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FEMDX vs. PYCEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEMDX vs. PYCEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Emerging Market Debt Opportunities Fund (FEMDX) and Payden Emerging Markets Corporate Bond Fund (PYCEX). The values are adjusted to include any dividend payments, if applicable.

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FEMDX vs. PYCEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEMDX
Franklin Emerging Market Debt Opportunities Fund
0.40%15.69%11.83%15.47%-8.87%1.58%3.93%9.92%-1.19%11.68%
PYCEX
Payden Emerging Markets Corporate Bond Fund
-0.77%7.96%7.90%7.37%-11.02%0.80%8.17%11.90%-3.33%9.13%

Returns By Period

In the year-to-date period, FEMDX achieves a 0.40% return, which is significantly higher than PYCEX's -0.77% return. Over the past 10 years, FEMDX has outperformed PYCEX with an annualized return of 6.68%, while PYCEX has yielded a comparatively lower 4.18% annualized return.


FEMDX

1D
-0.40%
1M
-3.31%
YTD
0.40%
6M
4.94%
1Y
13.78%
3Y*
13.65%
5Y*
7.15%
10Y*
6.68%

PYCEX

1D
0.06%
1M
-2.31%
YTD
-0.77%
6M
0.40%
1Y
4.82%
3Y*
7.19%
5Y*
2.34%
10Y*
4.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEMDX vs. PYCEX - Expense Ratio Comparison

FEMDX has a 1.00% expense ratio, which is higher than PYCEX's 0.65% expense ratio.


Return for Risk

FEMDX vs. PYCEX — Risk / Return Rank

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

FEMDX
FEMDX Risk / Return Rank: 9696
Overall Rank
FEMDX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FEMDX Sortino Ratio Rank: 9696
Sortino Ratio Rank
FEMDX Omega Ratio Rank: 9797
Omega Ratio Rank
FEMDX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FEMDX Martin Ratio Rank: 9494
Martin Ratio Rank

PYCEX
PYCEX Risk / Return Rank: 8383
Overall Rank
PYCEX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
PYCEX Sortino Ratio Rank: 8888
Sortino Ratio Rank
PYCEX Omega Ratio Rank: 9393
Omega Ratio Rank
PYCEX Calmar Ratio Rank: 7070
Calmar Ratio Rank
PYCEX 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.

FEMDX vs. PYCEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Emerging Market Debt Opportunities Fund (FEMDX) and Payden Emerging Markets Corporate Bond Fund (PYCEX). 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.


FEMDXPYCEXDifference

Sharpe ratio

Return per unit of total volatility

2.74

1.87

+0.87

Sortino ratio

Return per unit of downside risk

3.63

2.42

+1.21

Omega ratio

Gain probability vs. loss probability

1.61

1.46

+0.15

Calmar ratio

Return relative to maximum drawdown

2.83

1.64

+1.20

Martin ratio

Return relative to average drawdown

12.66

6.88

+5.78

FEMDX vs. PYCEX - Sharpe Ratio Comparison

The current FEMDX Sharpe Ratio is 2.74, which is higher than the PYCEX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of FEMDX and PYCEX, 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


FEMDXPYCEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.74

1.87

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

0.73

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.14

1.18

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

1.18

-0.22

Correlation

The correlation between FEMDX and PYCEX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FEMDX vs. PYCEX - Dividend Comparison

FEMDX's dividend yield for the trailing twelve months is around 6.46%, which matches PYCEX's 6.44% yield.


TTM20252024202320222021202020192018201720162015
FEMDX
Franklin Emerging Market Debt Opportunities Fund
6.46%6.49%4.65%3.12%9.31%0.00%0.00%7.29%8.06%4.29%0.69%6.04%
PYCEX
Payden Emerging Markets Corporate Bond Fund
6.44%6.50%6.21%5.59%4.92%5.23%4.00%4.81%5.13%4.84%4.18%4.51%

Drawdowns

FEMDX vs. PYCEX - Drawdown Comparison

The maximum FEMDX drawdown since its inception was -36.14%, which is greater than PYCEX's maximum drawdown of -20.12%. Use the drawdown chart below to compare losses from any high point for FEMDX and PYCEX.


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Drawdown Indicators


FEMDXPYCEXDifference

Max Drawdown

Largest peak-to-trough decline

-36.14%

-20.12%

-16.02%

Max Drawdown (1Y)

Largest decline over 1 year

-4.34%

-2.96%

-1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-19.93%

-20.12%

+0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-19.93%

-20.12%

+0.19%

Current Drawdown

Current decline from peak

-3.54%

-2.31%

-1.23%

Average Drawdown

Average peak-to-trough decline

-4.79%

-3.04%

-1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

0.71%

+0.33%

Volatility

FEMDX vs. PYCEX - Volatility Comparison

Franklin Emerging Market Debt Opportunities Fund (FEMDX) has a higher volatility of 2.05% compared to Payden Emerging Markets Corporate Bond Fund (PYCEX) at 0.80%. This indicates that FEMDX's price experiences larger fluctuations and is considered to be riskier than PYCEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEMDXPYCEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.05%

0.80%

+1.25%

Volatility (6M)

Calculated over the trailing 6-month period

3.05%

1.40%

+1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

4.88%

2.59%

+2.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.39%

3.20%

+3.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.89%

3.57%

+2.32%