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PMAIX vs. PSRAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PMAIX vs. PSRAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pioneer Multi-Asset Income Fund A (PMAIX) and Pioneer Strategic Income Fund (PSRAX). The values are adjusted to include any dividend payments, if applicable.

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PMAIX vs. PSRAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PMAIX
Pioneer Multi-Asset Income Fund A
0.80%23.03%6.09%7.32%-0.79%12.00%5.35%10.88%-6.10%17.97%
PSRAX
Pioneer Strategic Income Fund
-0.91%10.29%2.79%7.08%-13.38%1.91%7.40%10.19%-1.90%5.21%

Returns By Period

In the year-to-date period, PMAIX achieves a 0.80% return, which is significantly higher than PSRAX's -0.91% return. Over the past 10 years, PMAIX has outperformed PSRAX with an annualized return of 8.45%, while PSRAX has yielded a comparatively lower 3.18% annualized return.


PMAIX

1D
0.15%
1M
-3.62%
YTD
0.80%
6M
4.12%
1Y
16.77%
3Y*
11.84%
5Y*
7.92%
10Y*
8.45%

PSRAX

1D
0.31%
1M
-2.90%
YTD
-0.91%
6M
0.38%
1Y
5.54%
3Y*
5.18%
5Y*
1.45%
10Y*
3.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PMAIX vs. PSRAX - Expense Ratio Comparison

PMAIX has a 0.85% expense ratio, which is lower than PSRAX's 1.01% expense ratio.


Return for Risk

PMAIX vs. PSRAX — Risk / Return Rank

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

PMAIX
PMAIX Risk / Return Rank: 9393
Overall Rank
PMAIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PMAIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
PMAIX Omega Ratio Rank: 9595
Omega Ratio Rank
PMAIX Calmar Ratio Rank: 8888
Calmar Ratio Rank
PMAIX Martin Ratio Rank: 9292
Martin Ratio Rank

PSRAX
PSRAX Risk / Return Rank: 7777
Overall Rank
PSRAX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
PSRAX Sortino Ratio Rank: 7878
Sortino Ratio Rank
PSRAX Omega Ratio Rank: 7171
Omega Ratio Rank
PSRAX Calmar Ratio Rank: 8282
Calmar Ratio Rank
PSRAX Martin Ratio Rank: 7474
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.

PMAIX vs. PSRAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pioneer Multi-Asset Income Fund A (PMAIX) and Pioneer Strategic Income Fund (PSRAX). 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.


PMAIXPSRAXDifference

Sharpe ratio

Return per unit of total volatility

2.39

1.41

+0.97

Sortino ratio

Return per unit of downside risk

3.02

1.97

+1.06

Omega ratio

Gain probability vs. loss probability

1.51

1.27

+0.24

Calmar ratio

Return relative to maximum drawdown

2.32

1.97

+0.35

Martin ratio

Return relative to average drawdown

10.88

7.07

+3.82

PMAIX vs. PSRAX - Sharpe Ratio Comparison

The current PMAIX Sharpe Ratio is 2.39, which is higher than the PSRAX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of PMAIX and PSRAX, 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


PMAIXPSRAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

1.41

+0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

0.27

+0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.12

0.67

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

1.32

-0.21

Correlation

The correlation between PMAIX and PSRAX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PMAIX vs. PSRAX - Dividend Comparison

PMAIX's dividend yield for the trailing twelve months is around 5.82%, more than PSRAX's 4.50% yield.


TTM20252024202320222021202020192018201720162015
PMAIX
Pioneer Multi-Asset Income Fund A
5.82%6.29%5.30%5.14%4.53%5.50%5.39%5.78%5.83%6.69%5.53%5.92%
PSRAX
Pioneer Strategic Income Fund
4.50%4.83%3.65%2.58%2.75%8.10%3.28%2.87%3.15%3.20%3.39%3.62%

Drawdowns

PMAIX vs. PSRAX - Drawdown Comparison

The maximum PMAIX drawdown since its inception was -24.12%, which is greater than PSRAX's maximum drawdown of -18.59%. Use the drawdown chart below to compare losses from any high point for PMAIX and PSRAX.


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Drawdown Indicators


PMAIXPSRAXDifference

Max Drawdown

Largest peak-to-trough decline

-24.12%

-18.59%

-5.53%

Max Drawdown (1Y)

Largest decline over 1 year

-7.06%

-3.31%

-3.75%

Max Drawdown (5Y)

Largest decline over 5 years

-13.97%

-18.59%

+4.62%

Max Drawdown (10Y)

Largest decline over 10 years

-24.12%

-18.59%

-5.53%

Current Drawdown

Current decline from peak

-3.62%

-2.90%

-0.72%

Average Drawdown

Average peak-to-trough decline

-2.68%

-2.23%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

0.92%

+0.59%

Volatility

PMAIX vs. PSRAX - Volatility Comparison

Pioneer Multi-Asset Income Fund A (PMAIX) has a higher volatility of 2.19% compared to Pioneer Strategic Income Fund (PSRAX) at 1.39%. This indicates that PMAIX's price experiences larger fluctuations and is considered to be riskier than PSRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PMAIXPSRAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.19%

1.39%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

4.15%

2.28%

+1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

7.19%

4.32%

+2.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.20%

5.35%

+1.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.58%

4.73%

+2.85%