PBFDX vs. VFIAX
Compare and contrast key facts about Payson Total Return Fund (PBFDX) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
PBFDX is managed by Payson Funds. It was launched on Nov 25, 1991. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PBFDX or VFIAX.
Key characteristics
| PBFDX | VFIAX | |
|---|---|---|
| YTD Return | 21.10% | 26.16% |
| 1Y Return | 25.49% | 33.92% |
| 3Y Return (Ann) | 4.26% | 9.97% |
| 5Y Return (Ann) | 10.84% | 15.58% |
| 10Y Return (Ann) | 9.02% | 13.31% |
| Sharpe Ratio | 1.83 | 2.81 |
| Sortino Ratio | 2.53 | 3.74 |
| Omega Ratio | 1.34 | 1.53 |
| Calmar Ratio | 2.28 | 4.04 |
| Martin Ratio | 10.57 | 18.30 |
| Ulcer Index | 2.45% | 1.87% |
| Daily Std Dev | 14.15% | 12.16% |
| Max Drawdown | -56.40% | -55.20% |
| Current Drawdown | -1.98% | -0.85% |
Correlation
The correlation between PBFDX and VFIAX is 0.95, 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. VFIAX - Performance Comparison
In the year-to-date period, PBFDX achieves a 21.10% return, which is significantly lower than VFIAX's 26.16% return. Over the past 10 years, PBFDX has underperformed VFIAX with an annualized return of 9.02%, while VFIAX has yielded a comparatively higher 13.31% annualized return. 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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PBFDX vs. VFIAX - Expense Ratio Comparison
PBFDX has a 0.82% expense ratio, which is higher than VFIAX's 0.04% expense ratio.
Risk-Adjusted Performance
PBFDX vs. VFIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Payson Total Return Fund (PBFDX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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. VFIAX - Dividend Comparison
PBFDX's dividend yield for the trailing twelve months is around 0.40%, less than VFIAX's 1.23% 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% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.23% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
PBFDX vs. VFIAX - Drawdown Comparison
The maximum PBFDX drawdown since its inception was -56.40%, roughly equal to the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for PBFDX and VFIAX. For additional features, visit the drawdowns tool.
Volatility
PBFDX vs. VFIAX - Volatility Comparison
Payson Total Return Fund (PBFDX) has a higher volatility of 4.43% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 3.80%. This indicates that PBFDX's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.