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PYCEX vs. PYVLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PYCEX vs. PYVLX - Performance Comparison

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

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PYCEX vs. PYVLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PYCEX
Payden Emerging Markets Corporate Bond Fund
-0.54%7.96%7.90%7.37%-11.02%0.80%8.17%11.90%-3.33%9.13%
PYVLX
Payden Equity Income Fund
0.70%11.41%15.94%5.37%-6.68%23.39%0.77%27.95%-6.69%15.71%

Returns By Period

In the year-to-date period, PYCEX achieves a -0.54% return, which is significantly lower than PYVLX's 0.70% return. Over the past 10 years, PYCEX has underperformed PYVLX with an annualized return of 4.20%, while PYVLX has yielded a comparatively higher 9.09% annualized return.


PYCEX

1D
0.23%
1M
-1.75%
YTD
-0.54%
6M
0.64%
1Y
4.94%
3Y*
7.27%
5Y*
2.39%
10Y*
4.20%

PYVLX

1D
2.04%
1M
-4.05%
YTD
0.70%
6M
3.36%
1Y
13.69%
3Y*
12.33%
5Y*
7.53%
10Y*
9.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PYCEX vs. PYVLX - Expense Ratio Comparison

PYCEX has a 0.65% expense ratio, which is lower than PYVLX's 0.73% expense ratio.


Return for Risk

PYCEX vs. PYVLX — Risk / Return Rank

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

PYCEX
PYCEX Risk / Return Rank: 7979
Overall Rank
PYCEX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
PYCEX Sortino Ratio Rank: 8888
Sortino Ratio Rank
PYCEX Omega Ratio Rank: 9494
Omega Ratio Rank
PYCEX Calmar Ratio Rank: 6262
Calmar Ratio Rank
PYCEX Martin Ratio Rank: 6363
Martin Ratio Rank

PYVLX
PYVLX Risk / Return Rank: 5050
Overall Rank
PYVLX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
PYVLX Sortino Ratio Rank: 4343
Sortino Ratio Rank
PYVLX Omega Ratio Rank: 4747
Omega Ratio Rank
PYVLX Calmar Ratio Rank: 5050
Calmar Ratio Rank
PYVLX Martin Ratio Rank: 6161
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. PYVLX - Risk-Adjusted Trends Comparison

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


PYCEXPYVLXDifference

Sharpe ratio

Return per unit of total volatility

1.96

1.01

+0.95

Sortino ratio

Return per unit of downside risk

2.54

1.43

+1.11

Omega ratio

Gain probability vs. loss probability

1.49

1.22

+0.27

Calmar ratio

Return relative to maximum drawdown

1.71

1.41

+0.30

Martin ratio

Return relative to average drawdown

7.05

6.58

+0.46

PYCEX vs. PYVLX - Sharpe Ratio Comparison

The current PYCEX Sharpe Ratio is 1.96, which is higher than the PYVLX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of PYCEX and PYVLX, 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


PYCEXPYVLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

1.01

+0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.46

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.18

0.55

+0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

1.19

0.39

+0.80

Correlation

The correlation between PYCEX and PYVLX is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PYCEX vs. PYVLX - Dividend Comparison

PYCEX's dividend yield for the trailing twelve months is around 6.43%, which matches PYVLX's 6.48% yield.


TTM20252024202320222021202020192018201720162015
PYCEX
Payden Emerging Markets Corporate Bond Fund
6.43%6.50%6.21%5.59%4.92%5.23%4.00%4.81%5.13%4.84%4.18%4.51%
PYVLX
Payden Equity Income Fund
6.48%6.38%17.91%2.94%6.72%20.13%1.88%4.97%2.98%7.10%3.25%2.50%

Drawdowns

PYCEX vs. PYVLX - Drawdown Comparison

The maximum PYCEX drawdown since its inception was -20.12%, smaller than the maximum PYVLX drawdown of -60.67%. Use the drawdown chart below to compare losses from any high point for PYCEX and PYVLX.


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Drawdown Indicators


PYCEXPYVLXDifference

Max Drawdown

Largest peak-to-trough decline

-20.12%

-60.67%

+40.55%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-10.42%

+7.46%

Max Drawdown (5Y)

Largest decline over 5 years

-20.12%

-25.96%

+5.84%

Max Drawdown (10Y)

Largest decline over 10 years

-20.12%

-33.24%

+13.12%

Current Drawdown

Current decline from peak

-2.08%

-4.16%

+2.08%

Average Drawdown

Average peak-to-trough decline

-3.04%

-10.52%

+7.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

2.23%

-1.51%

Volatility

PYCEX vs. PYVLX - Volatility Comparison

The current volatility for Payden Emerging Markets Corporate Bond Fund (PYCEX) is 0.84%, while Payden Equity Income Fund (PYVLX) has a volatility of 3.91%. This indicates that PYCEX experiences smaller price fluctuations and is considered to be less risky than PYVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PYCEXPYVLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

3.91%

-3.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.42%

7.38%

-5.96%

Volatility (1Y)

Calculated over the trailing 1-year period

2.59%

13.71%

-11.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.21%

16.55%

-13.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.57%

16.50%

-12.93%