POEAX vs. AYBLX
POEAX (Pacific Funds Portfolio Optimization Aggressive-Growth) and AYBLX (Pioneer Balanced ESG Fund) are both Diversified Portfolio funds. Over the past 10 years, POEAX returned 11.31%/yr vs 10.67%/yr for AYBLX. Their correlation of 0.93 suggests significant overlap in exposure. POEAX charges 0.60%/yr vs 0.65%/yr for AYBLX.
Performance
POEAX vs. AYBLX - Performance Comparison
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Returns By Period
In the year-to-date period, POEAX achieves a 11.13% return, which is significantly lower than AYBLX's 13.99% return. Over the past 10 years, POEAX has outperformed AYBLX with an annualized return of 11.31%, while AYBLX has yielded a comparatively lower 10.67% annualized return.
POEAX
- 1D
- -0.12%
- 1M
- 1.55%
- YTD
- 11.13%
- 6M
- 10.23%
- 1Y
- 24.08%
- 3Y*
- 17.49%
- 5Y*
- 7.92%
- 10Y*
- 11.31%
AYBLX
- 1D
- -0.21%
- 1M
- 1.64%
- YTD
- 13.99%
- 6M
- 13.54%
- 1Y
- 32.24%
- 3Y*
- 17.53%
- 5Y*
- 9.58%
- 10Y*
- 10.67%
POEAX vs. AYBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
POEAX Pacific Funds Portfolio Optimization Aggressive-Growth | 11.13% | 16.66% | 15.13% | 18.53% | -21.24% | 18.82% | 16.09% | 26.91% | -9.28% | 19.17% |
AYBLX Pioneer Balanced ESG Fund | 13.99% | 19.80% | 9.64% | 15.41% | -14.39% | 15.48% | 12.92% | 22.22% | -4.43% | 15.19% |
Correlation
The correlation between POEAX and AYBLX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 6, 2004 | 0.93 |
The correlation between POEAX and AYBLX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
POEAX vs. AYBLX — Risk / Return Rank
POEAX
AYBLX
POEAX vs. AYBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX) and Pioneer Balanced ESG Fund (AYBLX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| POEAX | AYBLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.62 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | 5.16 | -2.22 |
| Martin ratioReturn relative to average drawdown | 12.91 | 24.00 | -11.09 |
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Drawdowns
POEAX vs. AYBLX - Drawdown Comparison
The maximum POEAX drawdown since its inception was -57.49%, which is greater than AYBLX's maximum drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for POEAX and AYBLX.
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Drawdown Indicators
| POEAX | AYBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.49% | -36.28% | -21.21% |
Max Drawdown (1Y)Largest decline over 1 year | -8.57% | -6.41% | -2.16% |
Max Drawdown (3Y)Largest decline over 3 years | -17.49% | -13.39% | -4.10% |
Max Drawdown (5Y)Largest decline over 5 years | -29.40% | -20.26% | -9.14% |
Max Drawdown (10Y)Largest decline over 10 years | -35.88% | -24.24% | -11.64% |
Current DrawdownCurrent decline from peak | -0.55% | -0.52% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -8.79% | -3.78% | -5.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 1.38% | +0.57% |
Volatility
POEAX vs. AYBLX - Volatility Comparison
Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX) has a higher volatility of 4.62% compared to Pioneer Balanced ESG Fund (AYBLX) at 3.63%. This indicates that POEAX's price experiences larger fluctuations and is considered to be riskier than AYBLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| POEAX | AYBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 3.63% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 9.92% | 7.83% | +2.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.51% | 9.95% | +2.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.16% | 11.13% | +14.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.58% | 11.33% | +10.25% |
POEAX vs. AYBLX - Expense Ratio Comparison
POEAX has a 0.60% expense ratio, which is lower than AYBLX's 0.65% expense ratio.
Dividends
POEAX vs. AYBLX - Dividend Comparison
POEAX's dividend yield for the trailing twelve months is around 6.95%, more than AYBLX's 3.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AYBLX Pioneer Balanced ESG Fund | 3.24% | 3.58% | 2.59% | 1.76% | 3.23% | 8.61% | 4.12% | 6.03% | 9.97% | 9.42% | 2.63% | 4.14% |
POEAX Pacific Funds Portfolio Optimization Aggressive-Growth | 6.95% | 7.73% | 2.12% | 1.67% | 36.10% | 10.62% | 3.32% | 7.91% | 24.81% | 4.03% | 7.09% | 3.16% |
Frequently Asked Questions
With a correlation of 0.92, POEAX and AYBLX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
POEAX has higher volatility (4.62%) compared to AYBLX (3.63%). In terms of maximum drawdown, POEAX dropped -57.49% vs AYBLX's -36.28%.
AYBLX currently has the higher Sharpe Ratio (3.33 vs 2.02), 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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