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PINDX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PINDX and VOO is 0.95, 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.


Performance

PINDX vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

PINDX:

0.44

VOO:

0.72

Sortino Ratio

PINDX:

0.77

VOO:

1.12

Omega Ratio

PINDX:

1.11

VOO:

1.16

Calmar Ratio

PINDX:

0.43

VOO:

0.74

Martin Ratio

PINDX:

1.52

VOO:

2.83

Ulcer Index

PINDX:

6.65%

VOO:

4.88%

Daily Std Dev

PINDX:

23.48%

VOO:

19.41%

Max Drawdown

PINDX:

-61.99%

VOO:

-33.99%

Current Drawdown

PINDX:

-4.09%

VOO:

-2.65%

Returns By Period

In the year-to-date period, PINDX achieves a 1.04% return, which is significantly lower than VOO's 1.84% return. Both investments have delivered pretty close results over the past 10 years, with PINDX having a 13.08% annualized return and VOO not far behind at 12.82%.


PINDX

YTD

1.04%

1M

17.60%

6M

0.88%

1Y

10.16%

3Y*

15.94%

5Y*

15.33%

10Y*

13.08%

VOO

YTD

1.84%

1M

13.00%

6M

1.80%

1Y

13.86%

3Y*

16.93%

5Y*

16.68%

10Y*

12.82%

*Annualized

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Pioneer Disciplined Growth Fund

Vanguard S&P 500 ETF

PINDX vs. VOO - Expense Ratio Comparison

PINDX has a 1.05% expense ratio, which is higher than VOO's 0.03% expense ratio.


Risk-Adjusted Performance

PINDX vs. VOO — Risk-Adjusted Performance Rank

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

PINDX
The Risk-Adjusted Performance Rank of PINDX is 4747
Overall Rank
The Sharpe Ratio Rank of PINDX is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of PINDX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of PINDX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of PINDX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of PINDX is 4646
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6868
Overall Rank
The Sharpe Ratio Rank of VOO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PINDX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pioneer Disciplined Growth Fund (PINDX) and Vanguard S&P 500 ETF (VOO). 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.


The current PINDX Sharpe Ratio is 0.44, which is lower than the VOO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of PINDX and VOO, 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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Dividends

PINDX vs. VOO - Dividend Comparison

PINDX's dividend yield for the trailing twelve months is around 0.22%, less than VOO's 1.28% yield.


TTM20242023202220212020201920182017201620152014
PINDX
Pioneer Disciplined Growth Fund
0.22%0.22%0.17%0.24%0.00%0.00%0.16%0.01%0.16%0.26%0.30%0.92%
VOO
Vanguard S&P 500 ETF
1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

PINDX vs. VOO - Drawdown Comparison

The maximum PINDX drawdown since its inception was -61.99%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PINDX and VOO. For additional features, visit the drawdowns tool.


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Volatility

PINDX vs. VOO - Volatility Comparison

Pioneer Disciplined Growth Fund (PINDX) has a higher volatility of 7.33% compared to Vanguard S&P 500 ETF (VOO) at 5.49%. This indicates that PINDX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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