PHYSX vs. PIAMX
Compare and contrast key facts about PIA High Yield Fund (PHYSX) and PIA High Yield (MACS) Fund (PIAMX).
PHYSX is managed by PIA Mutual Funds. It was launched on Dec 31, 2010. PIAMX is managed by PIA Mutual Funds. It was launched on Dec 26, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PHYSX or PIAMX.
Performance
PHYSX vs. PIAMX - Performance Comparison
Returns By Period
In the year-to-date period, PHYSX achieves a 9.63% return, which is significantly lower than PIAMX's 10.26% return.
PHYSX
9.63%
0.60%
5.55%
13.69%
6.27%
5.42%
PIAMX
10.26%
0.57%
5.93%
14.54%
6.46%
N/A
Key characteristics
| PHYSX | PIAMX | |
|---|---|---|
| Sharpe Ratio | 4.91 | 5.40 |
| Sortino Ratio | 7.87 | 8.75 |
| Omega Ratio | 2.30 | 2.45 |
| Calmar Ratio | 12.50 | 12.64 |
| Martin Ratio | 57.22 | 62.71 |
| Ulcer Index | 0.24% | 0.23% |
| Daily Std Dev | 2.84% | 2.72% |
| Max Drawdown | -19.86% | -18.15% |
| Current Drawdown | -0.00% | 0.00% |
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PHYSX vs. PIAMX - Expense Ratio Comparison
PHYSX has a 0.86% expense ratio, which is higher than PIAMX's 0.20% expense ratio.
Correlation
The correlation between PHYSX and PIAMX is 0.90, 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.
Risk-Adjusted Performance
PHYSX vs. PIAMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIA High Yield Fund (PHYSX) and PIA High Yield (MACS) Fund (PIAMX). 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
PHYSX vs. PIAMX - Dividend Comparison
PHYSX's dividend yield for the trailing twelve months is around 7.49%, less than PIAMX's 8.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHYSX PIA High Yield Fund | 7.49% | 7.40% | 8.23% | 6.13% | 6.30% | 6.61% | 6.52% | 6.39% | 6.10% | 6.41% | 5.82% | 6.08% |
PIAMX PIA High Yield (MACS) Fund | 8.38% | 8.12% | 8.72% | 7.03% | 6.63% | 6.74% | 6.66% | 0.06% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PHYSX vs. PIAMX - Drawdown Comparison
The maximum PHYSX drawdown since its inception was -19.86%, which is greater than PIAMX's maximum drawdown of -18.15%. Use the drawdown chart below to compare losses from any high point for PHYSX and PIAMX. For additional features, visit the drawdowns tool.
Volatility
PHYSX vs. PIAMX - Volatility Comparison
PIA High Yield Fund (PHYSX) and PIA High Yield (MACS) Fund (PIAMX) have volatilities of 0.60% and 0.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.