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PYELX vs. PELBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PYELX vs. PELBX - Performance Comparison

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

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PYELX vs. PELBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PYELX
Payden Emerging Markets Local Bond Fund
-3.00%19.79%-3.48%13.16%-11.28%-7.83%1.79%13.92%-8.16%15.38%
PELBX
PIMCO Emerging Markets Local Currency and Bond Fund
-3.25%22.96%-0.75%15.11%-7.36%-8.13%2.16%17.23%-7.49%15.44%

Returns By Period

In the year-to-date period, PYELX achieves a -3.00% return, which is significantly higher than PELBX's -3.25% return. Over the past 10 years, PYELX has underperformed PELBX with an annualized return of 2.42%, while PELBX has yielded a comparatively higher 4.03% annualized return.


PYELX

1D
0.63%
1M
-5.30%
YTD
-3.00%
6M
0.18%
1Y
11.73%
3Y*
6.28%
5Y*
2.19%
10Y*
2.42%

PELBX

1D
0.66%
1M
-5.56%
YTD
-3.25%
6M
0.83%
1Y
13.36%
3Y*
8.77%
5Y*
4.46%
10Y*
4.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PYELX vs. PELBX - Expense Ratio Comparison

PYELX has a 0.09% expense ratio, which is lower than PELBX's 1.22% expense ratio.


Return for Risk

PYELX vs. PELBX — Risk / Return Rank

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

PYELX
PYELX Risk / Return Rank: 3434
Overall Rank
PYELX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
PYELX Sortino Ratio Rank: 3232
Sortino Ratio Rank
PYELX Omega Ratio Rank: 9898
Omega Ratio Rank
PYELX Calmar Ratio Rank: 88
Calmar Ratio Rank
PYELX Martin Ratio Rank: 2727
Martin Ratio Rank

PELBX
PELBX Risk / Return Rank: 8686
Overall Rank
PELBX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
PELBX Sortino Ratio Rank: 9292
Sortino Ratio Rank
PELBX Omega Ratio Rank: 8989
Omega Ratio Rank
PELBX Calmar Ratio Rank: 7777
Calmar Ratio Rank
PELBX Martin Ratio Rank: 8282
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. PELBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Payden Emerging Markets Local Bond Fund (PYELX) and PIMCO Emerging Markets Local Currency and Bond Fund (PELBX). 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.


PYELXPELBXDifference

Sharpe ratio

Return per unit of total volatility

0.11

2.05

-1.94

Sortino ratio

Return per unit of downside risk

1.22

2.81

-1.59

Omega ratio

Gain probability vs. loss probability

1.77

1.41

+0.36

Calmar ratio

Return relative to maximum drawdown

0.24

1.92

-1.67

Martin ratio

Return relative to average drawdown

3.45

8.62

-5.17

PYELX vs. PELBX - Sharpe Ratio Comparison

The current PYELX Sharpe Ratio is 0.11, which is lower than the PELBX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of PYELX and PELBX, 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


PYELXPELBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

2.05

-1.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.57

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

0.45

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.36

-0.33

Correlation

The correlation between PYELX and PELBX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PYELX vs. PELBX - Dividend Comparison

PYELX's dividend yield for the trailing twelve months is around 7.49%, more than PELBX's 6.57% yield.


TTM20252024202320222021202020192018201720162015
PYELX
Payden Emerging Markets Local Bond Fund
7.49%7.32%7.08%5.38%5.93%5.36%4.69%5.46%6.67%6.15%5.44%5.26%
PELBX
PIMCO Emerging Markets Local Currency and Bond Fund
6.57%6.71%7.08%4.81%3.24%4.87%4.87%6.14%6.88%5.84%5.69%5.51%

Drawdowns

PYELX vs. PELBX - Drawdown Comparison

The maximum PYELX drawdown since its inception was -56.98%, which is greater than PELBX's maximum drawdown of -36.17%. Use the drawdown chart below to compare losses from any high point for PYELX and PELBX.


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Drawdown Indicators


PYELXPELBXDifference

Max Drawdown

Largest peak-to-trough decline

-56.98%

-36.17%

-20.81%

Max Drawdown (1Y)

Largest decline over 1 year

-50.21%

-7.33%

-42.88%

Max Drawdown (5Y)

Largest decline over 5 years

-51.98%

-23.01%

-28.97%

Max Drawdown (10Y)

Largest decline over 10 years

-52.62%

-24.89%

-27.73%

Current Drawdown

Current decline from peak

-6.64%

-6.72%

+0.08%

Average Drawdown

Average peak-to-trough decline

-16.96%

-11.30%

-5.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

1.63%

+1.91%

Volatility

PYELX vs. PELBX - Volatility Comparison

Payden Emerging Markets Local Bond Fund (PYELX) and PIMCO Emerging Markets Local Currency and Bond Fund (PELBX) have volatilities of 3.36% and 3.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PYELXPELBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.36%

3.46%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

4.66%

4.89%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

111.80%

6.62%

+105.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.59%

7.91%

+42.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.37%

8.94%

+27.43%