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PIGFX vs. USMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PIGFX vs. USMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pioneer Fundamental Growth Fund (PIGFX) and iShares MSCI USA Min Vol Factor ETF (USMV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PIGFX achieves a 3.98% return, which is significantly higher than USMV's 0.85% return. Over the past 10 years, PIGFX has outperformed USMV with an annualized return of 14.73%, while USMV has yielded a comparatively lower 9.75% annualized return.


PIGFX

1D
1.15%
1M
0.47%
YTD
3.98%
6M
3.60%
1Y
15.85%
3Y*
16.40%
5Y*
10.74%
10Y*
14.73%

USMV

1D
0.04%
1M
-2.38%
YTD
0.85%
6M
0.25%
1Y
4.28%
3Y*
10.83%
5Y*
7.10%
10Y*
9.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PIGFX vs. USMV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PIGFX
Pioneer Fundamental Growth Fund
3.98%14.20%17.46%32.80%-20.79%23.80%27.20%33.88%-0.64%22.58%
USMV
iShares MSCI USA Min Vol Factor ETF
0.85%7.65%15.74%10.33%-9.43%20.85%5.64%27.69%1.33%18.91%

Correlation

The correlation between PIGFX and USMV is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2011

0.80

Over the past year, the correlation between PIGFX and USMV has dropped to 0.50 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.

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Return for Risk

PIGFX vs. USMV — Risk / Return Rank

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

PIGFX
PIGFX Risk / Return Rank: 1414
Overall Rank
PIGFX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
PIGFX Sortino Ratio Rank: 1515
Sortino Ratio Rank
PIGFX Omega Ratio Rank: 1515
Omega Ratio Rank
PIGFX Calmar Ratio Rank: 1212
Calmar Ratio Rank
PIGFX Martin Ratio Rank: 1313
Martin Ratio Rank

USMV
USMV Risk / Return Rank: 1616
Overall Rank
USMV Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
USMV Sortino Ratio Rank: 1515
Sortino Ratio Rank
USMV Omega Ratio Rank: 1414
Omega Ratio Rank
USMV Calmar Ratio Rank: 1616
Calmar Ratio Rank
USMV Martin Ratio Rank: 1919
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.

PIGFX vs. USMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pioneer Fundamental Growth Fund (PIGFX) and iShares MSCI USA Min Vol Factor ETF (USMV). 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.


PIGFXUSMVDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+0.76

Omega ratioGain probability vs. loss probability

1.19

1.09

+0.10

Calmar ratioReturn relative to maximum drawdown

1.08

0.67

+0.41

Martin ratioReturn relative to average drawdown

3.56

2.18

+1.38

PIGFX vs. USMV - Sharpe Ratio Comparison

The current PIGFX Sharpe Ratio is 1.05, which is higher than the USMV Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of PIGFX and USMV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PIGFX vs. USMV - Drawdown Comparison

The maximum PIGFX drawdown since its inception was -44.04%, which is greater than USMV's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for PIGFX and USMV.


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Drawdown Indicators


PIGFXUSMVDifference

Max Drawdown

Largest peak-to-trough decline

-44.04%

-33.10%

-10.94%

Max Drawdown (1Y)

Largest decline over 1 year

-14.32%

-6.46%

-7.86%

Max Drawdown (3Y)

Largest decline over 3 years

-19.99%

-9.36%

-10.63%

Max Drawdown (5Y)

Largest decline over 5 years

-27.12%

-17.93%

-9.19%

Max Drawdown (10Y)

Largest decline over 10 years

-31.47%

-33.10%

+1.63%

Current Drawdown

Current decline from peak

-1.24%

-2.91%

+1.67%

Average Drawdown

Average peak-to-trough decline

-6.37%

-2.87%

-3.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

1.97%

+2.37%

Volatility

PIGFX vs. USMV - Volatility Comparison

Pioneer Fundamental Growth Fund (PIGFX) has a higher volatility of 5.38% compared to iShares MSCI USA Min Vol Factor ETF (USMV) at 2.62%. This indicates that PIGFX's price experiences larger fluctuations and is considered to be riskier than USMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PIGFXUSMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

2.62%

+2.76%

Volatility (6M)

Calculated over the trailing 6-month period

11.69%

6.13%

+5.56%

Volatility (1Y)

Calculated over the trailing 1-year period

14.69%

8.61%

+6.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.81%

12.36%

+6.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.95%

14.52%

+4.43%

PIGFX vs. USMV - Expense Ratio Comparison

PIGFX has a 1.00% expense ratio, which is higher than USMV's 0.15% expense ratio.


Dividends

PIGFX vs. USMV - Dividend Comparison

PIGFX's dividend yield for the trailing twelve months is around 18.45%, more than USMV's 1.53% yield.


PositionTTM20252024202320222021202020192018201720162015
PIGFX
Pioneer Fundamental Growth Fund
18.45%19.18%5.75%3.41%4.39%20.14%9.08%5.43%6.07%4.66%2.19%4.40%
USMV
iShares MSCI USA Min Vol Factor ETF
1.53%1.49%1.67%1.82%1.62%1.26%1.81%1.88%2.12%1.77%2.22%2.02%

Frequently Asked Questions


PIGFX and USMV have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PIGFX has higher volatility (5.38%) compared to USMV (2.62%). In terms of maximum drawdown, PIGFX dropped -44.04% vs USMV's -33.10%.

PIGFX currently has the higher Sharpe Ratio (1.05 vs 0.50), 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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