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PYFRX vs. EIBLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PYFRX vs. EIBLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Payden Floating Rate Fund (PYFRX) and Eaton Vance Floating Rate Fund (EIBLX). The values are adjusted to include any dividend payments, if applicable.

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PYFRX vs. EIBLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PYFRX
Payden Floating Rate Fund
-0.20%6.61%8.90%12.86%0.27%3.93%1.72%8.49%0.31%2.82%
EIBLX
Eaton Vance Floating Rate Fund
-1.32%3.90%8.14%12.29%-2.34%4.33%2.38%7.07%0.81%4.48%

Returns By Period

In the year-to-date period, PYFRX achieves a -0.20% return, which is significantly higher than EIBLX's -1.32% return. Both investments have delivered pretty close results over the past 10 years, with PYFRX having a 5.03% annualized return and EIBLX not far behind at 4.78%.


PYFRX

1D
0.11%
1M
0.46%
YTD
-0.20%
6M
1.50%
1Y
5.81%
3Y*
8.18%
5Y*
6.13%
10Y*
5.03%

EIBLX

1D
0.00%
1M
-0.25%
YTD
-1.32%
6M
-0.79%
1Y
2.47%
3Y*
6.50%
5Y*
4.58%
10Y*
4.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PYFRX vs. EIBLX - Expense Ratio Comparison

PYFRX has a 0.70% expense ratio, which is lower than EIBLX's 0.76% expense ratio.


Return for Risk

PYFRX vs. EIBLX — Risk / Return Rank

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

PYFRX
PYFRX Risk / Return Rank: 9494
Overall Rank
PYFRX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
PYFRX Sortino Ratio Rank: 9797
Sortino Ratio Rank
PYFRX Omega Ratio Rank: 9898
Omega Ratio Rank
PYFRX Calmar Ratio Rank: 8787
Calmar Ratio Rank
PYFRX Martin Ratio Rank: 9292
Martin Ratio Rank

EIBLX
EIBLX Risk / Return Rank: 4747
Overall Rank
EIBLX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EIBLX Sortino Ratio Rank: 4040
Sortino Ratio Rank
EIBLX Omega Ratio Rank: 6767
Omega Ratio Rank
EIBLX Calmar Ratio Rank: 5151
Calmar Ratio Rank
EIBLX Martin Ratio Rank: 4141
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.

PYFRX vs. EIBLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Payden Floating Rate Fund (PYFRX) and Eaton Vance Floating Rate Fund (EIBLX). 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.


PYFRXEIBLXDifference

Sharpe ratio

Return per unit of total volatility

2.81

0.90

+1.91

Sortino ratio

Return per unit of downside risk

3.65

1.36

+2.29

Omega ratio

Gain probability vs. loss probability

1.93

1.27

+0.66

Calmar ratio

Return relative to maximum drawdown

2.45

1.40

+1.05

Martin ratio

Return relative to average drawdown

11.59

4.77

+6.82

PYFRX vs. EIBLX - Sharpe Ratio Comparison

The current PYFRX Sharpe Ratio is 2.81, which is higher than the EIBLX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of PYFRX and EIBLX, 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


PYFRXEIBLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.81

0.90

+1.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.18

1.68

+1.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.39

1.36

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

1.36

1.25

+0.11

Correlation

The correlation between PYFRX and EIBLX is 0.49, 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

PYFRX vs. EIBLX - Dividend Comparison

PYFRX's dividend yield for the trailing twelve months is around 7.22%, more than EIBLX's 6.86% yield.


TTM20252024202320222021202020192018201720162015
PYFRX
Payden Floating Rate Fund
7.22%7.55%8.88%8.35%5.08%2.94%3.19%4.45%4.22%3.30%3.53%3.17%
EIBLX
Eaton Vance Floating Rate Fund
6.86%7.58%8.29%8.58%5.02%3.32%3.68%5.01%4.46%3.82%4.14%4.33%

Drawdowns

PYFRX vs. EIBLX - Drawdown Comparison

The maximum PYFRX drawdown since its inception was -20.18%, smaller than the maximum EIBLX drawdown of -32.53%. Use the drawdown chart below to compare losses from any high point for PYFRX and EIBLX.


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Drawdown Indicators


PYFRXEIBLXDifference

Max Drawdown

Largest peak-to-trough decline

-20.18%

-32.53%

+12.35%

Max Drawdown (1Y)

Largest decline over 1 year

-2.18%

-1.95%

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-4.80%

-6.27%

+1.47%

Max Drawdown (10Y)

Largest decline over 10 years

-20.18%

-18.70%

-1.48%

Current Drawdown

Current decline from peak

-0.51%

-1.68%

+1.17%

Average Drawdown

Average peak-to-trough decline

-0.60%

-1.66%

+1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

0.61%

-0.13%

Volatility

PYFRX vs. EIBLX - Volatility Comparison

Payden Floating Rate Fund (PYFRX) has a higher volatility of 0.64% compared to Eaton Vance Floating Rate Fund (EIBLX) at 0.55%. This indicates that PYFRX's price experiences larger fluctuations and is considered to be riskier than EIBLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PYFRXEIBLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

0.55%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

0.97%

1.60%

-0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

2.04%

2.80%

-0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.94%

2.74%

-0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.62%

3.53%

+0.09%