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EMLIX vs. PYELX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMLIX vs. PYELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Emerging Markets Debt Local Currency Fund (EMLIX) and Payden Emerging Markets Local Bond Fund (PYELX). The values are adjusted to include any dividend payments, if applicable.

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EMLIX vs. PYELX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMLIX
MFS Emerging Markets Debt Local Currency Fund
-3.34%19.53%-4.66%12.67%-10.19%-7.97%2.68%15.91%-5.99%14.59%
PYELX
Payden Emerging Markets Local Bond Fund
-3.61%19.79%-3.48%13.16%-11.28%-7.83%1.79%13.92%-8.16%15.38%

Returns By Period

In the year-to-date period, EMLIX achieves a -3.34% return, which is significantly higher than PYELX's -3.61% return. Over the past 10 years, EMLIX has outperformed PYELX with an annualized return of 2.75%, while PYELX has yielded a comparatively lower 2.36% annualized return.


EMLIX

1D
-0.35%
1M
-6.80%
YTD
-3.34%
6M
-0.21%
1Y
10.32%
3Y*
5.45%
5Y*
1.99%
10Y*
2.75%

PYELX

1D
-0.42%
1M
-7.08%
YTD
-3.61%
6M
-0.34%
1Y
11.27%
3Y*
6.06%
5Y*
2.07%
10Y*
2.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMLIX vs. PYELX - Expense Ratio Comparison

EMLIX has a 0.85% expense ratio, which is higher than PYELX's 0.09% expense ratio.


Return for Risk

EMLIX vs. PYELX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EMLIX
EMLIX Risk / Return Rank: 8484
Overall Rank
EMLIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EMLIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
EMLIX Omega Ratio Rank: 8888
Omega Ratio Rank
EMLIX Calmar Ratio Rank: 7171
Calmar Ratio Rank
EMLIX Martin Ratio Rank: 7878
Martin Ratio Rank

PYELX
PYELX Risk / Return Rank: 3636
Overall Rank
PYELX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
PYELX Sortino Ratio Rank: 3737
Sortino Ratio Rank
PYELX Omega Ratio Rank: 9898
Omega Ratio Rank
PYELX Calmar Ratio Rank: 1010
Calmar Ratio Rank
PYELX Martin Ratio Rank: 2929
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.

EMLIX vs. PYELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Emerging Markets Debt Local Currency Fund (EMLIX) and Payden Emerging Markets Local Bond Fund (PYELX). 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.


EMLIXPYELXDifference

Sharpe ratio

Return per unit of total volatility

1.91

0.10

+1.81

Sortino ratio

Return per unit of downside risk

2.61

1.21

+1.40

Omega ratio

Gain probability vs. loss probability

1.38

1.76

-0.38

Calmar ratio

Return relative to maximum drawdown

1.62

0.22

+1.40

Martin ratio

Return relative to average drawdown

7.54

3.20

+4.34

EMLIX vs. PYELX - Sharpe Ratio Comparison

The current EMLIX Sharpe Ratio is 1.91, which is higher than the PYELX Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of EMLIX and PYELX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EMLIXPYELXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

0.10

+1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.04

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.07

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.03

+0.02

Correlation

The correlation between EMLIX and PYELX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EMLIX vs. PYELX - Dividend Comparison

EMLIX's dividend yield for the trailing twelve months is around 3.06%, less than PYELX's 7.53% yield.


TTM20252024202320222021202020192018201720162015
EMLIX
MFS Emerging Markets Debt Local Currency Fund
3.06%3.48%5.32%3.64%3.60%4.49%4.13%4.71%5.60%4.48%4.59%6.93%
PYELX
Payden Emerging Markets Local Bond Fund
7.53%7.32%7.08%5.38%5.93%5.36%4.69%5.46%6.67%6.15%5.44%5.26%

Drawdowns

EMLIX vs. PYELX - Drawdown Comparison

The maximum EMLIX drawdown since its inception was -34.15%, smaller than the maximum PYELX drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for EMLIX and PYELX.


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Drawdown Indicators


EMLIXPYELXDifference

Max Drawdown

Largest peak-to-trough decline

-34.15%

-56.98%

+22.83%

Max Drawdown (1Y)

Largest decline over 1 year

-6.80%

-50.21%

+43.41%

Max Drawdown (5Y)

Largest decline over 5 years

-24.72%

-51.98%

+27.26%

Max Drawdown (10Y)

Largest decline over 10 years

-33.42%

-52.62%

+19.20%

Current Drawdown

Current decline from peak

-7.71%

-7.22%

-0.49%

Average Drawdown

Average peak-to-trough decline

-16.68%

-16.96%

+0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

3.52%

-2.06%

Volatility

EMLIX vs. PYELX - Volatility Comparison

MFS Emerging Markets Debt Local Currency Fund (EMLIX) and Payden Emerging Markets Local Bond Fund (PYELX) have volatilities of 3.24% and 3.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMLIXPYELXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.24%

3.37%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

4.44%

4.62%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

5.91%

112.02%

-106.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.51%

50.59%

-43.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.35%

36.37%

-23.02%