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PMYRX vs. SPMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PMYRX vs. SPMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pioneer Flexible Opportunities Fund (PMYRX) and Invesco S&P 500 Momentum ETF (SPMO). The values are adjusted to include any dividend payments, if applicable.

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PMYRX vs. SPMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PMYRX
Pioneer Flexible Opportunities Fund
-3.02%18.78%23.47%11.75%-18.74%11.25%6.86%17.06%-10.58%23.68%
SPMO
Invesco S&P 500 Momentum ETF
-5.78%26.58%45.82%17.56%-10.45%22.64%28.25%25.93%-0.92%27.76%

Returns By Period

In the year-to-date period, PMYRX achieves a -3.02% return, which is significantly higher than SPMO's -5.78% return. Over the past 10 years, PMYRX has underperformed SPMO with an annualized return of 7.40%, while SPMO has yielded a comparatively higher 17.16% annualized return.


PMYRX

1D
0.08%
1M
-5.71%
YTD
-3.02%
6M
-1.37%
1Y
15.99%
3Y*
16.32%
5Y*
5.96%
10Y*
7.40%

SPMO

1D
3.96%
1M
-5.89%
YTD
-5.78%
6M
-6.90%
1Y
22.23%
3Y*
28.36%
5Y*
17.17%
10Y*
17.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PMYRX vs. SPMO - Expense Ratio Comparison

PMYRX has a 0.90% expense ratio, which is higher than SPMO's 0.13% expense ratio.


Return for Risk

PMYRX vs. SPMO — Risk / Return Rank

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

PMYRX
PMYRX Risk / Return Rank: 6666
Overall Rank
PMYRX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PMYRX Sortino Ratio Rank: 6969
Sortino Ratio Rank
PMYRX Omega Ratio Rank: 7676
Omega Ratio Rank
PMYRX Calmar Ratio Rank: 5151
Calmar Ratio Rank
PMYRX Martin Ratio Rank: 6363
Martin Ratio Rank

SPMO
SPMO Risk / Return Rank: 6666
Overall Rank
SPMO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SPMO Sortino Ratio Rank: 6262
Sortino Ratio Rank
SPMO Omega Ratio Rank: 6565
Omega Ratio Rank
SPMO Calmar Ratio Rank: 7474
Calmar Ratio Rank
SPMO Martin Ratio Rank: 6868
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. SPMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pioneer Flexible Opportunities Fund (PMYRX) and Invesco S&P 500 Momentum ETF (SPMO). 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.


PMYRXSPMODifference

Sharpe ratio

Return per unit of total volatility

1.30

0.98

+0.31

Sortino ratio

Return per unit of downside risk

1.74

1.51

+0.24

Omega ratio

Gain probability vs. loss probability

1.29

1.22

+0.07

Calmar ratio

Return relative to maximum drawdown

1.24

1.79

-0.54

Martin ratio

Return relative to average drawdown

5.96

6.36

-0.40

PMYRX vs. SPMO - Sharpe Ratio Comparison

The current PMYRX Sharpe Ratio is 1.30, which is higher than the SPMO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of PMYRX and SPMO, 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


PMYRXSPMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

0.98

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.91

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.86

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.85

-0.25

Correlation

The correlation between PMYRX and SPMO is 0.61, 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

PMYRX vs. SPMO - Dividend Comparison

PMYRX's dividend yield for the trailing twelve months is around 9.57%, more than SPMO's 0.91% yield.


TTM20252024202320222021202020192018201720162015
PMYRX
Pioneer Flexible Opportunities Fund
9.57%9.83%22.31%1.03%4.02%2.12%1.32%2.50%12.83%8.93%1.50%7.13%
SPMO
Invesco S&P 500 Momentum ETF
0.91%0.73%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%

Drawdowns

PMYRX vs. SPMO - Drawdown Comparison

The maximum PMYRX drawdown since its inception was -30.68%, roughly equal to the maximum SPMO drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for PMYRX and SPMO.


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Drawdown Indicators


PMYRXSPMODifference

Max Drawdown

Largest peak-to-trough decline

-30.68%

-30.95%

+0.27%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-12.70%

+0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-24.97%

-22.74%

-2.23%

Max Drawdown (10Y)

Largest decline over 10 years

-30.68%

-30.95%

+0.27%

Current Drawdown

Current decline from peak

-6.16%

-9.24%

+3.08%

Average Drawdown

Average peak-to-trough decline

-6.02%

-4.66%

-1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

3.57%

-1.01%

Volatility

PMYRX vs. SPMO - Volatility Comparison

The current volatility for Pioneer Flexible Opportunities Fund (PMYRX) is 2.91%, while Invesco S&P 500 Momentum ETF (SPMO) has a volatility of 6.82%. This indicates that PMYRX experiences smaller price fluctuations and is considered to be less risky than SPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PMYRXSPMODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.91%

6.82%

-3.91%

Volatility (6M)

Calculated over the trailing 6-month period

6.12%

12.62%

-6.50%

Volatility (1Y)

Calculated over the trailing 1-year period

13.03%

22.68%

-9.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.67%

19.06%

-5.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.14%

20.08%

-6.94%