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PMFYX vs. IPIRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PMFYX vs. IPIRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pioneer Multi-Asset Income Fund (PMFYX) and Voya Global Perspectives Portfolio (IPIRX). The values are adjusted to include any dividend payments, if applicable.

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PMFYX vs. IPIRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PMFYX
Pioneer Multi-Asset Income Fund
1.37%23.15%6.28%7.04%-0.34%12.25%5.38%11.13%-5.91%18.23%
IPIRX
Voya Global Perspectives Portfolio
-1.16%14.21%7.31%10.65%-17.52%6.06%16.10%18.35%-9.87%15.00%

Returns By Period

In the year-to-date period, PMFYX achieves a 1.37% return, which is significantly higher than IPIRX's -1.16% return. Over the past 10 years, PMFYX has outperformed IPIRX with an annualized return of 8.66%, while IPIRX has yielded a comparatively lower 5.64% annualized return.


PMFYX

1D
0.46%
1M
-2.76%
YTD
1.37%
6M
4.45%
1Y
17.47%
3Y*
12.07%
5Y*
8.12%
10Y*
8.66%

IPIRX

1D
1.95%
1M
-5.33%
YTD
-1.16%
6M
0.43%
1Y
12.26%
3Y*
8.65%
5Y*
3.08%
10Y*
5.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PMFYX vs. IPIRX - Expense Ratio Comparison

PMFYX has a 0.65% expense ratio, which is higher than IPIRX's 0.20% expense ratio.


Return for Risk

PMFYX vs. IPIRX — Risk / Return Rank

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

PMFYX
PMFYX Risk / Return Rank: 9494
Overall Rank
PMFYX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PMFYX Sortino Ratio Rank: 9595
Sortino Ratio Rank
PMFYX Omega Ratio Rank: 9595
Omega Ratio Rank
PMFYX Calmar Ratio Rank: 9090
Calmar Ratio Rank
PMFYX Martin Ratio Rank: 9393
Martin Ratio Rank

IPIRX
IPIRX Risk / Return Rank: 5353
Overall Rank
IPIRX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IPIRX Sortino Ratio Rank: 6363
Sortino Ratio Rank
IPIRX Omega Ratio Rank: 5757
Omega Ratio Rank
IPIRX Calmar Ratio Rank: 3737
Calmar Ratio Rank
IPIRX Martin Ratio Rank: 4646
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.

PMFYX vs. IPIRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pioneer Multi-Asset Income Fund (PMFYX) and Voya Global Perspectives Portfolio (IPIRX). 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.


PMFYXIPIRXDifference

Sharpe ratio

Return per unit of total volatility

2.46

1.23

+1.24

Sortino ratio

Return per unit of downside risk

3.11

1.82

+1.29

Omega ratio

Gain probability vs. loss probability

1.53

1.25

+0.28

Calmar ratio

Return relative to maximum drawdown

2.52

1.26

+1.27

Martin ratio

Return relative to average drawdown

11.71

5.56

+6.15

PMFYX vs. IPIRX - Sharpe Ratio Comparison

The current PMFYX Sharpe Ratio is 2.46, which is higher than the IPIRX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of PMFYX and IPIRX, 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


PMFYXIPIRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

1.23

+1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

0.29

+0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.14

0.59

+0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

1.14

0.54

+0.60

Correlation

The correlation between PMFYX and IPIRX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PMFYX vs. IPIRX - Dividend Comparison

PMFYX's dividend yield for the trailing twelve months is around 5.96%, more than IPIRX's 5.71% yield.


TTM20252024202320222021202020192018201720162015
PMFYX
Pioneer Multi-Asset Income Fund
5.96%6.48%5.48%4.87%5.00%5.70%5.58%6.00%6.07%6.88%5.72%6.14%
IPIRX
Voya Global Perspectives Portfolio
5.71%5.64%3.25%14.65%13.55%6.34%6.25%7.80%1.30%2.78%2.78%7.16%

Drawdowns

PMFYX vs. IPIRX - Drawdown Comparison

The maximum PMFYX drawdown since its inception was -24.23%, roughly equal to the maximum IPIRX drawdown of -24.97%. Use the drawdown chart below to compare losses from any high point for PMFYX and IPIRX.


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Drawdown Indicators


PMFYXIPIRXDifference

Max Drawdown

Largest peak-to-trough decline

-24.23%

-24.97%

+0.74%

Max Drawdown (1Y)

Largest decline over 1 year

-7.09%

-7.88%

+0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-13.62%

-24.97%

+11.35%

Max Drawdown (10Y)

Largest decline over 10 years

-24.23%

-24.97%

+0.74%

Current Drawdown

Current decline from peak

-3.12%

-6.09%

+2.97%

Average Drawdown

Average peak-to-trough decline

-2.62%

-4.89%

+2.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

2.02%

-0.49%

Volatility

PMFYX vs. IPIRX - Volatility Comparison

The current volatility for Pioneer Multi-Asset Income Fund (PMFYX) is 2.29%, while Voya Global Perspectives Portfolio (IPIRX) has a volatility of 4.12%. This indicates that PMFYX experiences smaller price fluctuations and is considered to be less risky than IPIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PMFYXIPIRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.29%

4.12%

-1.83%

Volatility (6M)

Calculated over the trailing 6-month period

4.14%

6.77%

-2.63%

Volatility (1Y)

Calculated over the trailing 1-year period

7.16%

11.21%

-4.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.23%

10.76%

-3.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.60%

9.71%

-2.11%