PMFYX vs. UTG

In the year-to-date period, PMFYX achieves a 6.35% return, which is significantly lower than UTG's 8.08% return. Over the past 10 years, PMFYX has underperformed UTG with an annualized return of 6.67%, while UTG has yielded a comparatively higher 9.69% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Pioneer Multi-Asset Income Fund (PMFYX) and Reaves Utility Income Trust (UTG). 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 PMFYX Sharpe Ratio is 1.18, which is comparable to the UTG Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of PMFYX and UTG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PMFYX's dividend yield for the trailing twelve months is around 5.74%, less than UTG's 6.77% yield.

The maximum PMFYX drawdown since its inception was -24.22%, smaller than the maximum UTG drawdown of -67.57%. Use the drawdown chart below to compare losses from any high point for PMFYX and UTG. For additional features, visit the drawdowns tool.