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PIGFX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between PIGFX and ^GSPC is 0.91, 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.


-0.50.00.51.00.9

Performance

PIGFX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pioneer Fundamental Growth Fund (PIGFX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.03%
10.26%
PIGFX
^GSPC

Key characteristics

Sharpe Ratio

PIGFX:

1.57

^GSPC:

2.16

Sortino Ratio

PIGFX:

2.12

^GSPC:

2.87

Omega Ratio

PIGFX:

1.29

^GSPC:

1.40

Calmar Ratio

PIGFX:

0.98

^GSPC:

3.19

Martin Ratio

PIGFX:

8.70

^GSPC:

13.87

Ulcer Index

PIGFX:

2.40%

^GSPC:

1.95%

Daily Std Dev

PIGFX:

13.33%

^GSPC:

12.54%

Max Drawdown

PIGFX:

-41.72%

^GSPC:

-56.78%

Current Drawdown

PIGFX:

-2.71%

^GSPC:

-0.82%

Returns By Period

In the year-to-date period, PIGFX achieves a 20.49% return, which is significantly lower than ^GSPC's 26.63% return. Over the past 10 years, PIGFX has underperformed ^GSPC with an annualized return of 7.22%, while ^GSPC has yielded a comparatively higher 11.23% annualized return.


PIGFX

YTD

20.49%

1M

0.21%

6M

4.09%

1Y

20.92%

5Y*

6.81%

10Y*

7.22%

^GSPC

YTD

26.63%

1M

1.18%

6M

10.44%

1Y

27.03%

5Y*

13.30%

10Y*

11.23%

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Risk-Adjusted Performance

PIGFX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pioneer Fundamental Growth Fund (PIGFX) and S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for PIGFX, currently valued at 1.57, compared to the broader market-1.000.001.002.003.004.001.572.16
The chart of Sortino ratio for PIGFX, currently valued at 2.12, compared to the broader market-2.000.002.004.006.008.0010.002.122.87
The chart of Omega ratio for PIGFX, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.003.501.291.40
The chart of Calmar ratio for PIGFX, currently valued at 0.98, compared to the broader market0.002.004.006.008.0010.0012.0014.000.983.19
The chart of Martin ratio for PIGFX, currently valued at 8.70, compared to the broader market0.0020.0040.0060.008.7013.87
PIGFX
^GSPC

The current PIGFX Sharpe Ratio is 1.57, which is comparable to the ^GSPC Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of PIGFX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.57
2.16
PIGFX
^GSPC

Drawdowns

PIGFX vs. ^GSPC - Drawdown Comparison

The maximum PIGFX drawdown since its inception was -41.72%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for PIGFX and ^GSPC. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.71%
-0.82%
PIGFX
^GSPC

Volatility

PIGFX vs. ^GSPC - Volatility Comparison

Pioneer Fundamental Growth Fund (PIGFX) and S&P 500 (^GSPC) have volatilities of 4.03% and 3.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.03%
3.96%
PIGFX
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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