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ISIN
US7043297396
CUSIP
704329739
Inception Date
Nov 1, 1996
Min. Investment
$5,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

PYVLX Performance Chart

Payden Equity Income Fund (PYVLX) is up 8.8% since the beginning of the year. PYVLX is currently trading at $18 per share. Investors who bought $1,000 worth of PYVLX shares 5 years ago would now be looking at an investment worth $1,468.


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S&P 500 Index

Returns By Period

Payden Equity Income Fund (PYVLX) has returned 8.81% so far this year and 20.28% over the past 12 months. Over the last ten years, PYVLX has returned 9.75% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Payden Equity Income Fund

1D
-0.65%
1M
1.60%
YTD
8.81%
6M
9.61%
1Y
20.28%
3Y*
15.37%
5Y*
7.98%
10Y*
9.75%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PYVLX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 1997, PYVLX's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +10.1%, while the worst month was Oct 2008 at -19.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, PYVLX closed higher 52% of trading days. The best single day was Dec 23, 2021 with a return of +17.6%, while the worst single day was Dec 27, 2021 at -13.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.42%2.36%-3.94%6.88%1.76%-0.65%8.81%
20254.01%-0.30%-4.90%-2.26%4.37%3.28%0.42%2.26%1.91%0.80%2.05%-0.39%11.41%
20241.15%4.14%3.44%-3.75%4.13%0.04%3.31%2.17%1.23%-0.95%6.64%-5.98%15.94%
20231.36%-3.73%-0.90%1.35%-3.82%5.03%2.47%-1.60%-3.87%-2.75%7.41%5.12%5.37%
2022-2.11%-1.55%3.43%-4.60%1.72%-7.33%5.07%-2.33%-7.41%9.59%5.14%-4.91%-6.68%
2021-0.55%4.07%5.05%3.12%2.98%-0.52%0.88%1.98%-3.71%4.99%-2.87%6.36%23.39%

Benchmark Metrics

Payden Equity Income Fund has an annualized alpha of 0.11%, beta of 0.87, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since January 03, 1997.

  • This fund participated in 87.74% of S&P 500 Index downside but only 83.46% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.87 and R2 of 0.85, 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
0.11%
Beta
0.87
0.85
Upside Capture
83.46%
Downside Capture
87.74%

Expense Ratio

PYVLX has an expense ratio of 0.73%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PYVLX ranks 60 for risk / return — better than 60% 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.


PYVLX Risk / Return Rank: 6060
Overall Rank
PYVLX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
PYVLX Sortino Ratio Rank: 5353
Sortino Ratio Rank
PYVLX Omega Ratio Rank: 5050
Omega Ratio Rank
PYVLX Calmar Ratio Rank: 7575
Calmar Ratio Rank
PYVLX Martin Ratio Rank: 7272
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 Payden Equity Income Fund (PYVLX) and compare them to S&P 500 Index.


PYVLXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.14

2.39

-0.24

Sortino ratio

Return per unit of downside risk

3.08

3.25

-0.18

Omega ratio

Gain probability vs. loss probability

1.39

1.43

-0.04

Calmar ratio

Return relative to maximum drawdown

3.39

3.11

+0.28

Martin ratio

Return relative to average drawdown

13.69

14.38

-0.69

Dividends

Dividend History

Payden Equity Income Fund provided a 6.00% dividend yield over the last twelve months, with an annual payout of $1.10 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.10$1.08$2.90$0.49$1.08$3.71$0.34$0.91$0.45$1.18$0.50$0.35

Dividend yield

6.00%6.38%17.91%2.94%6.72%20.13%1.88%4.97%2.98%7.10%3.25%2.50%

Monthly Dividends

The table displays the monthly dividend distributions for Payden Equity Income 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$0.07$0.00$0.00$0.00$0.07
2025$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.92$1.08
2024$0.00$0.00$0.09$0.00$0.00$0.08$0.00$0.00$0.06$0.00$0.00$2.68$2.90
2023$0.00$0.00$0.08$0.00$0.00$0.07$0.00$0.00$0.05$0.00$0.00$0.29$0.49
2022$0.00$0.00$0.11$0.00$0.00$0.07$0.00$0.00$0.11$0.00$0.00$0.79$1.08
2021$0.00$0.00$0.07$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$3.44$3.71

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 Payden Equity Income 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 Payden Equity Income Fund was 60.67%, occurring on Mar 9, 2009. Recovery took 1003 trading sessions.

The current Payden Equity Income Fund drawdown is 0.70%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-60.67%Mar 2009
1y 5mo3y 12mo
5y 4moOct 2007 - Mar 2013
Dot-com crash2000–2002
-38.69%Oct 2002
3y 3mo3y 5mo
6y 8moJul 1999 - Mar 2006
COVID crash2020
-33.24%Mar 2020
1mo 4d9mo 20d
10mo 24dFeb 2020 - Jan 2021
Bear market2022
-25.96%Sep 2022
9mo 7d2y 10d
2y 9moDec 2021 - Oct 2024
Rate-hike selloffLate 2018
-16.62%Dec 2018
3mo 1d3mo 8d
6mo 9dSep 2018 - Apr 2019

Drawdown Indicators


PYVLXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-60.67%

-56.78%

-3.89%

Max Drawdown (1Y)

Largest decline over 1 year

-6.07%

-9.10%

+3.03%

Max Drawdown (3Y)

Largest decline over 3 years

-16.41%

-18.90%

+2.49%

Max Drawdown (5Y)

Largest decline over 5 years

-25.96%

-25.43%

-0.53%

Max Drawdown (10Y)

Largest decline over 10 years

-33.24%

-33.92%

+0.68%

Current Drawdown

Current decline from peak

-0.70%

0.00%

-0.70%

Average Drawdown

Average peak-to-trough decline

-10.46%

-10.72%

+0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

1.97%

-0.47%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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