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PYCEX vs. FNMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PYCEX vs. FNMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Payden Emerging Markets Corporate Bond Fund (PYCEX) and Fidelity New Markets Income Fund (FNMIX). The values are adjusted to include any dividend payments, if applicable.

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PYCEX vs. FNMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PYCEX
Payden Emerging Markets Corporate Bond Fund
-0.77%7.96%7.90%7.37%-11.02%0.80%8.17%11.90%-3.33%9.13%
FNMIX
Fidelity New Markets Income Fund
-1.02%14.86%6.80%14.00%-16.09%-2.42%4.62%10.93%-7.77%10.16%

Returns By Period

In the year-to-date period, PYCEX achieves a -0.77% return, which is significantly higher than FNMIX's -1.02% return. Over the past 10 years, PYCEX has outperformed FNMIX with an annualized return of 4.18%, while FNMIX has yielded a comparatively lower 3.90% annualized return.


PYCEX

1D
0.06%
1M
-2.31%
YTD
-0.77%
6M
0.40%
1Y
4.82%
3Y*
7.19%
5Y*
2.34%
10Y*
4.18%

FNMIX

1D
-0.15%
1M
-3.77%
YTD
-1.02%
6M
2.67%
1Y
10.54%
3Y*
10.89%
5Y*
3.53%
10Y*
3.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PYCEX vs. FNMIX - Expense Ratio Comparison

PYCEX has a 0.65% expense ratio, which is lower than FNMIX's 0.80% expense ratio.


Return for Risk

PYCEX vs. FNMIX — Risk / Return Rank

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

PYCEX
PYCEX Risk / Return Rank: 8383
Overall Rank
PYCEX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
PYCEX Sortino Ratio Rank: 8888
Sortino Ratio Rank
PYCEX Omega Ratio Rank: 9393
Omega Ratio Rank
PYCEX Calmar Ratio Rank: 7070
Calmar Ratio Rank
PYCEX Martin Ratio Rank: 7272
Martin Ratio Rank

FNMIX
FNMIX Risk / Return Rank: 9090
Overall Rank
FNMIX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FNMIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FNMIX Omega Ratio Rank: 9292
Omega Ratio Rank
FNMIX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FNMIX Martin Ratio Rank: 8888
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.

PYCEX vs. FNMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Payden Emerging Markets Corporate Bond Fund (PYCEX) and Fidelity New Markets Income Fund (FNMIX). 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.


PYCEXFNMIXDifference

Sharpe ratio

Return per unit of total volatility

1.87

2.08

-0.21

Sortino ratio

Return per unit of downside risk

2.42

2.89

-0.47

Omega ratio

Gain probability vs. loss probability

1.46

1.44

+0.02

Calmar ratio

Return relative to maximum drawdown

1.64

2.12

-0.48

Martin ratio

Return relative to average drawdown

6.88

9.40

-2.52

PYCEX vs. FNMIX - Sharpe Ratio Comparison

The current PYCEX Sharpe Ratio is 1.87, which is comparable to the FNMIX Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of PYCEX and FNMIX, 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


PYCEXFNMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

2.08

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.54

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.18

0.56

+0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

1.18

0.79

+0.39

Correlation

The correlation between PYCEX and FNMIX is 0.69, 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

PYCEX vs. FNMIX - Dividend Comparison

PYCEX's dividend yield for the trailing twelve months is around 6.44%, more than FNMIX's 4.66% yield.


TTM20252024202320222021202020192018201720162015
PYCEX
Payden Emerging Markets Corporate Bond Fund
6.44%6.50%6.21%5.59%4.92%5.23%4.00%4.81%5.13%4.84%4.18%4.51%
FNMIX
Fidelity New Markets Income Fund
4.66%5.07%4.71%5.15%3.93%3.48%4.06%4.87%4.98%5.77%6.93%4.95%

Drawdowns

PYCEX vs. FNMIX - Drawdown Comparison

The maximum PYCEX drawdown since its inception was -20.12%, smaller than the maximum FNMIX drawdown of -42.76%. Use the drawdown chart below to compare losses from any high point for PYCEX and FNMIX.


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Drawdown Indicators


PYCEXFNMIXDifference

Max Drawdown

Largest peak-to-trough decline

-20.12%

-42.76%

+22.64%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-5.12%

+2.16%

Max Drawdown (5Y)

Largest decline over 5 years

-20.12%

-27.16%

+7.04%

Max Drawdown (10Y)

Largest decline over 10 years

-20.12%

-27.16%

+7.04%

Current Drawdown

Current decline from peak

-2.31%

-3.85%

+1.54%

Average Drawdown

Average peak-to-trough decline

-3.04%

-5.72%

+2.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

1.16%

-0.45%

Volatility

PYCEX vs. FNMIX - Volatility Comparison

The current volatility for Payden Emerging Markets Corporate Bond Fund (PYCEX) is 0.80%, while Fidelity New Markets Income Fund (FNMIX) has a volatility of 1.70%. This indicates that PYCEX experiences smaller price fluctuations and is considered to be less risky than FNMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PYCEXFNMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.80%

1.70%

-0.90%

Volatility (6M)

Calculated over the trailing 6-month period

1.40%

3.00%

-1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

2.59%

5.25%

-2.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.20%

6.55%

-3.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.57%

6.94%

-3.37%