PortfoliosLab logoPortfoliosLab logo
PCGRX vs. PYEQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCGRX vs. PYEQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pioneer Mid Cap Value Fund (PCGRX) and Pioneer Equity Income Y (PYEQX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PCGRX vs. PYEQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PCGRX
Pioneer Mid Cap Value Fund
3.80%10.84%10.44%12.38%-5.85%28.94%1.81%28.04%-19.52%12.89%
PYEQX
Pioneer Equity Income Y
3.71%11.46%11.46%7.54%-7.92%25.56%0.09%25.76%-8.70%15.27%

Returns By Period

The year-to-date returns for both stocks are quite close, with PCGRX having a 3.80% return and PYEQX slightly lower at 3.71%. Both investments have delivered pretty close results over the past 10 years, with PCGRX having a 8.87% annualized return and PYEQX not far ahead at 9.23%.


PCGRX

1D
0.48%
1M
-2.86%
YTD
3.80%
6M
7.15%
1Y
14.81%
3Y*
12.12%
5Y*
8.58%
10Y*
8.87%

PYEQX

1D
1.36%
1M
-3.10%
YTD
3.71%
6M
8.02%
1Y
13.54%
3Y*
11.21%
5Y*
7.66%
10Y*
9.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PCGRX vs. PYEQX - Expense Ratio Comparison

PCGRX has a 1.05% expense ratio, which is higher than PYEQX's 0.81% expense ratio.


Return for Risk

PCGRX vs. PYEQX — Risk / Return Rank

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

PCGRX
PCGRX Risk / Return Rank: 3030
Overall Rank
PCGRX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PCGRX Sortino Ratio Rank: 3030
Sortino Ratio Rank
PCGRX Omega Ratio Rank: 3030
Omega Ratio Rank
PCGRX Calmar Ratio Rank: 2828
Calmar Ratio Rank
PCGRX Martin Ratio Rank: 3232
Martin Ratio Rank

PYEQX
PYEQX Risk / Return Rank: 2929
Overall Rank
PYEQX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
PYEQX Sortino Ratio Rank: 2626
Sortino Ratio Rank
PYEQX Omega Ratio Rank: 2828
Omega Ratio Rank
PYEQX Calmar Ratio Rank: 3030
Calmar Ratio Rank
PYEQX Martin Ratio Rank: 3333
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.

PCGRX vs. PYEQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pioneer Mid Cap Value Fund (PCGRX) and Pioneer Equity Income Y (PYEQX). 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.


PCGRXPYEQXDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.78

+0.06

Sortino ratio

Return per unit of downside risk

1.25

1.15

+0.10

Omega ratio

Gain probability vs. loss probability

1.18

1.17

+0.01

Calmar ratio

Return relative to maximum drawdown

1.08

1.09

-0.01

Martin ratio

Return relative to average drawdown

4.37

4.24

+0.12

PCGRX vs. PYEQX - Sharpe Ratio Comparison

The current PCGRX Sharpe Ratio is 0.83, which is comparable to the PYEQX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of PCGRX and PYEQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PCGRXPYEQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.78

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.50

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.54

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.41

+0.13

Correlation

The correlation between PCGRX and PYEQX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PCGRX vs. PYEQX - Dividend Comparison

PCGRX's dividend yield for the trailing twelve months is around 6.93%, less than PYEQX's 8.55% yield.


TTM20252024202320222021202020192018201720162015
PCGRX
Pioneer Mid Cap Value Fund
6.93%7.19%9.50%6.92%12.41%14.24%0.71%1.08%12.40%8.35%6.59%10.48%
PYEQX
Pioneer Equity Income Y
8.55%8.95%39.97%17.70%12.73%9.44%1.77%4.15%7.99%5.46%13.20%10.34%

Drawdowns

PCGRX vs. PYEQX - Drawdown Comparison

The maximum PCGRX drawdown since its inception was -53.63%, roughly equal to the maximum PYEQX drawdown of -53.72%. Use the drawdown chart below to compare losses from any high point for PCGRX and PYEQX.


Loading graphics...

Drawdown Indicators


PCGRXPYEQXDifference

Max Drawdown

Largest peak-to-trough decline

-53.63%

-53.72%

+0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

-13.20%

+4.26%

Max Drawdown (5Y)

Largest decline over 5 years

-20.29%

-20.14%

-0.15%

Max Drawdown (10Y)

Largest decline over 10 years

-42.30%

-37.88%

-4.42%

Current Drawdown

Current decline from peak

-5.39%

-5.29%

-0.10%

Average Drawdown

Average peak-to-trough decline

-7.55%

-7.69%

+0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

3.39%

+0.22%

Volatility

PCGRX vs. PYEQX - Volatility Comparison

Pioneer Mid Cap Value Fund (PCGRX) has a higher volatility of 4.85% compared to Pioneer Equity Income Y (PYEQX) at 3.53%. This indicates that PCGRX's price experiences larger fluctuations and is considered to be riskier than PYEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PCGRXPYEQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

3.53%

+1.32%

Volatility (6M)

Calculated over the trailing 6-month period

10.22%

8.65%

+1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

19.07%

16.86%

+2.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.68%

15.31%

+2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.51%

17.17%

+2.34%