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POEAX vs. AYBLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

POEAX vs. AYBLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacific Funds Portfolio Optimization Aggressive-Growth (POEAX) and Pioneer Balanced ESG Fund (AYBLX). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

POEAX vs. AYBLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

POEAX
POEAX Risk / Return Rank: 6060
Overall Rank
POEAX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
POEAX Sortino Ratio Rank: 5353
Sortino Ratio Rank
POEAX Omega Ratio Rank: 5353
Omega Ratio Rank
POEAX Calmar Ratio Rank: 6464
Calmar Ratio Rank
POEAX Martin Ratio Rank: 7373
Martin Ratio Rank

AYBLX
AYBLX Risk / Return Rank: 9595
Overall Rank
AYBLX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
AYBLX Sortino Ratio Rank: 9595
Sortino Ratio Rank
AYBLX Omega Ratio Rank: 9090
Omega Ratio Rank
AYBLX Calmar Ratio Rank: 9494
Calmar Ratio Rank
AYBLX Martin Ratio Rank: 9797
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.

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.


POEAXAYBLXDifference
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

POEAX vs. AYBLX - Sharpe Ratio Comparison

The current POEAX Sharpe Ratio is 2.02, which is lower than the AYBLX Sharpe Ratio of 3.33. The chart below compares the historical Sharpe Ratios of POEAX and AYBLX, 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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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


POEAXAYBLXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.55%

-0.52%

-0.03%

Average Drawdown

Average peak-to-trough decline

-8.79%

-3.78%

-5.01%

Ulcer Index

Depth 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


POEAXAYBLXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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