FUAMX vs. PYHRX
Compare and contrast key facts about Fidelity Intermediate Treasury Bond Index Fund (FUAMX) and Payden High Income Fund (PYHRX).
FUAMX is managed by Fidelity. PYHRX is managed by Paydenfunds. It was launched on Dec 30, 1997.
Performance
FUAMX vs. PYHRX - Performance Comparison
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FUAMX vs. PYHRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FUAMX Fidelity Intermediate Treasury Bond Index Fund | -0.36% | 8.00% | 0.40% | 4.08% | -13.06% | -3.19% | 8.86% | 7.25% | 1.25% | -0.35% |
PYHRX Payden High Income Fund | 0.06% | 8.73% | 8.13% | 14.73% | -9.76% | 6.62% | 7.38% | 16.75% | -2.85% | 0.12% |
Returns By Period
In the year-to-date period, FUAMX achieves a -0.36% return, which is significantly lower than PYHRX's 0.06% return.
FUAMX
- 1D
- 0.10%
- 1M
- -1.81%
- YTD
- -0.36%
- 6M
- 0.24%
- 1Y
- 3.60%
- 3Y*
- 2.83%
- 5Y*
- -0.21%
- 10Y*
- —
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%
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FUAMX vs. PYHRX - Expense Ratio Comparison
FUAMX has a 0.03% expense ratio, which is lower than PYHRX's 0.60% expense ratio.
Return for Risk
FUAMX vs. PYHRX — Risk / Return Rank
FUAMX
PYHRX
FUAMX vs. PYHRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Intermediate Treasury Bond Index Fund (FUAMX) 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.
| FUAMX | PYHRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.07 | +0.72 |
Sortino ratioReturn per unit of downside risk | 1.18 | 1.17 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.93 | -0.79 |
Calmar ratioReturn relative to maximum drawdown | 1.43 | 0.16 | +1.27 |
Martin ratioReturn relative to average drawdown | 4.04 | 2.45 | +1.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FUAMX | PYHRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.07 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.10 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.17 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.26 | -0.03 |
Correlation
The correlation between FUAMX and PYHRX is 0.22, 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
FUAMX vs. PYHRX - Dividend Comparison
FUAMX's dividend yield for the trailing twelve months is around 3.35%, less than PYHRX's 6.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FUAMX Fidelity Intermediate Treasury Bond Index Fund | 3.35% | 3.52% | 3.58% | 2.20% | 1.24% | 1.76% | 2.90% | 2.16% | 2.23% | 0.49% | 0.00% | 0.00% |
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
FUAMX vs. PYHRX - Drawdown Comparison
The maximum FUAMX drawdown since its inception was -20.25%, smaller than the maximum PYHRX drawdown of -50.79%. Use the drawdown chart below to compare losses from any high point for FUAMX and PYHRX.
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Drawdown Indicators
| FUAMX | PYHRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.25% | -50.79% | +30.54% |
Max Drawdown (1Y)Largest decline over 1 year | -3.10% | -50.27% | +47.17% |
Max Drawdown (5Y)Largest decline over 5 years | -18.27% | -50.79% | +32.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.79% | — |
Current DrawdownCurrent decline from peak | -6.78% | -1.18% | -5.60% |
Average DrawdownAverage peak-to-trough decline | -7.33% | -2.13% | -5.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 3.24% | -2.15% |
Volatility
FUAMX vs. PYHRX - Volatility Comparison
Fidelity Intermediate Treasury Bond Index Fund (FUAMX) has a higher volatility of 1.65% compared to Payden High Income Fund (PYHRX) at 1.43%. This indicates that FUAMX'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
| FUAMX | PYHRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.65% | 1.43% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 2.90% | 1.86% | +1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.88% | 113.65% | -108.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.61% | 51.05% | -44.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.87% | 36.28% | -30.41% |