PRPDX vs. AYBLX
PRPDX (Permanent Portfolio Fund Class A) and AYBLX (Pioneer Balanced ESG Fund) are both Diversified Portfolio funds. Over the past 5 years, PRPDX returned 10.82%/yr vs 9.58%/yr for AYBLX. A 0.70 correlation means they provide meaningful diversification when combined. PRPDX charges 1.06%/yr vs 0.65%/yr for AYBLX.
Performance
PRPDX vs. AYBLX - Performance Comparison
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Returns By Period
In the year-to-date period, PRPDX achieves a 2.79% return, which is significantly lower than AYBLX's 13.99% return.
PRPDX
- 1D
- -0.48%
- 1M
- -2.97%
- YTD
- 2.79%
- 6M
- 1.35%
- 1Y
- 17.66%
- 3Y*
- 19.78%
- 5Y*
- 10.82%
- 10Y*
- —
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%
PRPDX vs. AYBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRPDX Permanent Portfolio Fund Class A | 2.79% | 28.45% | 19.06% | 11.69% | -5.71% | 10.58% | 18.51% | 18.92% | -6.45% | 10.35% |
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 PRPDX and AYBLX is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.70 |
The correlation between PRPDX and AYBLX shifts across timeframes, from 0.57 (1 year) to 0.71 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
PRPDX vs. AYBLX — Risk / Return Rank
PRPDX
AYBLX
PRPDX vs. AYBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Permanent Portfolio Fund Class A (PRPDX) 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.
| PRPDX | AYBLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.93 | ||
| Sortino ratioReturn per unit of downside risk | -2.91 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.62 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | 5.16 | -3.03 |
| Martin ratioReturn relative to average drawdown | 5.46 | 24.00 | -18.54 |
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Drawdowns
PRPDX vs. AYBLX - Drawdown Comparison
The maximum PRPDX drawdown since its inception was -20.87%, smaller than the maximum AYBLX drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for PRPDX and AYBLX.
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Drawdown Indicators
| PRPDX | AYBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.87% | -36.28% | +15.41% |
Max Drawdown (1Y)Largest decline over 1 year | -8.48% | -6.41% | -2.07% |
Max Drawdown (3Y)Largest decline over 3 years | -8.48% | -13.39% | +4.91% |
Max Drawdown (5Y)Largest decline over 5 years | -15.67% | -20.26% | +4.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.24% | — |
Current DrawdownCurrent decline from peak | -8.03% | -0.52% | -7.51% |
Average DrawdownAverage peak-to-trough decline | -2.83% | -3.78% | +0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 1.38% | +1.93% |
Volatility
PRPDX vs. AYBLX - Volatility Comparison
Permanent Portfolio Fund Class A (PRPDX) and Pioneer Balanced ESG Fund (AYBLX) have volatilities of 3.66% and 3.63%, 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
| PRPDX | AYBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.66% | 3.63% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 11.63% | 7.83% | +3.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.92% | 9.95% | +2.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.10% | 11.13% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.82% | 11.33% | -0.51% |
PRPDX vs. AYBLX - Expense Ratio Comparison
PRPDX has a 1.06% expense ratio, which is higher than AYBLX's 0.65% expense ratio.
Dividends
PRPDX vs. AYBLX - Dividend Comparison
PRPDX's dividend yield for the trailing twelve months is around 3.01%, less 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% |
PRPDX Permanent Portfolio Fund Class A | 3.01% | 3.10% | 1.61% | 1.20% | 1.30% | 1.86% | 5.26% | 4.49% | 7.57% | 1.97% | 0.00% | 0.00% |
Frequently Asked Questions
PRPDX and AYBLX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRPDX has higher volatility (3.66%) compared to AYBLX (3.63%). In terms of maximum drawdown, PRPDX dropped -20.87% vs AYBLX's -36.28%.
AYBLX currently has the higher Sharpe Ratio (3.33 vs 1.40), 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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