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PMFYX vs. MPLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PMFYX vs. MPLX - Performance Comparison

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

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Returns By Period

In the year-to-date period, PMFYX achieves a 5.94% return, which is significantly lower than MPLX's 7.63% return. Over the past 10 years, PMFYX has underperformed MPLX with an annualized return of 8.87%, while MPLX has yielded a comparatively higher 14.99% annualized return.


PMFYX

1D
0.22%
1M
1.01%
YTD
5.94%
6M
7.34%
1Y
17.41%
3Y*
13.69%
5Y*
8.15%
10Y*
8.87%

MPLX

1D
-0.75%
1M
-1.46%
YTD
7.63%
6M
4.78%
1Y
15.40%
3Y*
27.99%
5Y*
24.22%
10Y*
14.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PMFYX vs. MPLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PMFYX
Pioneer Multi-Asset Income Fund
5.94%23.15%6.28%7.04%-0.34%12.25%5.38%11.13%-5.91%18.23%
MPLX
MPLX LP
7.63%20.54%41.72%22.46%21.09%53.92%-1.79%-8.25%-8.43%9.00%

Correlation

The correlation between PMFYX and MPLX is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.10

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

0.34

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

0.47

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

0.45

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2012

0.39

Over the past year, the correlation between PMFYX and MPLX has dropped to 0.10 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

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Return for Risk

PMFYX vs. MPLX — Risk / Return Rank

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

PMFYX
PMFYX Risk / Return Rank: 8989
Overall Rank
PMFYX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PMFYX Sortino Ratio Rank: 9494
Sortino Ratio Rank
PMFYX Omega Ratio Rank: 8888
Omega Ratio Rank
PMFYX Calmar Ratio Rank: 8888
Calmar Ratio Rank
PMFYX Martin Ratio Rank: 8282
Martin Ratio Rank

MPLX
MPLX Risk / Return Rank: 6969
Overall Rank
MPLX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
MPLX Sortino Ratio Rank: 6363
Sortino Ratio Rank
MPLX Omega Ratio Rank: 6161
Omega Ratio Rank
MPLX Calmar Ratio Rank: 7474
Calmar Ratio Rank
MPLX 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.

PMFYX vs. MPLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pioneer Multi-Asset Income Fund (PMFYX) and MPLX LP (MPLX). 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.


PMFYXMPLXDifference
Sharpe ratioReturn per unit of total volatility

+2.15

Sortino ratioReturn per unit of downside risk

+3.37

Omega ratioGain probability vs. loss probability

1.61

1.17

+0.44

Calmar ratioReturn relative to maximum drawdown

4.35

2.01

+2.35

Martin ratioReturn relative to average drawdown

15.49

4.73

+10.76

PMFYX vs. MPLX - Sharpe Ratio Comparison

The current PMFYX Sharpe Ratio is 3.14, which is higher than the MPLX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of PMFYX and MPLX, 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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Sharpe Ratios by Period


PMFYXMPLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.14

0.99

+2.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

1.26

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.17

0.49

+0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

0.39

+0.78

Drawdowns

PMFYX vs. MPLX - Drawdown Comparison

The maximum PMFYX drawdown since its inception was -24.23%, smaller than the maximum MPLX drawdown of -85.72%. Use the drawdown chart below to compare losses from any high point for PMFYX and MPLX.


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Drawdown Indicators


PMFYXMPLXDifference

Max Drawdown

Largest peak-to-trough decline

-24.23%

-85.72%

+61.49%

Max Drawdown (1Y)

Largest decline over 1 year

-4.08%

-7.71%

+3.63%

Max Drawdown (3Y)

Largest decline over 3 years

-7.92%

-14.58%

+6.66%

Max Drawdown (5Y)

Largest decline over 5 years

-13.62%

-18.46%

+4.84%

Max Drawdown (10Y)

Largest decline over 10 years

-24.23%

-75.21%

+50.98%

Current Drawdown

Current decline from peak

0.00%

-4.79%

+4.79%

Average Drawdown

Average peak-to-trough decline

-2.60%

-30.01%

+27.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.15%

3.27%

-2.12%

Volatility

PMFYX vs. MPLX - Volatility Comparison

The current volatility for Pioneer Multi-Asset Income Fund (PMFYX) is 1.88%, while MPLX LP (MPLX) has a volatility of 5.51%. This indicates that PMFYX experiences smaller price fluctuations and is considered to be less risky than MPLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PMFYXMPLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.88%

5.51%

-3.63%

Volatility (6M)

Calculated over the trailing 6-month period

4.40%

11.65%

-7.25%

Volatility (1Y)

Calculated over the trailing 1-year period

5.66%

15.59%

-9.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.28%

19.40%

-12.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.62%

30.66%

-23.04%

Dividends

PMFYX vs. MPLX - Dividend Comparison

PMFYX's dividend yield for the trailing twelve months is around 6.30%, less than MPLX's 7.58% yield.


PositionTTM20252024202320222021202020192018201720162015
MPLX
MPLX LP
7.58%7.39%7.33%8.65%8.80%11.30%12.70%10.41%8.22%6.23%5.86%4.33%
PMFYX
Pioneer Multi-Asset Income Fund
6.30%6.48%5.48%4.87%5.00%5.70%5.58%6.00%6.07%6.88%5.72%6.14%

Frequently Asked Questions


PMFYX and MPLX have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MPLX has higher volatility (5.51%) compared to PMFYX (1.88%). In terms of maximum drawdown, PMFYX dropped -24.23% vs MPLX's -85.72%.

PMFYX currently has the higher Sharpe Ratio (3.14 vs 0.99), 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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