PIODX vs. BKTSX
PIODX (Pioneer Fund) and BKTSX (iShares Total U.S. Stock Market Index Fund Class K) are both Large Cap Blend Equities funds. Over the past 10 years, PIODX returned 16.24%/yr vs 14.82%/yr for BKTSX. With a 0.96 correlation, they move nearly in lockstep. PIODX charges 1.06%/yr vs 0.02%/yr for BKTSX.
Performance
PIODX vs. BKTSX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with PIODX having a 11.20% return and BKTSX slightly higher at 11.66%. Over the past 10 years, PIODX has outperformed BKTSX with an annualized return of 16.24%, while BKTSX has yielded a comparatively lower 14.82% annualized return.
PIODX
- 1D
- 0.54%
- 1M
- 1.71%
- 6M
- 7.91%
- YTD
- 11.20%
- 1Y
- 22.82%
- 3Y*
- 23.94%
- 5Y*
- 13.35%
- 10Y*
- 16.24%
BKTSX
- 1D
- 0.29%
- 1M
- 2.01%
- 6M
- 9.20%
- YTD
- 11.66%
- 1Y
- 22.48%
- 3Y*
- 20.63%
- 5Y*
- 12.20%
- 10Y*
- 14.82%
PIODX vs. BKTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PIODX Pioneer Fund | 11.20% | 23.30% | 22.62% | 28.45% | -19.43% | 27.40% | 24.01% | 31.04% | -1.48% | 21.79% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 11.66% | 17.15% | 23.83% | 26.02% | -19.05% | 25.56% | 20.82% | 31.12% | -5.37% | 21.02% |
Correlation
The correlation between PIODX and BKTSX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.96 |
The correlation between PIODX and BKTSX has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.
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Return for Risk
PIODX vs. BKTSX — Risk / Return Rank
PIODX
BKTSX
PIODX vs. BKTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pioneer Fund (PIODX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX). 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.
| PIODX | BKTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.31 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 2.49 | -0.23 |
| Martin ratioReturn relative to average drawdown | 8.93 | 10.91 | -1.98 |
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Drawdowns
PIODX vs. BKTSX - Drawdown Comparison
The maximum PIODX drawdown since its inception was -53.40%, which is greater than BKTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for PIODX and BKTSX.
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Drawdown Indicators
| PIODX | BKTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.40% | -34.97% | -18.43% |
Max Drawdown (1Y)Largest decline over 1 year | -9.99% | -8.87% | -1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -21.52% | -19.29% | -2.23% |
Max Drawdown (5Y)Largest decline over 5 years | -26.55% | -24.98% | -1.57% |
Max Drawdown (10Y)Largest decline over 10 years | -30.14% | -34.97% | +4.83% |
Current DrawdownCurrent decline from peak | -1.89% | -0.06% | -1.83% |
Average DrawdownAverage peak-to-trough decline | -8.59% | -4.50% | -4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.02% | +0.50% |
Volatility
PIODX vs. BKTSX - Volatility Comparison
Pioneer Fund (PIODX) has a higher volatility of 5.60% compared to iShares Total U.S. Stock Market Index Fund Class K (BKTSX) at 4.21%. This indicates that PIODX's price experiences larger fluctuations and is considered to be riskier than BKTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PIODX | BKTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 4.21% | +1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 12.43% | 10.05% | +2.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.97% | 12.76% | +3.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.33% | 17.46% | +1.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.91% | 18.38% | +0.53% |
PIODX vs. BKTSX - Expense Ratio Comparison
PIODX has a 1.06% expense ratio, which is higher than BKTSX's 0.02% expense ratio.
Dividends
PIODX vs. BKTSX - Dividend Comparison
PIODX's dividend yield for the trailing twelve months is around 8.96%, more than BKTSX's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 1.04% | 1.14% | 1.27% | 1.46% | 1.64% | 1.58% | 1.51% | 2.15% | 2.49% | 2.17% | 1.54% | 0.00% |
PIODX Pioneer Fund | 8.96% | 10.04% | 14.17% | 2.86% | 4.13% | 16.18% | 5.82% | 9.37% | 15.37% | 21.35% | 20.51% | 14.53% |
Frequently Asked Questions
With a correlation of 0.94, PIODX and BKTSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
PIODX has higher volatility (5.60%) compared to BKTSX (4.21%). In terms of maximum drawdown, PIODX dropped -53.40% vs BKTSX's -34.97%.
BKTSX currently has the higher Sharpe Ratio (1.73 vs 1.41), 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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