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PRPDX vs. AYBLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRPDX vs. AYBLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Permanent Portfolio Fund Class A (PRPDX) 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, 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRPDX vs. AYBLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

PRPDX
PRPDX Risk / Return Rank: 2929
Overall Rank
PRPDX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
PRPDX Sortino Ratio Rank: 2121
Sortino Ratio Rank
PRPDX Omega Ratio Rank: 3333
Omega Ratio Rank
PRPDX Calmar Ratio Rank: 3636
Calmar Ratio Rank
PRPDX Martin Ratio Rank: 2525
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.

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.


PRPDXAYBLXDifference
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

PRPDX vs. AYBLX - Sharpe Ratio Comparison

The current PRPDX Sharpe Ratio is 1.40, which is lower than the AYBLX Sharpe Ratio of 3.33. The chart below compares the historical Sharpe Ratios of PRPDX 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

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


PRPDXAYBLXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-8.03%

-0.52%

-7.51%

Average Drawdown

Average peak-to-trough decline

-2.83%

-3.78%

+0.95%

Ulcer Index

Depth 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


PRPDXAYBLXDifference

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.


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%
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.

Portfolio Optimizer

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