PortfoliosLab logoPortfoliosLab logo
VGWAX vs. PMAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGWAX vs. PMAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Global Wellington Fund Admiral Shares (VGWAX) and Pioneer Multi-Asset Income Fund A (PMAIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VGWAX vs. PMAIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VGWAX
Vanguard Global Wellington Fund Admiral Shares
1.04%17.48%6.27%12.54%-7.07%13.51%7.51%22.16%-5.05%
PMAIX
Pioneer Multi-Asset Income Fund A
0.80%23.03%6.09%7.32%-0.79%12.00%5.35%10.88%-6.64%

Returns By Period

In the year-to-date period, VGWAX achieves a 1.04% return, which is significantly higher than PMAIX's 0.80% return.


VGWAX

1D
0.23%
1M
-6.46%
YTD
1.04%
6M
5.86%
1Y
13.97%
3Y*
11.30%
5Y*
7.50%
10Y*

PMAIX

1D
0.15%
1M
-3.62%
YTD
0.80%
6M
4.12%
1Y
16.77%
3Y*
11.84%
5Y*
7.92%
10Y*
8.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VGWAX vs. PMAIX - Expense Ratio Comparison

VGWAX has a 0.29% expense ratio, which is lower than PMAIX's 0.85% expense ratio.


Return for Risk

VGWAX vs. PMAIX — Risk / Return Rank

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

VGWAX
VGWAX Risk / Return Rank: 8181
Overall Rank
VGWAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VGWAX Sortino Ratio Rank: 8181
Sortino Ratio Rank
VGWAX Omega Ratio Rank: 7979
Omega Ratio Rank
VGWAX Calmar Ratio Rank: 8282
Calmar Ratio Rank
VGWAX Martin Ratio Rank: 8080
Martin Ratio Rank

PMAIX
PMAIX Risk / Return Rank: 9393
Overall Rank
PMAIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PMAIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
PMAIX Omega Ratio Rank: 9595
Omega Ratio Rank
PMAIX Calmar Ratio Rank: 8888
Calmar Ratio Rank
PMAIX Martin Ratio Rank: 9292
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.

VGWAX vs. PMAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Wellington Fund Admiral Shares (VGWAX) and Pioneer Multi-Asset Income Fund A (PMAIX). 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.


VGWAXPMAIXDifference

Sharpe ratio

Return per unit of total volatility

1.50

2.39

-0.89

Sortino ratio

Return per unit of downside risk

2.05

3.02

-0.97

Omega ratio

Gain probability vs. loss probability

1.30

1.51

-0.21

Calmar ratio

Return relative to maximum drawdown

1.95

2.32

-0.37

Martin ratio

Return relative to average drawdown

7.80

10.88

-3.08

VGWAX vs. PMAIX - Sharpe Ratio Comparison

The current VGWAX Sharpe Ratio is 1.50, which is lower than the PMAIX Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of VGWAX and PMAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VGWAXPMAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

2.39

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

1.11

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

1.12

-0.38

Correlation

The correlation between VGWAX and PMAIX is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VGWAX vs. PMAIX - Dividend Comparison

VGWAX's dividend yield for the trailing twelve months is around 6.69%, more than PMAIX's 5.82% yield.


TTM20252024202320222021202020192018201720162015
VGWAX
Vanguard Global Wellington Fund Admiral Shares
6.69%6.78%7.47%2.66%4.50%3.36%1.64%2.08%2.62%0.00%0.00%0.00%
PMAIX
Pioneer Multi-Asset Income Fund A
5.82%6.29%5.30%5.14%4.53%5.50%5.39%5.78%5.83%6.69%5.53%5.92%

Drawdowns

VGWAX vs. PMAIX - Drawdown Comparison

The maximum VGWAX drawdown since its inception was -25.28%, roughly equal to the maximum PMAIX drawdown of -24.12%. Use the drawdown chart below to compare losses from any high point for VGWAX and PMAIX.


Loading graphics...

Drawdown Indicators


VGWAXPMAIXDifference

Max Drawdown

Largest peak-to-trough decline

-25.28%

-24.12%

-1.16%

Max Drawdown (1Y)

Largest decline over 1 year

-7.04%

-7.06%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-17.46%

-13.97%

-3.49%

Max Drawdown (10Y)

Largest decline over 10 years

-24.12%

Current Drawdown

Current decline from peak

-6.46%

-3.62%

-2.84%

Average Drawdown

Average peak-to-trough decline

-2.94%

-2.68%

-0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

1.51%

+0.25%

Volatility

VGWAX vs. PMAIX - Volatility Comparison

Vanguard Global Wellington Fund Admiral Shares (VGWAX) has a higher volatility of 3.38% compared to Pioneer Multi-Asset Income Fund A (PMAIX) at 2.19%. This indicates that VGWAX's price experiences larger fluctuations and is considered to be riskier than PMAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VGWAXPMAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

2.19%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

5.80%

4.15%

+1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

9.58%

7.19%

+2.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.09%

7.20%

+1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.99%

7.58%

+3.41%