VSCGX vs. AYBLX
VSCGX (Vanguard LifeStrategy 40/60 Fund) and AYBLX (Pioneer Balanced ESG Fund) are both Diversified Portfolio funds. Over the past 10 years, VSCGX returned 6.72%/yr vs 10.67%/yr for AYBLX. Their correlation of 0.86 suggests significant overlap in exposure. VSCGX charges 0.10%/yr vs 0.65%/yr for AYBLX.
Performance
VSCGX vs. AYBLX - Performance Comparison
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Returns By Period
In the year-to-date period, VSCGX achieves a 5.32% return, which is significantly lower than AYBLX's 13.99% return. Over the past 10 years, VSCGX has underperformed AYBLX with an annualized return of 6.72%, while AYBLX has yielded a comparatively higher 10.67% annualized return.
VSCGX
- 1D
- -0.22%
- 1M
- 1.06%
- YTD
- 5.32%
- 6M
- 5.13%
- 1Y
- 13.40%
- 3Y*
- 12.15%
- 5Y*
- 5.43%
- 10Y*
- 6.72%
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%
VSCGX vs. AYBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSCGX Vanguard LifeStrategy 40/60 Fund | 5.32% | 12.87% | 11.65% | 12.72% | -15.00% | 6.04% | 11.51% | 15.69% | -2.95% | 10.02% |
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 VSCGX and AYBLX is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 1997 | 0.86 |
The correlation between VSCGX and AYBLX has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.
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Return for Risk
VSCGX vs. AYBLX — Risk / Return Rank
VSCGX
AYBLX
VSCGX vs. AYBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy 40/60 Fund (VSCGX) 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.
| VSCGX | AYBLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.62 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 5.16 | -2.47 |
| Martin ratioReturn relative to average drawdown | 11.58 | 24.00 | -12.42 |
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Drawdowns
VSCGX vs. AYBLX - Drawdown Comparison
The maximum VSCGX drawdown since its inception was -30.62%, smaller than the maximum AYBLX drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for VSCGX and AYBLX.
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Drawdown Indicators
| VSCGX | AYBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.62% | -36.28% | +5.66% |
Max Drawdown (1Y)Largest decline over 1 year | -5.19% | -6.41% | +1.22% |
Max Drawdown (3Y)Largest decline over 3 years | -6.71% | -13.39% | +6.68% |
Max Drawdown (5Y)Largest decline over 5 years | -20.15% | -20.26% | +0.11% |
Max Drawdown (10Y)Largest decline over 10 years | -20.15% | -24.24% | +4.09% |
Current DrawdownCurrent decline from peak | -0.31% | -0.52% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -2.99% | -3.78% | +0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.21% | 1.38% | -0.17% |
Volatility
VSCGX vs. AYBLX - Volatility Comparison
The current volatility for Vanguard LifeStrategy 40/60 Fund (VSCGX) is 2.58%, while Pioneer Balanced ESG Fund (AYBLX) has a volatility of 3.63%. This indicates that VSCGX 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
| VSCGX | AYBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.58% | 3.63% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 5.53% | 7.83% | -2.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.54% | 9.95% | -3.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.76% | 11.13% | -3.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.40% | 11.33% | -3.93% |
VSCGX vs. AYBLX - Expense Ratio Comparison
VSCGX has a 0.10% expense ratio, which is lower than AYBLX's 0.65% expense ratio.
Dividends
VSCGX vs. AYBLX - Dividend Comparison
VSCGX's dividend yield for the trailing twelve months is around 5.26%, 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% |
VSCGX Vanguard LifeStrategy 40/60 Fund | 5.26% | 5.50% | 11.03% | 5.23% | 2.79% | 4.18% | 3.28% | 2.62% | 3.81% | 1.65% | 2.43% | 3.21% |
Frequently Asked Questions
VSCGX and AYBLX have a correlation of 0.90, 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 VSCGX (2.58%). In terms of maximum drawdown, VSCGX dropped -30.62% vs AYBLX's -36.28%.
AYBLX currently has the higher Sharpe Ratio (3.33 vs 2.14), 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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