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PIALX vs. GGSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PIALX vs. GGSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pioneer Solutions - Balanced Fund (PIALX) and Goldman Sachs Growth Strategy Portfolio (GGSIX). The values are adjusted to include any dividend payments, if applicable.

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PIALX vs. GGSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PIALX
Pioneer Solutions - Balanced Fund
-0.83%23.78%8.23%11.73%-8.89%12.66%9.75%15.45%-10.08%12.88%
GGSIX
Goldman Sachs Growth Strategy Portfolio
-4.20%19.29%19.26%17.83%-16.86%17.04%14.34%24.92%-10.65%21.54%

Returns By Period

In the year-to-date period, PIALX achieves a -0.83% return, which is significantly higher than GGSIX's -4.20% return. Over the past 10 years, PIALX has underperformed GGSIX with an annualized return of 7.24%, while GGSIX has yielded a comparatively higher 9.96% annualized return.


PIALX

1D
0.08%
1M
-5.29%
YTD
-0.83%
6M
2.92%
1Y
17.83%
3Y*
12.87%
5Y*
7.48%
10Y*
7.24%

GGSIX

1D
-0.15%
1M
-8.28%
YTD
-4.20%
6M
-1.19%
1Y
15.00%
3Y*
14.88%
5Y*
8.37%
10Y*
9.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PIALX vs. GGSIX - Expense Ratio Comparison

PIALX has a 0.44% expense ratio, which is higher than GGSIX's 0.19% expense ratio.


Return for Risk

PIALX vs. GGSIX — Risk / Return Rank

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

PIALX
PIALX Risk / Return Rank: 9090
Overall Rank
PIALX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PIALX Sortino Ratio Rank: 9191
Sortino Ratio Rank
PIALX Omega Ratio Rank: 9191
Omega Ratio Rank
PIALX Calmar Ratio Rank: 8787
Calmar Ratio Rank
PIALX Martin Ratio Rank: 9090
Martin Ratio Rank

GGSIX
GGSIX Risk / Return Rank: 5555
Overall Rank
GGSIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
GGSIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
GGSIX Omega Ratio Rank: 6262
Omega Ratio Rank
GGSIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
GGSIX Martin Ratio Rank: 4949
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.

PIALX vs. GGSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pioneer Solutions - Balanced Fund (PIALX) and Goldman Sachs Growth Strategy Portfolio (GGSIX). 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.


PIALXGGSIXDifference

Sharpe ratio

Return per unit of total volatility

2.01

1.15

+0.87

Sortino ratio

Return per unit of downside risk

2.65

1.54

+1.10

Omega ratio

Gain probability vs. loss probability

1.42

1.23

+0.18

Calmar ratio

Return relative to maximum drawdown

2.25

1.07

+1.19

Martin ratio

Return relative to average drawdown

10.13

4.87

+5.26

PIALX vs. GGSIX - Sharpe Ratio Comparison

The current PIALX Sharpe Ratio is 2.01, which is higher than the GGSIX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of PIALX and GGSIX, 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


PIALXGGSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

1.15

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.63

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.70

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.44

+0.12

Correlation

The correlation between PIALX and GGSIX is 0.94, 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

PIALX vs. GGSIX - Dividend Comparison

PIALX's dividend yield for the trailing twelve months is around 5.79%, less than GGSIX's 12.39% yield.


TTM20252024202320222021202020192018201720162015
PIALX
Pioneer Solutions - Balanced Fund
5.79%5.74%5.07%3.97%14.16%6.30%2.79%6.44%5.91%1.81%2.18%10.28%
GGSIX
Goldman Sachs Growth Strategy Portfolio
12.39%11.87%12.21%1.73%5.76%6.57%3.47%5.77%3.02%2.77%1.35%2.03%

Drawdowns

PIALX vs. GGSIX - Drawdown Comparison

The maximum PIALX drawdown since its inception was -43.04%, smaller than the maximum GGSIX drawdown of -52.85%. Use the drawdown chart below to compare losses from any high point for PIALX and GGSIX.


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Drawdown Indicators


PIALXGGSIXDifference

Max Drawdown

Largest peak-to-trough decline

-43.04%

-52.85%

+9.81%

Max Drawdown (1Y)

Largest decline over 1 year

-7.38%

-10.84%

+3.46%

Max Drawdown (5Y)

Largest decline over 5 years

-18.19%

-26.74%

+8.55%

Max Drawdown (10Y)

Largest decline over 10 years

-26.28%

-30.36%

+4.08%

Current Drawdown

Current decline from peak

-5.50%

-8.71%

+3.21%

Average Drawdown

Average peak-to-trough decline

-5.18%

-9.25%

+4.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

2.51%

-0.87%

Volatility

PIALX vs. GGSIX - Volatility Comparison

The current volatility for Pioneer Solutions - Balanced Fund (PIALX) is 2.81%, while Goldman Sachs Growth Strategy Portfolio (GGSIX) has a volatility of 4.54%. This indicates that PIALX experiences smaller price fluctuations and is considered to be less risky than GGSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PIALXGGSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.81%

4.54%

-1.73%

Volatility (6M)

Calculated over the trailing 6-month period

5.24%

8.19%

-2.95%

Volatility (1Y)

Calculated over the trailing 1-year period

8.76%

13.32%

-4.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.73%

13.34%

-4.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.52%

14.27%

-4.75%