RPFCX vs. AYBLX
RPFCX (Davis Appreciation & Income Fund) and AYBLX (Pioneer Balanced ESG Fund) are both Diversified Portfolio funds. Over the past 10 years, RPFCX returned 10.68%/yr vs 10.67%/yr for AYBLX. Their correlation of 0.82 suggests significant overlap in exposure. RPFCX charges 1.00%/yr vs 0.65%/yr for AYBLX.
Performance
RPFCX vs. AYBLX - Performance Comparison
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Returns By Period
In the year-to-date period, RPFCX achieves a 9.77% return, which is significantly lower than AYBLX's 13.99% return. Both investments have delivered pretty close results over the past 10 years, with RPFCX having a 10.68% annualized return and AYBLX not far behind at 10.67%.
RPFCX
- 1D
- 0.15%
- 1M
- 0.92%
- YTD
- 9.77%
- 6M
- 9.45%
- 1Y
- 24.42%
- 3Y*
- 17.48%
- 5Y*
- 9.55%
- 10Y*
- 10.68%
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%
RPFCX vs. AYBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RPFCX Davis Appreciation & Income Fund | 9.77% | 20.90% | 9.10% | 23.00% | -15.65% | 25.74% | 4.74% | 20.33% | -8.02% | 16.35% |
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 RPFCX and AYBLX is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 1997 | 0.82 |
The correlation between RPFCX and AYBLX has been stable across timeframes, ranging from 0.75 to 0.85 - a consistent structural relationship.
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Return for Risk
RPFCX vs. AYBLX — Risk / Return Rank
RPFCX
AYBLX
RPFCX vs. AYBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis Appreciation & Income Fund (RPFCX) 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.
| RPFCX | AYBLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.62 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.70 | 5.16 | -1.46 |
| Martin ratioReturn relative to average drawdown | 14.27 | 24.00 | -9.73 |
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Drawdowns
RPFCX vs. AYBLX - Drawdown Comparison
The maximum RPFCX drawdown since its inception was -56.39%, which is greater than AYBLX's maximum drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for RPFCX and AYBLX.
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Drawdown Indicators
| RPFCX | AYBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.39% | -36.28% | -20.11% |
Max Drawdown (1Y)Largest decline over 1 year | -6.76% | -6.41% | -0.35% |
Max Drawdown (3Y)Largest decline over 3 years | -14.82% | -13.39% | -1.43% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | -20.26% | -5.37% |
Max Drawdown (10Y)Largest decline over 10 years | -30.72% | -24.24% | -6.48% |
Current DrawdownCurrent decline from peak | -0.72% | -0.52% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -7.42% | -3.78% | -3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 1.38% | +0.37% |
Volatility
RPFCX vs. AYBLX - Volatility Comparison
The current volatility for Davis Appreciation & Income Fund (RPFCX) is 2.68%, while Pioneer Balanced ESG Fund (AYBLX) has a volatility of 3.63%. This indicates that RPFCX experiences smaller price fluctuations and is considered to be less risky 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
| RPFCX | AYBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 3.63% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 6.80% | 7.83% | -1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.13% | 9.95% | -0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.10% | 11.13% | +2.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.78% | 11.33% | +3.45% |
RPFCX vs. AYBLX - Expense Ratio Comparison
RPFCX has a 1.00% expense ratio, which is higher than AYBLX's 0.65% expense ratio.
Dividends
RPFCX vs. AYBLX - Dividend Comparison
RPFCX's dividend yield for the trailing twelve months is around 5.88%, 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% |
RPFCX Davis Appreciation & Income Fund | 5.88% | 6.09% | 1.11% | 2.91% | 2.63% | 0.28% | 0.78% | 2.03% | 1.09% | 0.83% | 1.09% | 1.19% |
Frequently Asked Questions
RPFCX and AYBLX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AYBLX has higher volatility (3.63%) compared to RPFCX (2.68%). In terms of maximum drawdown, RPFCX dropped -56.39% vs AYBLX's -36.28%.
AYBLX currently has the higher Sharpe Ratio (3.33 vs 2.75), 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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