I'm pretty sure that pets are meant to be a support/tank focusing on ripostes with skills like "sit," "encourage" and "guard dog," but yeah, they are pretty weak with just their starting kit. I don't have much experience with the pony class, but I feel like it's the worst combat-wise and is mostly good for the dedicated job and extra inventory. I do enjoy using rogues who can be good with throwing daggers and warriors can take the heat off of the rest of the party, (especially from those damn lancers)