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PYARX vs. PYACX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PYARX vs. PYACX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Payden Absolute Return Bond Fund (PYARX) and Payden Corporate Bond Fund (PYACX). The values are adjusted to include any dividend payments, if applicable.

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PYARX vs. PYACX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PYARX
Payden Absolute Return Bond Fund
-0.67%5.84%7.55%6.22%-2.74%1.13%2.81%5.52%0.95%3.40%
PYACX
Payden Corporate Bond Fund
-0.82%7.39%3.17%8.53%-16.33%-0.08%8.64%14.46%-3.05%8.53%

Returns By Period

In the year-to-date period, PYARX achieves a -0.67% return, which is significantly higher than PYACX's -0.82% return. Over the past 10 years, PYARX has outperformed PYACX with an annualized return of 3.30%, while PYACX has yielded a comparatively lower 3.06% annualized return.


PYARX

1D
0.33%
1M
-1.25%
YTD
-0.67%
6M
0.55%
1Y
3.84%
3Y*
5.41%
5Y*
3.30%
10Y*
3.30%

PYACX

1D
0.41%
1M
-1.82%
YTD
-0.82%
6M
-0.49%
1Y
4.01%
3Y*
4.79%
5Y*
0.65%
10Y*
3.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PYARX vs. PYACX - Expense Ratio Comparison

PYARX has a 0.70% expense ratio, which is higher than PYACX's 0.65% expense ratio.


Return for Risk

PYARX vs. PYACX — Risk / Return Rank

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

PYARX
PYARX Risk / Return Rank: 5959
Overall Rank
PYARX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
PYARX Sortino Ratio Rank: 4747
Sortino Ratio Rank
PYARX Omega Ratio Rank: 8383
Omega Ratio Rank
PYARX Calmar Ratio Rank: 6868
Calmar Ratio Rank
PYARX Martin Ratio Rank: 4545
Martin Ratio Rank

PYACX
PYACX Risk / Return Rank: 3535
Overall Rank
PYACX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
PYACX Sortino Ratio Rank: 3333
Sortino Ratio Rank
PYACX Omega Ratio Rank: 2525
Omega Ratio Rank
PYACX Calmar Ratio Rank: 4545
Calmar Ratio Rank
PYACX Martin Ratio Rank: 3434
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. PYACX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Payden Absolute Return Bond Fund (PYARX) and Payden Corporate Bond Fund (PYACX). 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.


PYARXPYACXDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.90

+0.17

Sortino ratio

Return per unit of downside risk

1.49

1.27

+0.21

Omega ratio

Gain probability vs. loss probability

1.35

1.16

+0.19

Calmar ratio

Return relative to maximum drawdown

1.76

1.36

+0.40

Martin ratio

Return relative to average drawdown

5.16

4.33

+0.83

PYARX vs. PYACX - Sharpe Ratio Comparison

The current PYARX Sharpe Ratio is 1.07, which is comparable to the PYACX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of PYARX and PYACX, 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


PYARXPYACXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

0.90

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.42

0.10

+1.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.17

0.52

+0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.80

+0.33

Correlation

The correlation between PYARX and PYACX is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PYARX vs. PYACX - Dividend Comparison

PYARX's dividend yield for the trailing twelve months is around 6.50%, more than PYACX's 4.61% yield.


TTM20252024202320222021202020192018201720162015
PYARX
Payden Absolute Return Bond Fund
6.50%6.69%6.68%5.18%3.59%2.24%2.50%3.15%3.41%2.54%2.52%2.16%
PYACX
Payden Corporate Bond Fund
4.61%4.54%4.59%3.89%3.35%5.32%3.87%3.37%3.65%3.92%5.49%4.36%

Drawdowns

PYARX vs. PYACX - Drawdown Comparison

The maximum PYARX drawdown since its inception was -15.70%, smaller than the maximum PYACX drawdown of -22.90%. Use the drawdown chart below to compare losses from any high point for PYARX and PYACX.


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Drawdown Indicators


PYARXPYACXDifference

Max Drawdown

Largest peak-to-trough decline

-15.70%

-22.90%

+7.20%

Max Drawdown (1Y)

Largest decline over 1 year

-2.18%

-3.27%

+1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-6.12%

-22.90%

+16.78%

Max Drawdown (10Y)

Largest decline over 10 years

-15.70%

-22.90%

+7.20%

Current Drawdown

Current decline from peak

-1.61%

-2.65%

+1.04%

Average Drawdown

Average peak-to-trough decline

-0.73%

-3.86%

+3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

1.02%

-0.28%

Volatility

PYARX vs. PYACX - Volatility Comparison

The current volatility for Payden Absolute Return Bond Fund (PYARX) is 0.95%, while Payden Corporate Bond Fund (PYACX) has a volatility of 1.97%. This indicates that PYARX experiences smaller price fluctuations and is considered to be less risky than PYACX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PYARXPYACXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

1.97%

-1.02%

Volatility (6M)

Calculated over the trailing 6-month period

1.26%

2.95%

-1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

3.59%

4.71%

-1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.33%

6.64%

-4.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.83%

5.86%

-3.03%