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FLTR vs. PYLMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLTR vs. PYLMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck IG Floating Rate ETF (FLTR) and Payden Limited Maturity Fund (PYLMX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLTR achieves a 2.46% return, which is significantly higher than PYLMX's 1.65% return. Over the past 10 years, FLTR has outperformed PYLMX with an annualized return of 3.53%, while PYLMX has yielded a comparatively lower 2.79% annualized return.


FLTR

1D
-0.08%
1M
0.42%
6M
2.38%
YTD
2.46%
1Y
5.09%
3Y*
6.09%
5Y*
4.57%
10Y*
3.53%

PYLMX

1D
0.00%
1M
0.25%
6M
1.76%
YTD
1.65%
1Y
4.37%
3Y*
5.15%
5Y*
3.74%
10Y*
2.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLTR vs. PYLMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLTR
VanEck IG Floating Rate ETF
2.46%5.22%7.38%7.41%0.74%0.55%1.44%5.70%0.30%2.80%
PYLMX
Payden Limited Maturity Fund
1.65%5.22%6.08%5.34%0.56%0.19%1.85%3.34%1.76%1.64%

Correlation

The correlation between FLTR and PYLMX is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2011

0.03

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Return for Risk

FLTR vs. PYLMX — Risk / Return Rank

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

FLTR
FLTR Risk / Return Rank: 9999
Overall Rank
FLTR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLTR Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLTR Omega Ratio Rank: 9999
Omega Ratio Rank
FLTR Calmar Ratio Rank: 9999
Calmar Ratio Rank
FLTR Martin Ratio Rank: 9999
Martin Ratio Rank

PYLMX
PYLMX Risk / Return Rank: 9898
Overall Rank
PYLMX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PYLMX Sortino Ratio Rank: 9999
Sortino Ratio Rank
PYLMX Omega Ratio Rank: 9999
Omega Ratio Rank
PYLMX Calmar Ratio Rank: 9898
Calmar Ratio Rank
PYLMX Martin Ratio Rank: 9999
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.

FLTR vs. PYLMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck IG Floating Rate ETF (FLTR) and Payden Limited Maturity Fund (PYLMX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FLTRPYLMXDifference
Sharpe ratioReturn per unit of total volatility

+3.54

Sortino ratioReturn per unit of downside risk

+4.03

Omega ratioGain probability vs. loss probability

2.95

2.41

+0.53

Calmar ratioReturn relative to maximum drawdown

16.28

8.39

+7.89

Martin ratioReturn relative to average drawdown

95.11

36.28

+58.83

FLTR vs. PYLMX - Sharpe Ratio Comparison

The current FLTR Sharpe Ratio is 6.36, which is higher than the PYLMX Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of FLTR and PYLMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FLTR vs. PYLMX - Drawdown Comparison

The maximum FLTR drawdown since its inception was -17.84%, which is greater than PYLMX's maximum drawdown of -5.56%. Use the drawdown chart below to compare losses from any high point for FLTR and PYLMX.


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Drawdown Indicators


FLTRPYLMXDifference

Max Drawdown

Largest peak-to-trough decline

-17.84%

-5.56%

-12.28%

Max Drawdown (1Y)

Largest decline over 1 year

-0.31%

-0.52%

+0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-1.93%

-0.52%

-1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-3.06%

-1.24%

-1.82%

Max Drawdown (10Y)

Largest decline over 10 years

-17.84%

-5.56%

-12.28%

Current Drawdown

Current decline from peak

-0.08%

0.00%

-0.08%

Average Drawdown

Average peak-to-trough decline

-0.67%

-0.16%

-0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

0.12%

-0.07%

Volatility

FLTR vs. PYLMX - Volatility Comparison

The current volatility for VanEck IG Floating Rate ETF (FLTR) is 0.26%, while Payden Limited Maturity Fund (PYLMX) has a volatility of 0.42%. This indicates that FLTR experiences smaller price fluctuations and is considered to be less risky than PYLMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLTRPYLMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.26%

0.42%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

0.65%

1.08%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

0.80%

1.56%

-0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.13%

1.37%

+0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.00%

1.31%

+3.69%

FLTR vs. PYLMX - Expense Ratio Comparison

FLTR has a 0.14% expense ratio, which is lower than PYLMX's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FLTR vs. PYLMX - Dividend Comparison

FLTR's dividend yield for the trailing twelve months is around 4.64%, more than PYLMX's 4.49% yield.


PositionTTM20252024202320222021202020192018201720162015
FLTR
VanEck IG Floating Rate ETF
4.64%4.97%5.93%6.07%2.29%0.63%1.49%3.05%2.67%1.69%1.16%0.71%
PYLMX
Payden Limited Maturity Fund
4.49%4.96%5.36%3.79%1.83%0.50%1.39%2.54%2.28%1.42%0.91%0.73%

Frequently Asked Questions


FLTR and PYLMX have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PYLMX has higher volatility (0.42%) compared to FLTR (0.26%). In terms of maximum drawdown, FLTR dropped -17.84% vs PYLMX's -5.56%.

FLTR currently has the higher Sharpe Ratio (6.36 vs 2.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FLTR and PYLMX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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