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FDGFX vs. PYHRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDGFX vs. PYHRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Dividend Growth Fund (FDGFX) and Payden High Income Fund (PYHRX). The values are adjusted to include any dividend payments, if applicable.

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FDGFX vs. PYHRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDGFX
Fidelity Dividend Growth Fund
-0.09%22.48%27.58%17.86%-11.61%27.96%2.20%28.75%-7.23%18.05%
PYHRX
Payden High Income Fund
0.06%8.73%8.13%14.73%-9.76%6.62%7.38%16.75%-2.85%6.54%

Returns By Period

In the year-to-date period, FDGFX achieves a -0.09% return, which is significantly lower than PYHRX's 0.06% return. Over the past 10 years, FDGFX has outperformed PYHRX with an annualized return of 12.41%, while PYHRX has yielded a comparatively lower 6.16% annualized return.


FDGFX

1D
3.18%
1M
-6.30%
YTD
-0.09%
6M
4.77%
1Y
28.24%
3Y*
21.74%
5Y*
13.54%
10Y*
12.41%

PYHRX

1D
0.56%
1M
-0.95%
YTD
0.06%
6M
1.79%
1Y
7.93%
3Y*
9.23%
5Y*
5.02%
10Y*
6.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDGFX vs. PYHRX - Expense Ratio Comparison

FDGFX has a 0.48% expense ratio, which is lower than PYHRX's 0.60% expense ratio.


Return for Risk

FDGFX vs. PYHRX — Risk / Return Rank

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

FDGFX
FDGFX Risk / Return Rank: 8585
Overall Rank
FDGFX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FDGFX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FDGFX Omega Ratio Rank: 8282
Omega Ratio Rank
FDGFX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FDGFX Martin Ratio Rank: 9191
Martin Ratio Rank

PYHRX
PYHRX Risk / Return Rank: 3232
Overall Rank
PYHRX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
PYHRX Sortino Ratio Rank: 3030
Sortino Ratio Rank
PYHRX Omega Ratio Rank: 9898
Omega Ratio Rank
PYHRX Calmar Ratio Rank: 88
Calmar Ratio Rank
PYHRX Martin Ratio Rank: 2020
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.

FDGFX vs. PYHRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Dividend Growth Fund (FDGFX) and Payden High Income Fund (PYHRX). 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.


FDGFXPYHRXDifference

Sharpe ratio

Return per unit of total volatility

1.53

0.07

+1.46

Sortino ratio

Return per unit of downside risk

2.15

1.17

+0.98

Omega ratio

Gain probability vs. loss probability

1.34

1.93

-0.59

Calmar ratio

Return relative to maximum drawdown

2.41

0.16

+2.25

Martin ratio

Return relative to average drawdown

10.70

2.45

+8.25

FDGFX vs. PYHRX - Sharpe Ratio Comparison

The current FDGFX Sharpe Ratio is 1.53, which is higher than the PYHRX Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of FDGFX and PYHRX, 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


FDGFXPYHRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

0.07

+1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.10

+0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.17

+0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.26

+0.25

Correlation

The correlation between FDGFX and PYHRX is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FDGFX vs. PYHRX - Dividend Comparison

FDGFX's dividend yield for the trailing twelve months is around 9.36%, more than PYHRX's 6.55% yield.


TTM20252024202320222021202020192018201720162015
FDGFX
Fidelity Dividend Growth Fund
9.36%9.35%9.81%3.48%11.46%7.81%1.89%4.84%22.93%15.35%1.58%8.44%
PYHRX
Payden High Income Fund
6.55%6.81%7.20%6.67%6.05%4.79%4.99%5.23%5.88%5.27%5.24%5.49%

Drawdowns

FDGFX vs. PYHRX - Drawdown Comparison

The maximum FDGFX drawdown since its inception was -60.77%, which is greater than PYHRX's maximum drawdown of -50.79%. Use the drawdown chart below to compare losses from any high point for FDGFX and PYHRX.


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Drawdown Indicators


FDGFXPYHRXDifference

Max Drawdown

Largest peak-to-trough decline

-60.77%

-50.79%

-9.98%

Max Drawdown (1Y)

Largest decline over 1 year

-12.19%

-50.27%

+38.08%

Max Drawdown (5Y)

Largest decline over 5 years

-21.37%

-50.79%

+29.42%

Max Drawdown (10Y)

Largest decline over 10 years

-41.29%

-50.79%

+9.50%

Current Drawdown

Current decline from peak

-7.30%

-1.18%

-6.12%

Average Drawdown

Average peak-to-trough decline

-7.56%

-2.13%

-5.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

3.24%

-0.50%

Volatility

FDGFX vs. PYHRX - Volatility Comparison

Fidelity Dividend Growth Fund (FDGFX) has a higher volatility of 6.38% compared to Payden High Income Fund (PYHRX) at 1.43%. This indicates that FDGFX's price experiences larger fluctuations and is considered to be riskier than PYHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDGFXPYHRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.38%

1.43%

+4.95%

Volatility (6M)

Calculated over the trailing 6-month period

10.95%

1.86%

+9.09%

Volatility (1Y)

Calculated over the trailing 1-year period

19.12%

113.65%

-94.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.56%

51.05%

-34.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.17%

36.28%

-17.11%