USCRX vs. AYBLX
USCRX (USAA Cornerstone Moderately Aggressive Fund) and AYBLX (Pioneer Balanced ESG Fund) are both Diversified Portfolio funds. Over the past 10 years, USCRX returned 7.54%/yr vs 10.62%/yr for AYBLX. Their correlation of 0.89 suggests significant overlap in exposure. USCRX charges 0.88%/yr vs 0.65%/yr for AYBLX.
Performance
USCRX vs. AYBLX - Performance Comparison
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Returns By Period
In the year-to-date period, USCRX achieves a 7.85% return, which is significantly lower than AYBLX's 13.44% return. Over the past 10 years, USCRX has underperformed AYBLX with an annualized return of 7.54%, while AYBLX has yielded a comparatively higher 10.62% annualized return.
USCRX
- 1D
- 0.07%
- 1M
- -0.07%
- YTD
- 7.85%
- 6M
- 7.08%
- 1Y
- 18.64%
- 3Y*
- 13.29%
- 5Y*
- 6.31%
- 10Y*
- 7.54%
AYBLX
- 1D
- 0.42%
- 1M
- 0.30%
- YTD
- 13.44%
- 6M
- 12.73%
- 1Y
- 30.34%
- 3Y*
- 17.34%
- 5Y*
- 9.34%
- 10Y*
- 10.62%
USCRX vs. AYBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USCRX USAA Cornerstone Moderately Aggressive Fund | 7.85% | 16.64% | 8.15% | 12.00% | -13.58% | 11.42% | 8.92% | 16.17% | -7.41% | 14.99% |
AYBLX Pioneer Balanced ESG Fund | 13.44% | 19.80% | 9.64% | 15.41% | -14.39% | 15.48% | 12.92% | 22.22% | -4.43% | 15.19% |
Correlation
The correlation between USCRX and AYBLX is 0.91, 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 | 0.91 |
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 | 0.92 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 1997 | 0.89 |
The correlation between USCRX and AYBLX has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.
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Return for Risk
USCRX vs. AYBLX — Risk / Return Rank
USCRX
AYBLX
USCRX vs. AYBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USAA Cornerstone Moderately Aggressive Fund (USCRX) 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.
| USCRX | AYBLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.56 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 4.76 | -2.00 |
| Martin ratioReturn relative to average drawdown | 11.84 | 22.03 | -10.19 |
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Drawdowns
USCRX vs. AYBLX - Drawdown Comparison
The maximum USCRX drawdown since its inception was -49.07%, which is greater than AYBLX's maximum drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for USCRX and AYBLX.
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Drawdown Indicators
| USCRX | AYBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.07% | -36.28% | -12.79% |
Max Drawdown (1Y)Largest decline over 1 year | -6.73% | -6.41% | -0.32% |
Max Drawdown (3Y)Largest decline over 3 years | -12.51% | -13.39% | +0.88% |
Max Drawdown (5Y)Largest decline over 5 years | -24.00% | -20.26% | -3.74% |
Max Drawdown (10Y)Largest decline over 10 years | -24.00% | -24.24% | +0.24% |
Current DrawdownCurrent decline from peak | -1.36% | -1.00% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -5.46% | -3.78% | -1.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 1.38% | +0.18% |
Volatility
USCRX vs. AYBLX - Volatility Comparison
USAA Cornerstone Moderately Aggressive Fund (USCRX) has a higher volatility of 4.06% compared to Pioneer Balanced ESG Fund (AYBLX) at 3.76%. This indicates that USCRX's price experiences larger fluctuations and is considered to be riskier 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
| USCRX | AYBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 3.76% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 7.94% | 7.88% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.44% | 9.98% | -0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.68% | 11.14% | +0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.11% | 11.32% | -0.21% |
USCRX vs. AYBLX - Expense Ratio Comparison
USCRX has a 0.88% expense ratio, which is higher than AYBLX's 0.65% expense ratio.
Dividends
USCRX vs. AYBLX - Dividend Comparison
USCRX's dividend yield for the trailing twelve months is around 9.65%, more than AYBLX's 3.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AYBLX Pioneer Balanced ESG Fund | 3.26% | 3.58% | 2.59% | 1.76% | 3.23% | 8.61% | 4.12% | 6.03% | 9.97% | 9.42% | 2.63% | 4.14% |
USCRX USAA Cornerstone Moderately Aggressive Fund | 9.65% | 10.40% | 7.18% | 2.11% | 4.34% | 8.03% | 1.92% | 2.04% | 6.52% | 7.73% | 2.07% | 2.87% |
Frequently Asked Questions
With a correlation of 0.91, USCRX and AYBLX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
USCRX has higher volatility (4.06%) compared to AYBLX (3.76%). In terms of maximum drawdown, USCRX dropped -49.07% vs AYBLX's -36.28%.
AYBLX currently has the higher Sharpe Ratio (3.07 vs 1.97), 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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