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PMYRX vs. EQTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PMYRX vs. EQTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pioneer Flexible Opportunities Fund (PMYRX) and Shelton Equity Income Fund (EQTIX). The values are adjusted to include any dividend payments, if applicable.

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PMYRX vs. EQTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PMYRX
Pioneer Flexible Opportunities Fund
-1.45%18.78%23.47%11.75%-18.74%11.25%6.86%17.06%-10.58%23.68%
EQTIX
Shelton Equity Income Fund
-5.60%8.84%17.18%17.17%-10.28%23.76%6.87%17.66%-10.00%13.57%

Returns By Period

In the year-to-date period, PMYRX achieves a -1.45% return, which is significantly higher than EQTIX's -5.60% return. Over the past 10 years, PMYRX has underperformed EQTIX with an annualized return of 7.58%, while EQTIX has yielded a comparatively higher 8.25% annualized return.


PMYRX

1D
1.62%
1M
-3.68%
YTD
-1.45%
6M
-0.01%
1Y
17.86%
3Y*
16.94%
5Y*
6.08%
10Y*
7.58%

EQTIX

1D
-0.06%
1M
-5.82%
YTD
-5.60%
6M
-3.75%
1Y
7.47%
3Y*
10.56%
5Y*
7.40%
10Y*
8.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PMYRX vs. EQTIX - Expense Ratio Comparison

PMYRX has a 0.90% expense ratio, which is higher than EQTIX's 0.72% expense ratio.


Return for Risk

PMYRX vs. EQTIX — Risk / Return Rank

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

PMYRX
PMYRX Risk / Return Rank: 6767
Overall Rank
PMYRX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
PMYRX Sortino Ratio Rank: 6666
Sortino Ratio Rank
PMYRX Omega Ratio Rank: 7575
Omega Ratio Rank
PMYRX Calmar Ratio Rank: 5454
Calmar Ratio Rank
PMYRX Martin Ratio Rank: 6767
Martin Ratio Rank

EQTIX
EQTIX Risk / Return Rank: 2121
Overall Rank
EQTIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
EQTIX Sortino Ratio Rank: 1818
Sortino Ratio Rank
EQTIX Omega Ratio Rank: 2020
Omega Ratio Rank
EQTIX Calmar Ratio Rank: 2020
Calmar Ratio Rank
EQTIX Martin Ratio Rank: 2727
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.

PMYRX vs. EQTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pioneer Flexible Opportunities Fund (PMYRX) and Shelton Equity Income Fund (EQTIX). 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.


PMYRXEQTIXDifference

Sharpe ratio

Return per unit of total volatility

1.37

0.53

+0.84

Sortino ratio

Return per unit of downside risk

1.84

0.86

+0.98

Omega ratio

Gain probability vs. loss probability

1.31

1.13

+0.18

Calmar ratio

Return relative to maximum drawdown

1.52

0.65

+0.87

Martin ratio

Return relative to average drawdown

7.26

3.10

+4.16

PMYRX vs. EQTIX - Sharpe Ratio Comparison

The current PMYRX Sharpe Ratio is 1.37, which is higher than the EQTIX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of PMYRX and EQTIX, 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


PMYRXEQTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

0.53

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.57

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.58

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.44

+0.16

Correlation

The correlation between PMYRX and EQTIX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PMYRX vs. EQTIX - Dividend Comparison

PMYRX's dividend yield for the trailing twelve months is around 9.42%, more than EQTIX's 7.24% yield.


TTM20252024202320222021202020192018201720162015
PMYRX
Pioneer Flexible Opportunities Fund
9.42%9.83%22.31%1.03%4.02%2.12%1.32%2.50%12.83%8.93%1.50%7.13%
EQTIX
Shelton Equity Income Fund
7.24%7.62%9.51%9.25%9.83%11.98%24.62%4.89%23.96%14.65%16.02%3.33%

Drawdowns

PMYRX vs. EQTIX - Drawdown Comparison

The maximum PMYRX drawdown since its inception was -30.68%, smaller than the maximum EQTIX drawdown of -53.77%. Use the drawdown chart below to compare losses from any high point for PMYRX and EQTIX.


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Drawdown Indicators


PMYRXEQTIXDifference

Max Drawdown

Largest peak-to-trough decline

-30.68%

-53.77%

+23.09%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-10.43%

-1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-24.97%

-19.03%

-5.94%

Max Drawdown (10Y)

Largest decline over 10 years

-30.68%

-29.85%

-0.83%

Current Drawdown

Current decline from peak

-4.65%

-7.16%

+2.51%

Average Drawdown

Average peak-to-trough decline

-6.02%

-7.21%

+1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.19%

+0.39%

Volatility

PMYRX vs. EQTIX - Volatility Comparison

Pioneer Flexible Opportunities Fund (PMYRX) and Shelton Equity Income Fund (EQTIX) have volatilities of 3.45% and 3.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PMYRXEQTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.45%

3.45%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

6.33%

7.52%

-1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

13.09%

14.71%

-1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.68%

13.12%

+0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.15%

14.31%

-1.16%