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PYCRX vs. PYVLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PYCRX vs. PYVLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Payden California Municipal Social Impact Fund (PYCRX) and Payden Equity Income Fund (PYVLX). The values are adjusted to include any dividend payments, if applicable.

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PYCRX vs. PYVLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PYCRX
Payden California Municipal Social Impact Fund
-0.26%6.37%2.57%6.16%-6.38%0.76%5.58%8.21%0.57%6.04%
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, PYCRX achieves a -0.26% return, which is significantly lower than PYVLX's 0.70% return. Over the past 10 years, PYCRX has underperformed PYVLX with an annualized return of 2.68%, while PYVLX has yielded a comparatively higher 9.09% annualized return.


PYCRX

1D
0.20%
1M
-2.27%
YTD
-0.26%
6M
1.31%
1Y
4.40%
3Y*
4.01%
5Y*
1.93%
10Y*
2.68%

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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PYCRX vs. PYVLX - Expense Ratio Comparison

PYCRX has a 0.45% expense ratio, which is lower than PYVLX's 0.73% expense ratio.


Return for Risk

PYCRX vs. PYVLX — Risk / Return Rank

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

PYCRX
PYCRX Risk / Return Rank: 5353
Overall Rank
PYCRX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
PYCRX Sortino Ratio Rank: 4444
Sortino Ratio Rank
PYCRX Omega Ratio Rank: 7979
Omega Ratio Rank
PYCRX Calmar Ratio Rank: 4848
Calmar Ratio Rank
PYCRX Martin Ratio Rank: 4242
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.

PYCRX vs. PYVLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Payden California Municipal Social Impact Fund (PYCRX) 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.


PYCRXPYVLXDifference

Sharpe ratio

Return per unit of total volatility

1.10

1.01

+0.09

Sortino ratio

Return per unit of downside risk

1.46

1.43

+0.04

Omega ratio

Gain probability vs. loss probability

1.33

1.22

+0.11

Calmar ratio

Return relative to maximum drawdown

1.42

1.41

+0.01

Martin ratio

Return relative to average drawdown

5.07

6.58

-1.51

PYCRX vs. PYVLX - Sharpe Ratio Comparison

The current PYCRX Sharpe Ratio is 1.10, which is comparable to the PYVLX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of PYCRX 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


PYCRXPYVLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.01

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.46

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.55

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

1.20

0.39

+0.82

Correlation

The correlation between PYCRX and PYVLX is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

PYCRX vs. PYVLX - Dividend Comparison

PYCRX's dividend yield for the trailing twelve months is around 3.47%, less than PYVLX's 6.48% yield.


TTM20252024202320222021202020192018201720162015
PYCRX
Payden California Municipal Social Impact Fund
3.47%4.58%4.06%2.78%1.82%1.23%3.72%4.89%2.43%2.28%3.47%3.34%
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

PYCRX vs. PYVLX - Drawdown Comparison

The maximum PYCRX drawdown since its inception was -10.80%, smaller than the maximum PYVLX drawdown of -60.67%. Use the drawdown chart below to compare losses from any high point for PYCRX and PYVLX.


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Drawdown Indicators


PYCRXPYVLXDifference

Max Drawdown

Largest peak-to-trough decline

-10.80%

-60.67%

+49.87%

Max Drawdown (1Y)

Largest decline over 1 year

-3.83%

-10.42%

+6.59%

Max Drawdown (5Y)

Largest decline over 5 years

-10.80%

-25.96%

+15.16%

Max Drawdown (10Y)

Largest decline over 10 years

-10.80%

-33.24%

+22.44%

Current Drawdown

Current decline from peak

-2.55%

-4.16%

+1.61%

Average Drawdown

Average peak-to-trough decline

-1.42%

-10.52%

+9.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

2.23%

-1.15%

Volatility

PYCRX vs. PYVLX - Volatility Comparison

The current volatility for Payden California Municipal Social Impact Fund (PYCRX) is 0.97%, while Payden Equity Income Fund (PYVLX) has a volatility of 3.91%. This indicates that PYCRX 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


PYCRXPYVLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

3.91%

-2.94%

Volatility (6M)

Calculated over the trailing 6-month period

1.65%

7.38%

-5.73%

Volatility (1Y)

Calculated over the trailing 1-year period

4.29%

13.71%

-9.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.28%

16.55%

-13.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.23%

16.50%

-13.27%