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