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PYELX vs. AMAPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PYELX vs. AMAPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Payden Emerging Markets Local Bond Fund (PYELX) and Amana Participation Fund (AMAPX). The values are adjusted to include any dividend payments, if applicable.

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PYELX vs. AMAPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PYELX
Payden Emerging Markets Local Bond Fund
-3.61%19.79%-3.48%13.16%-11.28%-7.83%1.79%13.92%-8.16%15.38%
AMAPX
Amana Participation Fund
-1.66%5.98%3.77%2.09%-5.27%0.49%5.35%6.61%0.08%2.56%

Returns By Period

In the year-to-date period, PYELX achieves a -3.61% return, which is significantly lower than AMAPX's -1.66% return. Over the past 10 years, PYELX has outperformed AMAPX with an annualized return of 2.36%, while AMAPX has yielded a comparatively lower 2.09% annualized return.


PYELX

1D
-0.42%
1M
-7.08%
YTD
-3.61%
6M
-0.34%
1Y
11.27%
3Y*
6.06%
5Y*
2.07%
10Y*
2.36%

AMAPX

1D
0.00%
1M
-2.51%
YTD
-1.66%
6M
-0.66%
1Y
2.49%
3Y*
3.09%
5Y*
1.12%
10Y*
2.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PYELX vs. AMAPX - Expense Ratio Comparison

PYELX has a 0.09% expense ratio, which is lower than AMAPX's 0.78% expense ratio.


Return for Risk

PYELX vs. AMAPX — Risk / Return Rank

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

PYELX
PYELX Risk / Return Rank: 3636
Overall Rank
PYELX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
PYELX Sortino Ratio Rank: 3737
Sortino Ratio Rank
PYELX Omega Ratio Rank: 9898
Omega Ratio Rank
PYELX Calmar Ratio Rank: 1010
Calmar Ratio Rank
PYELX Martin Ratio Rank: 2929
Martin Ratio Rank

AMAPX
AMAPX Risk / Return Rank: 7070
Overall Rank
AMAPX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
AMAPX Sortino Ratio Rank: 8282
Sortino Ratio Rank
AMAPX Omega Ratio Rank: 8989
Omega Ratio Rank
AMAPX Calmar Ratio Rank: 4848
Calmar Ratio Rank
AMAPX Martin Ratio Rank: 5353
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.

PYELX vs. AMAPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Payden Emerging Markets Local Bond Fund (PYELX) and Amana Participation Fund (AMAPX). 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.


PYELXAMAPXDifference

Sharpe ratio

Return per unit of total volatility

0.10

1.36

-1.26

Sortino ratio

Return per unit of downside risk

1.21

2.07

-0.85

Omega ratio

Gain probability vs. loss probability

1.76

1.39

+0.37

Calmar ratio

Return relative to maximum drawdown

0.22

1.17

-0.94

Martin ratio

Return relative to average drawdown

3.20

5.20

-2.00

PYELX vs. AMAPX - Sharpe Ratio Comparison

The current PYELX Sharpe Ratio is 0.10, which is lower than the AMAPX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of PYELX and AMAPX, 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


PYELXAMAPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

1.36

-1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.55

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

1.08

-1.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

1.06

-1.03

Correlation

The correlation between PYELX and AMAPX is 0.26, 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

PYELX vs. AMAPX - Dividend Comparison

PYELX's dividend yield for the trailing twelve months is around 7.53%, more than AMAPX's 3.41% yield.


TTM20252024202320222021202020192018201720162015
PYELX
Payden Emerging Markets Local Bond Fund
7.53%7.32%7.08%5.38%5.93%5.36%4.69%5.46%6.67%6.15%5.44%5.26%
AMAPX
Amana Participation Fund
3.41%3.52%3.15%2.25%1.30%1.55%1.95%2.45%2.62%2.14%2.14%0.00%

Drawdowns

PYELX vs. AMAPX - Drawdown Comparison

The maximum PYELX drawdown since its inception was -56.98%, which is greater than AMAPX's maximum drawdown of -7.75%. Use the drawdown chart below to compare losses from any high point for PYELX and AMAPX.


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Drawdown Indicators


PYELXAMAPXDifference

Max Drawdown

Largest peak-to-trough decline

-56.98%

-7.75%

-49.23%

Max Drawdown (1Y)

Largest decline over 1 year

-50.21%

-2.51%

-47.70%

Max Drawdown (5Y)

Largest decline over 5 years

-51.98%

-7.75%

-44.23%

Max Drawdown (10Y)

Largest decline over 10 years

-52.62%

-7.75%

-44.87%

Current Drawdown

Current decline from peak

-7.22%

-2.51%

-4.71%

Average Drawdown

Average peak-to-trough decline

-16.96%

-1.57%

-15.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

0.56%

+2.96%

Volatility

PYELX vs. AMAPX - Volatility Comparison

Payden Emerging Markets Local Bond Fund (PYELX) has a higher volatility of 3.37% compared to Amana Participation Fund (AMAPX) at 0.70%. This indicates that PYELX's price experiences larger fluctuations and is considered to be riskier than AMAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PYELXAMAPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

0.70%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

4.62%

1.16%

+3.46%

Volatility (1Y)

Calculated over the trailing 1-year period

112.02%

2.08%

+109.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.59%

2.06%

+48.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.37%

1.95%

+34.42%