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PBFDX vs. FGLGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PBFDX vs. FGLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Payson Total Return Fund (PBFDX) and Fidelity Series Large Cap Stock Fund (FGLGX). The values are adjusted to include any dividend payments, if applicable.

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PBFDX vs. FGLGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PBFDX
Payson Total Return Fund
-6.41%21.20%21.77%25.65%-14.60%30.84%20.49%31.67%-1.79%21.76%
FGLGX
Fidelity Series Large Cap Stock Fund
-4.68%28.57%27.45%24.80%-7.23%26.53%10.01%32.37%-8.95%16.64%

Returns By Period

In the year-to-date period, PBFDX achieves a -6.41% return, which is significantly lower than FGLGX's -4.68% return. Both investments have delivered pretty close results over the past 10 years, with PBFDX having a 14.83% annualized return and FGLGX not far ahead at 15.16%.


PBFDX

1D
-0.45%
1M
-7.92%
YTD
-6.41%
6M
-2.80%
1Y
21.56%
3Y*
18.85%
5Y*
12.17%
10Y*
14.83%

FGLGX

1D
-0.59%
1M
-7.96%
YTD
-4.68%
6M
0.33%
1Y
25.34%
3Y*
22.22%
5Y*
15.33%
10Y*
15.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PBFDX vs. FGLGX - Expense Ratio Comparison

PBFDX has a 0.82% expense ratio, which is higher than FGLGX's 0.00% expense ratio.


Return for Risk

PBFDX vs. FGLGX — Risk / Return Rank

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

PBFDX
PBFDX Risk / Return Rank: 6565
Overall Rank
PBFDX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
PBFDX Sortino Ratio Rank: 6565
Sortino Ratio Rank
PBFDX Omega Ratio Rank: 6161
Omega Ratio Rank
PBFDX Calmar Ratio Rank: 7171
Calmar Ratio Rank
PBFDX Martin Ratio Rank: 6969
Martin Ratio Rank

FGLGX
FGLGX Risk / Return Rank: 8181
Overall Rank
FGLGX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FGLGX Sortino Ratio Rank: 8080
Sortino Ratio Rank
FGLGX Omega Ratio Rank: 8282
Omega Ratio Rank
FGLGX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FGLGX Martin Ratio Rank: 8585
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.

PBFDX vs. FGLGX - Risk-Adjusted Trends 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.


PBFDXFGLGXDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.42

-0.34

Sortino ratio

Return per unit of downside risk

1.64

2.00

-0.37

Omega ratio

Gain probability vs. loss probability

1.23

1.32

-0.09

Calmar ratio

Return relative to maximum drawdown

1.62

1.91

-0.30

Martin ratio

Return relative to average drawdown

6.53

8.85

-2.32

PBFDX vs. FGLGX - Sharpe Ratio Comparison

The current PBFDX Sharpe Ratio is 1.08, which is comparable to the FGLGX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of PBFDX and FGLGX, 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


PBFDXFGLGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.42

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.91

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.83

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.82

-0.29

Correlation

The correlation between PBFDX and FGLGX is 0.89, 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.


Dividends

PBFDX vs. FGLGX - Dividend Comparison

PBFDX's dividend yield for the trailing twelve months is around 2.01%, less than FGLGX's 10.32% yield.


TTM20252024202320222021202020192018201720162015
PBFDX
Payson Total Return Fund
2.01%1.95%10.67%4.68%2.34%13.07%7.59%0.61%0.67%4.98%1.15%4.81%
FGLGX
Fidelity Series Large Cap Stock Fund
10.32%9.84%7.99%5.29%6.55%9.22%5.36%7.25%12.29%4.61%1.69%5.94%

Drawdowns

PBFDX vs. FGLGX - Drawdown Comparison

The maximum PBFDX drawdown since its inception was -54.99%, 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.


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Drawdown Indicators


PBFDXFGLGXDifference

Max Drawdown

Largest peak-to-trough decline

-54.99%

-36.42%

-18.57%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

-12.19%

+0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-22.17%

-21.21%

-0.96%

Max Drawdown (10Y)

Largest decline over 10 years

-33.02%

-36.42%

+3.40%

Current Drawdown

Current decline from peak

-10.93%

-9.43%

-1.50%

Average Drawdown

Average peak-to-trough decline

-6.75%

-3.82%

-2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

2.63%

+0.32%

Volatility

PBFDX vs. FGLGX - Volatility Comparison

Payson Total Return Fund (PBFDX) has a higher volatility of 5.24% compared to Fidelity Series Large Cap Stock Fund (FGLGX) at 4.44%. 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.


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Volatility by Period


PBFDXFGLGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

4.44%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

11.58%

9.46%

+2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

20.70%

18.22%

+2.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.66%

16.86%

+0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.94%

18.35%

+0.59%