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ISIN
US3499038806
CUSIP
349903880
Inception Date
Nov 25, 1991
Min. Investment
$2,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

PBFDX Performance Chart

Payson Total Return Fund (PBFDX) is up 13.1% since the beginning of the year. PBFDX is currently trading at $43 per share. Investors who bought $1,000 worth of PBFDX shares 5 years ago would now be looking at an investment worth $2,050.


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S&P 500 Index

Returns By Period

Payson Total Return Fund (PBFDX) has returned 13.11% so far this year and 35.56% over the past 12 months. Looking at the last ten years, PBFDX has achieved an annualized return of 16.93%, outperforming the S&P 500 Index benchmark, which averaged 13.66% per year.


Payson Total Return Fund

1D
0.16%
1M
4.62%
YTD
13.11%
6M
12.17%
1Y
35.56%
3Y*
24.69%
5Y*
15.44%
10Y*
16.93%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PBFDX Monthly Returns History

Based on dividend-adjusted daily data since Nov 25, 1991, PBFDX's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, an investment would double in approximately 7.1 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +14.6%, while the worst month was Oct 2008 at -19.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, PBFDX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +10.8%, while the worst single day was Mar 16, 2020 at -12.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.12%-2.37%-4.68%11.77%4.00%0.42%13.11%
20253.41%-3.12%-6.86%-1.19%8.37%5.82%2.90%2.33%4.82%4.67%0.29%-1.06%21.20%
20243.30%5.15%2.94%-5.05%3.35%5.06%0.36%0.93%1.55%-1.21%3.48%0.43%21.77%
20233.50%-2.90%2.87%0.32%2.01%6.31%4.09%0.11%-4.78%-3.42%8.44%7.48%25.65%
2022-5.80%-2.58%4.35%-7.93%2.96%-9.03%7.99%-5.40%-7.25%8.50%6.27%-5.33%-14.60%
2021-0.08%3.89%5.20%5.40%0.00%1.43%3.13%2.10%-5.14%6.11%-0.36%6.11%30.84%

Benchmark Metrics

Payson Total Return Fund has an annualized alpha of 1.38%, beta of 0.86, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since November 26, 1991.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (88.90%) than losses (87.00%) - typical of diversified or defensive assets.
  • With beta of 0.86 and R2 of 0.88, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.38%
Beta
0.86
0.88
Upside Capture
88.90%
Downside Capture
87.00%

Expense Ratio

PBFDX has an expense ratio of 0.82%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PBFDX ranks 69 for risk / return — better than 69% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


PBFDX Risk / Return Rank: 6969
Overall Rank
PBFDX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
PBFDX Sortino Ratio Rank: 6363
Sortino Ratio Rank
PBFDX Omega Ratio Rank: 5959
Omega Ratio Rank
PBFDX Calmar Ratio Rank: 7474
Calmar Ratio Rank
PBFDX Martin Ratio Rank: 7777
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Payson Total Return Fund (PBFDX) and compare them to S&P 500 Index.


PBFDXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.49

2.24

+0.25

Sortino ratio

Return per unit of downside risk

3.37

3.07

+0.29

Omega ratio

Gain probability vs. loss probability

1.43

1.41

+0.02

Calmar ratio

Return relative to maximum drawdown

3.36

2.93

+0.43

Martin ratio

Return relative to average drawdown

14.49

13.52

+0.97

Dividends

Dividend History

Payson Total Return Fund provided a 1.69% dividend yield over the last twelve months, with an annual payout of $0.72 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.72$0.73$3.38$1.34$0.56$3.76$1.89$0.14$0.11$0.87$0.17$0.67

Dividend yield

1.69%1.95%10.67%4.68%2.34%13.07%7.59%0.61%0.67%4.98%1.15%4.81%

Monthly Dividends

The table displays the monthly dividend distributions for Payson Total Return Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.01$0.00$0.00$0.00$0.01
2025$0.00$0.00$0.02$0.00$0.00$0.03$0.00$0.00$0.02$0.00$0.00$0.67$0.73
2024$0.00$0.00$0.04$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$3.27$3.38
2023$0.00$0.00$0.08$0.00$0.00$0.06$0.00$0.00$0.04$0.00$0.00$1.16$1.34
2022$0.00$0.00$0.05$0.00$0.00$0.07$0.00$0.00$0.06$0.00$0.00$0.39$0.56
2021$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.03$0.00$0.00$3.64$3.76

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Payson Total Return Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Payson Total Return Fund was 54.99%, occurring on Mar 9, 2009. Recovery took 539 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-54.99%Mar 2009
1y 4mo2y 1mo
3y 6moOct 2007 - Apr 2011
COVID crash2020
-33.02%Mar 2020
1mo 2d3mo 29d
5mo 1dFeb 2020 - Jul 2020
Dot-com crash2000–2002
-32.01%Oct 2002
1y 4mo3y 2mo
4y 7moMay 2001 - Jan 2006
1998 bear market1998
-22.25%Aug 1998
4mo 10d2y 1d
2y 4moApr 1998 - Aug 2000
Bear market2022
-22.17%Oct 2022
9mo 16d1y 1mo
1y 10moDec 2021 - Nov 2023

Drawdown Indicators


PBFDXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-54.99%

-56.78%

+1.79%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

-9.10%

-1.83%

Max Drawdown (3Y)

Largest decline over 3 years

-20.83%

-18.90%

-1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-22.17%

-25.43%

+3.26%

Max Drawdown (10Y)

Largest decline over 10 years

-33.02%

-33.92%

+0.90%

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-6.73%

-10.72%

+3.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

1.97%

+0.56%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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