VTTVX vs. AYBLX
VTTVX (Vanguard Target Retirement 2025 Fund) and AYBLX (Pioneer Balanced ESG Fund) are both Diversified Portfolio funds. Over the past 10 years, VTTVX returned 8.20%/yr vs 10.67%/yr for AYBLX. Their correlation of 0.94 suggests significant overlap in exposure. VTTVX charges 0.08%/yr vs 0.65%/yr for AYBLX.
Performance
VTTVX vs. AYBLX - Performance Comparison
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Returns By Period
In the year-to-date period, VTTVX achieves a 6.37% return, which is significantly lower than AYBLX's 13.99% return. Over the past 10 years, VTTVX has underperformed AYBLX with an annualized return of 8.20%, while AYBLX has yielded a comparatively higher 10.67% annualized return.
VTTVX
- 1D
- -0.19%
- 1M
- 1.05%
- YTD
- 6.37%
- 6M
- 6.10%
- 1Y
- 15.67%
- 3Y*
- 12.55%
- 5Y*
- 5.94%
- 10Y*
- 8.20%
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%
VTTVX vs. AYBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTTVX Vanguard Target Retirement 2025 Fund | 6.37% | 14.63% | 9.23% | 14.76% | -15.57% | 9.78% | 13.31% | 19.63% | -5.14% | 13.68% |
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 VTTVX 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 | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2003 | 0.94 |
The correlation between VTTVX and AYBLX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.
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Return for Risk
VTTVX vs. AYBLX — Risk / Return Rank
VTTVX
AYBLX
VTTVX vs. AYBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2025 Fund (VTTVX) 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.
| VTTVX | AYBLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.62 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | 5.16 | -2.23 |
| Martin ratioReturn relative to average drawdown | 12.56 | 24.00 | -11.44 |
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Drawdowns
VTTVX vs. AYBLX - Drawdown Comparison
The maximum VTTVX drawdown since its inception was -46.03%, which is greater than AYBLX's maximum drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for VTTVX and AYBLX.
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Drawdown Indicators
| VTTVX | AYBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.03% | -36.28% | -9.75% |
Max Drawdown (1Y)Largest decline over 1 year | -5.57% | -6.41% | +0.84% |
Max Drawdown (3Y)Largest decline over 3 years | -7.84% | -13.39% | +5.55% |
Max Drawdown (5Y)Largest decline over 5 years | -21.52% | -20.26% | -1.26% |
Max Drawdown (10Y)Largest decline over 10 years | -22.51% | -24.24% | +1.73% |
Current DrawdownCurrent decline from peak | -0.42% | -0.52% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -3.78% | -1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.30% | 1.38% | -0.08% |
Volatility
VTTVX vs. AYBLX - Volatility Comparison
The current volatility for Vanguard Target Retirement 2025 Fund (VTTVX) is 2.88%, while Pioneer Balanced ESG Fund (AYBLX) has a volatility of 3.63%. This indicates that VTTVX 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
| VTTVX | AYBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 3.63% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 6.06% | 7.83% | -1.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.27% | 9.95% | -2.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.15% | 11.13% | -1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.96% | 11.33% | -1.37% |
VTTVX vs. AYBLX - Expense Ratio Comparison
VTTVX has a 0.08% expense ratio, which is lower than AYBLX's 0.65% expense ratio.
Dividends
VTTVX vs. AYBLX - Dividend Comparison
VTTVX's dividend yield for the trailing twelve months is around 6.94%, 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% |
VTTVX Vanguard Target Retirement 2025 Fund | 6.94% | 7.38% | 7.63% | 3.96% | 2.96% | 16.28% | 4.35% | 2.57% | 3.14% | 0.47% | 2.68% | 4.98% |
Frequently Asked Questions
With a correlation of 0.91, VTTVX 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.
AYBLX has higher volatility (3.63%) compared to VTTVX (2.88%). In terms of maximum drawdown, VTTVX dropped -46.03% 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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