCRYX
Pioneer Corporate High Yield Fund
0.41%7.00%8.07%8.30%-12.08%5.65%4.25%9.77%-2.08%5.67%

Returns By Period

In the year-to-date period, PAXHX achieves a -1.14% return, which is significantly lower than RCRYX's 0.41% return. Over the past 10 years, PAXHX has outperformed RCRYX with an annualized return of 5.06%, while RCRYX has yielded a comparatively lower 4.18% annualized return.


PAXHX

1D
0.66%
1M
-1.62%
YTD
-1.14%
6M
0.38%
1Y
6.29%
3Y*
7.11%
5Y*
2.63%
10Y*
5.06%

RCRYX

1D
0.12%
1M
-0.83%
YTD
0.41%
6M
1.52%
1Y
6.20%
3Y*
6.99%
5Y*
2.83%
10Y*
4.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PAXHX vs. RCRYX - Expense Ratio Comparison

PAXHX has a 0.93% expense ratio, which is higher than RCRYX's 0.60% expense ratio.


Return for Risk

PAXHX vs. RCRYX — Risk / Return Rank

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

PAXHX
PAXHX Risk / Return Rank: 8989
Overall Rank
PAXHX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
PAXHX Sortino Ratio Rank: 9090
Sortino Ratio Rank
PAXHX Omega Ratio Rank: 8989
Omega Ratio Rank
PAXHX Calmar Ratio Rank: 8989
Calmar Ratio Rank
PAXHX Martin Ratio Rank: 9090
Martin Ratio Rank

RCRYX
RCRYX Risk / Return Rank: 9797
Overall Rank
RCRYX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
RCRYX Sortino Ratio Rank: 9898
Sortino Ratio Rank
RCRYX Omega Ratio Rank: 9797
Omega Ratio Rank
RCRYX Calmar Ratio Rank: 9595
Calmar Ratio Rank
RCRYX Martin Ratio Rank: 9696
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.

PAXHX vs. RCRYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pax High Yield Bond Fund (PAXHX) and Pioneer Corporate High Yield Fund (RCRYX). 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.


PAXHXRCRYXDifference

Sharpe ratio

Return per unit of total volatility

1.85

2.52

-0.67

Sortino ratio

Return per unit of downside risk

2.71

4.19

-1.48

Omega ratio

Gain probability vs. loss probability

1.41

1.71

-0.29

Calmar ratio

Return relative to maximum drawdown

2.64

3.56

-0.92

Martin ratio

Return relative to average drawdown

10.73

15.91

-5.18

PAXHX vs. RCRYX - Sharpe Ratio Comparison

The current PAXHX Sharpe Ratio is 1.85, which is comparable to the RCRYX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of PAXHX and RCRYX, 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


PAXHXRCRYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

2.52

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.68

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.96

0.93

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

1.00

-0.18

Correlation

The correlation between PAXHX and RCRYX is 0.69, 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

PAXHX vs. RCRYX - Dividend Comparison

PAXHX's dividend yield for the trailing twelve months is around 5.51%, more than RCRYX's 4.80% yield.


TTM20252024202320222021202020192018201720162015
PAXHX
Pax High Yield Bond Fund
5.51%5.86%5.53%6.33%4.26%3.53%4.67%5.23%5.29%5.18%5.12%6.39%
RCRYX
Pioneer Corporate High Yield Fund
4.80%5.39%5.13%3.95%4.45%4.71%4.76%4.51%4.44%5.01%6.44%4.43%

Drawdowns

PAXHX vs. RCRYX - Drawdown Comparison

The maximum PAXHX drawdown since its inception was -25.81%, which is greater than RCRYX's maximum drawdown of -21.13%. Use the drawdown chart below to compare losses from any high point for PAXHX and RCRYX.


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Drawdown Indicators


PAXHXRCRYXDifference

Max Drawdown

Largest peak-to-trough decline

-25.81%

-21.13%

-4.68%

Max Drawdown (1Y)

Largest decline over 1 year

-2.65%

-1.81%

-0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-17.38%

-14.92%

-2.46%

Max Drawdown (10Y)

Largest decline over 10 years

-18.15%

-21.13%

+2.98%

Current Drawdown

Current decline from peak

-1.80%

-0.95%

-0.85%

Average Drawdown

Average peak-to-trough decline

-4.72%

-2.47%

-2.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

0.41%

+0.24%

Volatility

PAXHX vs. RCRYX - Volatility Comparison

Pax High Yield Bond Fund (PAXHX) has a higher volatility of 1.38% compared to Pioneer Corporate High Yield Fund (RCRYX) at 0.68%. This indicates that PAXHX's price experiences larger fluctuations and is considered to be riskier than RCRYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAXHXRCRYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

0.68%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

2.32%

1.56%

+0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

3.54%

2.44%

+1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.16%

4.16%

+1.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

4.51%

+0.75%