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SAIPX vs. AYBLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SAIPX vs. AYBLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Strategic Asset Management Conservative Balanced Portfolio (SAIPX) 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, SAIPX achieves a 4.81% return, which is significantly lower than AYBLX's 13.99% return. Over the past 10 years, SAIPX has underperformed AYBLX with an annualized return of 6.37%, while AYBLX has yielded a comparatively higher 10.67% annualized return.


SAIPX

1D
-0.15%
1M
0.99%
YTD
4.81%
6M
4.56%
1Y
12.34%
3Y*
10.80%
5Y*
4.58%
10Y*
6.37%

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)

SAIPX vs. AYBLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAIPX
Principal Strategic Asset Management Conservative Balanced Portfolio
4.81%11.24%9.82%11.69%-14.84%9.14%9.03%15.50%-4.08%10.88%
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 SAIPX and AYBLX is 0.89, 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

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Aug 29, 1997

0.87

The correlation between SAIPX and AYBLX has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.

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Return for Risk

SAIPX vs. AYBLX — Risk / Return Rank

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

SAIPX
SAIPX Risk / Return Rank: 5757
Overall Rank
SAIPX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SAIPX Sortino Ratio Rank: 5858
Sortino Ratio Rank
SAIPX Omega Ratio Rank: 6363
Omega Ratio Rank
SAIPX Calmar Ratio Rank: 4949
Calmar Ratio Rank
SAIPX Martin Ratio Rank: 5959
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.

SAIPX vs. AYBLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Strategic Asset Management Conservative Balanced Portfolio (SAIPX) 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.


SAIPXAYBLXDifference
Sharpe ratioReturn per unit of total volatility

-1.26

Sortino ratioReturn per unit of downside risk

-1.75

Omega ratioGain probability vs. loss probability

1.40

1.62

-0.21

Calmar ratioReturn relative to maximum drawdown

2.56

5.16

-2.60

Martin ratioReturn relative to average drawdown

11.05

24.00

-12.95

SAIPX vs. AYBLX - Sharpe Ratio Comparison

The current SAIPX Sharpe Ratio is 2.07, which is lower than the AYBLX Sharpe Ratio of 3.33. The chart below compares the historical Sharpe Ratios of SAIPX 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

SAIPX vs. AYBLX - Drawdown Comparison

The maximum SAIPX drawdown since its inception was -29.80%, smaller than the maximum AYBLX drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for SAIPX and AYBLX.


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Drawdown Indicators


SAIPXAYBLXDifference

Max Drawdown

Largest peak-to-trough decline

-29.80%

-36.28%

+6.48%

Max Drawdown (1Y)

Largest decline over 1 year

-5.05%

-6.41%

+1.36%

Max Drawdown (3Y)

Largest decline over 3 years

-6.90%

-13.39%

+6.49%

Max Drawdown (5Y)

Largest decline over 5 years

-19.79%

-20.26%

+0.47%

Max Drawdown (10Y)

Largest decline over 10 years

-20.02%

-24.24%

+4.22%

Current Drawdown

Current decline from peak

-0.30%

-0.52%

+0.22%

Average Drawdown

Average peak-to-trough decline

-2.95%

-3.78%

+0.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

1.38%

-0.21%

Volatility

SAIPX vs. AYBLX - Volatility Comparison

The current volatility for Principal Strategic Asset Management Conservative Balanced Portfolio (SAIPX) is 2.41%, while Pioneer Balanced ESG Fund (AYBLX) has a volatility of 3.63%. This indicates that SAIPX 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


SAIPXAYBLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.41%

3.63%

-1.22%

Volatility (6M)

Calculated over the trailing 6-month period

5.27%

7.83%

-2.56%

Volatility (1Y)

Calculated over the trailing 1-year period

6.26%

9.95%

-3.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.90%

11.13%

-3.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.71%

11.33%

-3.62%

SAIPX vs. AYBLX - Expense Ratio Comparison

SAIPX has a 0.61% expense ratio, which is lower than AYBLX's 0.65% expense ratio.


Dividends

SAIPX vs. AYBLX - Dividend Comparison

SAIPX's dividend yield for the trailing twelve months is around 7.19%, 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%
SAIPX
Principal Strategic Asset Management Conservative Balanced Portfolio
7.19%7.89%4.67%2.20%4.69%6.89%2.75%3.41%7.38%4.85%3.14%6.11%

Frequently Asked Questions


SAIPX and AYBLX have a correlation of 0.89, 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 SAIPX (2.41%). In terms of maximum drawdown, SAIPX dropped -29.80% vs AYBLX's -36.28%.

AYBLX currently has the higher Sharpe Ratio (3.33 vs 2.07), 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

Find the right allocation for SAIPX and AYBLX

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