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SYFFX vs. PIGFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SYFFX vs. PIGFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pioneer Securitized Income Fund (SYFFX) and Pioneer Fundamental Growth Fund (PIGFX). The values are adjusted to include any dividend payments, if applicable.

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SYFFX vs. PIGFX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SYFFX
Pioneer Securitized Income Fund
0.32%6.83%9.33%13.51%-5.15%5.45%-3.68%0.50%
PIGFX
Pioneer Fundamental Growth Fund
-11.93%14.20%17.46%32.80%-20.79%23.80%27.20%3.11%

Returns By Period

In the year-to-date period, SYFFX achieves a 0.32% return, which is significantly higher than PIGFX's -11.93% return.


SYFFX

1D
0.11%
1M
-1.05%
YTD
0.32%
6M
1.75%
1Y
4.95%
3Y*
8.68%
5Y*
5.46%
10Y*

PIGFX

1D
0.00%
1M
-8.05%
YTD
-11.93%
6M
-10.38%
1Y
6.17%
3Y*
13.09%
5Y*
8.48%
10Y*
12.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SYFFX vs. PIGFX - Expense Ratio Comparison

SYFFX has a 0.65% expense ratio, which is lower than PIGFX's 1.00% expense ratio.


Return for Risk

SYFFX vs. PIGFX — Risk / Return Rank

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

SYFFX
SYFFX Risk / Return Rank: 9494
Overall Rank
SYFFX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SYFFX Sortino Ratio Rank: 9797
Sortino Ratio Rank
SYFFX Omega Ratio Rank: 9696
Omega Ratio Rank
SYFFX Calmar Ratio Rank: 9696
Calmar Ratio Rank
SYFFX Martin Ratio Rank: 8686
Martin Ratio Rank

PIGFX
PIGFX Risk / Return Rank: 1212
Overall Rank
PIGFX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
PIGFX Sortino Ratio Rank: 1313
Sortino Ratio Rank
PIGFX Omega Ratio Rank: 1414
Omega Ratio Rank
PIGFX Calmar Ratio Rank: 1111
Calmar Ratio Rank
PIGFX Martin Ratio Rank: 1111
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.

SYFFX vs. PIGFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pioneer Securitized Income Fund (SYFFX) and Pioneer Fundamental Growth Fund (PIGFX). 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.


SYFFXPIGFXDifference

Sharpe ratio

Return per unit of total volatility

2.03

0.31

+1.72

Sortino ratio

Return per unit of downside risk

3.75

0.58

+3.17

Omega ratio

Gain probability vs. loss probability

1.58

1.08

+0.50

Calmar ratio

Return relative to maximum drawdown

3.65

0.26

+3.38

Martin ratio

Return relative to average drawdown

9.09

0.86

+8.24

SYFFX vs. PIGFX - Sharpe Ratio Comparison

The current SYFFX Sharpe Ratio is 2.03, which is higher than the PIGFX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of SYFFX and PIGFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SYFFXPIGFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

0.31

+1.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.83

0.46

+1.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.50

-0.03

Correlation

The correlation between SYFFX and PIGFX is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SYFFX vs. PIGFX - Dividend Comparison

SYFFX's dividend yield for the trailing twelve months is around 5.94%, less than PIGFX's 21.78% yield.


TTM20252024202320222021202020192018201720162015
SYFFX
Pioneer Securitized Income Fund
5.94%6.62%6.94%8.07%5.96%2.48%0.00%0.00%0.00%0.00%0.00%0.00%
PIGFX
Pioneer Fundamental Growth Fund
21.78%19.18%5.75%3.41%4.39%20.14%9.08%5.43%6.07%4.66%2.19%4.40%

Drawdowns

SYFFX vs. PIGFX - Drawdown Comparison

The maximum SYFFX drawdown since its inception was -38.78%, smaller than the maximum PIGFX drawdown of -44.04%. Use the drawdown chart below to compare losses from any high point for SYFFX and PIGFX.


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Drawdown Indicators


SYFFXPIGFXDifference

Max Drawdown

Largest peak-to-trough decline

-38.78%

-44.04%

+5.26%

Max Drawdown (1Y)

Largest decline over 1 year

-1.55%

-14.55%

+13.00%

Max Drawdown (5Y)

Largest decline over 5 years

-6.11%

-27.12%

+21.01%

Max Drawdown (10Y)

Largest decline over 10 years

-31.47%

Current Drawdown

Current decline from peak

-1.05%

-14.32%

+13.27%

Average Drawdown

Average peak-to-trough decline

-4.02%

-6.40%

+2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

4.47%

-3.85%

Volatility

SYFFX vs. PIGFX - Volatility Comparison

The current volatility for Pioneer Securitized Income Fund (SYFFX) is 0.47%, while Pioneer Fundamental Growth Fund (PIGFX) has a volatility of 4.97%. This indicates that SYFFX experiences smaller price fluctuations and is considered to be less risky than PIGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SYFFXPIGFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.47%

4.97%

-4.50%

Volatility (6M)

Calculated over the trailing 6-month period

1.62%

10.71%

-9.09%

Volatility (1Y)

Calculated over the trailing 1-year period

2.69%

20.89%

-18.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.00%

18.65%

-15.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.89%

18.82%

-9.93%