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PYARX vs. BGCIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PYARX vs. BGCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Payden Absolute Return Bond Fund (PYARX) and BlackRock Global Long/Short Credit Fund (BGCIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PYARX achieves a 0.82% return, which is significantly lower than BGCIX's 1.33% return. Over the past 10 years, PYARX has underperformed BGCIX with an annualized return of 3.31%, while BGCIX has yielded a comparatively higher 4.22% annualized return.


PYARX

1D
0.00%
1M
0.42%
YTD
0.82%
6M
1.20%
1Y
4.76%
3Y*
5.88%
5Y*
3.44%
10Y*
3.31%

BGCIX

1D
0.00%
1M
0.77%
YTD
1.33%
6M
1.74%
1Y
4.81%
3Y*
7.26%
5Y*
3.27%
10Y*
4.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PYARX vs. BGCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PYARX
Payden Absolute Return Bond Fund
0.82%5.84%7.55%6.22%-2.74%1.13%2.81%5.52%0.95%3.40%
BGCIX
BlackRock Global Long/Short Credit Fund
1.33%6.55%8.47%8.87%-8.02%3.48%10.71%7.43%-1.78%3.46%

Correlation

The correlation between PYARX and BGCIX is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2015

0.29

The correlation between PYARX and BGCIX shifts across timeframes, from 0.26 (3 years) to 0.38 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PYARX vs. BGCIX — Risk / Return Rank

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

PYARX
PYARX Risk / Return Rank: 6868
Overall Rank
PYARX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
PYARX Sortino Ratio Rank: 8585
Sortino Ratio Rank
PYARX Omega Ratio Rank: 8888
Omega Ratio Rank
PYARX Calmar Ratio Rank: 4141
Calmar Ratio Rank
PYARX Martin Ratio Rank: 4747
Martin Ratio Rank

BGCIX
BGCIX Risk / Return Rank: 9595
Overall Rank
BGCIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
BGCIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
BGCIX Omega Ratio Rank: 9797
Omega Ratio Rank
BGCIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
BGCIX Martin Ratio Rank: 9393
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.

PYARX vs. BGCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Payden Absolute Return Bond Fund (PYARX) and BlackRock Global Long/Short Credit Fund (BGCIX). 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.


PYARXBGCIXDifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-2.14

Omega ratioGain probability vs. loss probability

1.63

1.99

-0.36

Calmar ratioReturn relative to maximum drawdown

2.43

4.88

-2.45

Martin ratioReturn relative to average drawdown

9.86

20.54

-10.68

PYARX vs. BGCIX - Sharpe Ratio Comparison

The current PYARX Sharpe Ratio is 2.63, which is comparable to the BGCIX Sharpe Ratio of 3.56. The chart below compares the historical Sharpe Ratios of PYARX and BGCIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PYARXBGCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

3.56

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.47

1.73

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.17

1.34

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

1.35

-0.18

Drawdowns

PYARX vs. BGCIX - Drawdown Comparison

The maximum PYARX drawdown since its inception was -15.70%, which is greater than BGCIX's maximum drawdown of -10.37%. Use the drawdown chart below to compare losses from any high point for PYARX and BGCIX.


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Drawdown Indicators


PYARXBGCIXDifference

Max Drawdown

Largest peak-to-trough decline

-15.70%

-10.37%

-5.33%

Max Drawdown (1Y)

Largest decline over 1 year

-1.96%

-0.99%

-0.97%

Max Drawdown (3Y)

Largest decline over 3 years

-2.18%

-2.18%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-6.12%

-9.78%

+3.66%

Max Drawdown (10Y)

Largest decline over 10 years

-15.70%

-10.37%

-5.33%

Current Drawdown

Current decline from peak

-0.13%

0.00%

-0.13%

Average Drawdown

Average peak-to-trough decline

-0.73%

-1.27%

+0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

0.23%

+0.25%

Volatility

PYARX vs. BGCIX - Volatility Comparison

Payden Absolute Return Bond Fund (PYARX) and BlackRock Global Long/Short Credit Fund (BGCIX) have volatilities of 0.40% and 0.39%, 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.


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Volatility by Period


PYARXBGCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.40%

0.39%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

1.38%

0.97%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

1.82%

1.36%

+0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.35%

1.90%

+0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.84%

3.15%

-0.31%

PYARX vs. BGCIX - Expense Ratio Comparison

PYARX has a 0.70% expense ratio, which is lower than BGCIX's 1.12% expense ratio.


Dividends

PYARX vs. BGCIX - Dividend Comparison

PYARX's dividend yield for the trailing twelve months is around 6.24%, more than BGCIX's 5.75% yield.


PositionTTM20252024202320222021202020192018201720162015
BGCIX
BlackRock Global Long/Short Credit Fund
5.75%5.83%7.13%3.33%8.25%3.57%9.87%3.75%6.01%1.16%0.00%5.11%
PYARX
Payden Absolute Return Bond Fund
6.24%6.69%6.68%5.18%3.59%2.24%2.50%3.15%3.41%2.54%2.52%2.16%

Frequently Asked Questions


PYARX and BGCIX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PYARX has higher volatility (0.40%) compared to BGCIX (0.39%). In terms of maximum drawdown, PYARX dropped -15.70% vs BGCIX's -10.37%.

BGCIX currently has the higher Sharpe Ratio (3.56 vs 2.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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