VASGX vs. AYBLX
VASGX (Vanguard LifeStrategy Growth Fund) and AYBLX (Pioneer Balanced ESG Fund) are both Diversified Portfolio funds. Over the past 10 years, VASGX returned 11.05%/yr vs 10.67%/yr for AYBLX. Their correlation of 0.88 suggests significant overlap in exposure. VASGX charges 0.14%/yr vs 0.65%/yr for AYBLX.
Performance
VASGX vs. AYBLX - Performance Comparison
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Returns By Period
In the year-to-date period, VASGX achieves a 10.19% return, which is significantly lower than AYBLX's 13.99% return. Both investments have delivered pretty close results over the past 10 years, with VASGX having a 11.05% annualized return and AYBLX not far behind at 10.67%.
VASGX
- 1D
- -0.16%
- 1M
- 1.45%
- YTD
- 10.19%
- 6M
- 9.63%
- 1Y
- 23.77%
- 3Y*
- 17.41%
- 5Y*
- 8.92%
- 10Y*
- 11.05%
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%
VASGX vs. AYBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VASGX Vanguard LifeStrategy Growth Fund | 10.19% | 19.65% | 12.95% | 18.76% | -17.21% | 14.35% | 15.45% | 23.14% | -6.89% | 19.21% |
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 VASGX and AYBLX is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 1997 | 0.88 |
The correlation between VASGX and AYBLX has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.
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Return for Risk
VASGX vs. AYBLX — Risk / Return Rank
VASGX
AYBLX
VASGX vs. AYBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy Growth Fund (VASGX) 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.
| VASGX | AYBLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.62 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 5.16 | -2.13 |
| Martin ratioReturn relative to average drawdown | 13.08 | 24.00 | -10.92 |
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Drawdowns
VASGX vs. AYBLX - Drawdown Comparison
The maximum VASGX drawdown since its inception was -51.16%, which is greater than AYBLX's maximum drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for VASGX and AYBLX.
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Drawdown Indicators
| VASGX | AYBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.16% | -36.28% | -14.88% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -6.41% | -1.76% |
Max Drawdown (3Y)Largest decline over 3 years | -12.89% | -13.39% | +0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -24.43% | -20.26% | -4.17% |
Max Drawdown (10Y)Largest decline over 10 years | -28.53% | -24.24% | -4.29% |
Current DrawdownCurrent decline from peak | -0.60% | -0.52% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -7.24% | -3.78% | -3.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 1.38% | +0.51% |
Volatility
VASGX vs. AYBLX - Volatility Comparison
Vanguard LifeStrategy Growth Fund (VASGX) has a higher volatility of 4.37% compared to Pioneer Balanced ESG Fund (AYBLX) at 3.63%. This indicates that VASGX'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
| VASGX | AYBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 3.63% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 7.83% | +1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.00% | 9.95% | +1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.88% | 11.13% | +1.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.52% | 11.33% | +2.19% |
VASGX vs. AYBLX - Expense Ratio Comparison
VASGX has a 0.14% expense ratio, which is lower than AYBLX's 0.65% expense ratio.
Dividends
VASGX vs. AYBLX - Dividend Comparison
VASGX's dividend yield for the trailing twelve months is around 3.72%, 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% |
VASGX Vanguard LifeStrategy Growth Fund | 3.72% | 4.09% | 6.15% | 3.00% | 2.10% | 3.54% | 3.54% | 2.34% | 4.36% | 2.13% | 2.23% | 4.54% |
Frequently Asked Questions
With a correlation of 0.92, VASGX 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.
VASGX has higher volatility (4.37%) compared to AYBLX (3.63%). In terms of maximum drawdown, VASGX dropped -51.16% vs AYBLX's -36.28%.
AYBLX currently has the higher Sharpe Ratio (3.33 vs 2.25), 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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