FGLGX vs. PBFDX
Compare and contrast key facts about Fidelity Series Large Cap Stock Fund (FGLGX) and Payson Total Return Fund (PBFDX).
FGLGX is managed by Fidelity. It was launched on Dec 6, 2012. PBFDX is managed by Payson Funds. It was launched on Nov 25, 1991.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FGLGX or PBFDX.
Key characteristics
| FGLGX | PBFDX | |
|---|---|---|
| YTD Return | 23.63% | 21.10% |
| 1Y Return | 29.16% | 25.49% |
| 3Y Return (Ann) | 8.79% | 4.26% |
| 5Y Return (Ann) | 11.74% | 10.84% |
| 10Y Return (Ann) | 8.81% | 9.02% |
| Sharpe Ratio | 2.33 | 1.83 |
| Sortino Ratio | 3.03 | 2.53 |
| Omega Ratio | 1.44 | 1.34 |
| Calmar Ratio | 3.07 | 2.28 |
| Martin Ratio | 11.02 | 10.57 |
| Ulcer Index | 2.68% | 2.45% |
| Daily Std Dev | 12.70% | 14.15% |
| Max Drawdown | -36.42% | -56.40% |
| Current Drawdown | -1.40% | -1.98% |
Correlation
The correlation between FGLGX and PBFDX is 0.87, 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.
Performance
FGLGX vs. PBFDX - Performance Comparison
In the year-to-date period, FGLGX achieves a 23.63% return, which is significantly higher than PBFDX's 21.10% return. Both investments have delivered pretty close results over the past 10 years, with FGLGX having a 8.81% annualized return and PBFDX not far ahead at 9.02%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FGLGX vs. PBFDX - Expense Ratio Comparison
FGLGX has a 0.00% expense ratio, which is lower than PBFDX's 0.82% expense ratio.
Risk-Adjusted Performance
FGLGX vs. PBFDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Large Cap Stock Fund (FGLGX) and Payson Total Return Fund (PBFDX). 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.
Dividends
FGLGX vs. PBFDX - Dividend Comparison
FGLGX's dividend yield for the trailing twelve months is around 1.47%, more than PBFDX's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGLGX Fidelity Series Large Cap Stock Fund | 1.47% | 1.83% | 1.98% | 2.46% | 5.31% | 2.40% | 2.82% | 1.82% | 1.69% | 5.25% | 4.77% | 3.64% |
PBFDX Payson Total Return Fund | 0.40% | 0.76% | 1.05% | 0.47% | 0.69% | 0.61% | 0.67% | 0.82% | 1.44% | 1.14% | 2.44% | 1.28% |
Drawdowns
FGLGX vs. PBFDX - Drawdown Comparison
The maximum FGLGX drawdown since its inception was -36.42%, smaller than the maximum PBFDX drawdown of -56.40%. Use the drawdown chart below to compare losses from any high point for FGLGX and PBFDX. For additional features, visit the drawdowns tool.
Volatility
FGLGX vs. PBFDX - Volatility Comparison
The current volatility for Fidelity Series Large Cap Stock Fund (FGLGX) is 3.74%, while Payson Total Return Fund (PBFDX) has a volatility of 4.43%. This indicates that FGLGX experiences smaller price fluctuations and is considered to be less risky than PBFDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.