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PYGSX vs. VCIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PYGSX vs. VCIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Payden Global Low Duration Fund (PYGSX) and Vertical Capital Income Fund (VCIFX). The values are adjusted to include any dividend payments, if applicable.

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PYGSX vs. VCIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PYGSX
Payden Global Low Duration Fund
0.15%5.72%5.19%5.61%-3.38%0.17%3.14%4.77%0.58%1.90%
VCIFX
Vertical Capital Income Fund
-2.24%9.15%-1.00%5.96%-16.21%-5.85%10.46%9.56%-3.14%8.10%

Returns By Period

In the year-to-date period, PYGSX achieves a 0.15% return, which is significantly higher than VCIFX's -2.24% return. Over the past 10 years, PYGSX has outperformed VCIFX with an annualized return of 2.46%, while VCIFX has yielded a comparatively lower 0.84% annualized return.


PYGSX

1D
0.19%
1M
-0.84%
YTD
0.15%
6M
1.24%
1Y
4.14%
3Y*
4.98%
5Y*
2.57%
10Y*
2.46%

VCIFX

1D
0.10%
1M
-4.09%
YTD
-2.24%
6M
-1.24%
1Y
4.51%
3Y*
2.95%
5Y*
-1.40%
10Y*
0.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PYGSX vs. VCIFX - Expense Ratio Comparison

PYGSX has a 0.53% expense ratio, which is lower than VCIFX's 0.69% expense ratio.


Return for Risk

PYGSX vs. VCIFX — Risk / Return Rank

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

PYGSX
PYGSX Risk / Return Rank: 9797
Overall Rank
PYGSX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
PYGSX Sortino Ratio Rank: 9797
Sortino Ratio Rank
PYGSX Omega Ratio Rank: 9696
Omega Ratio Rank
PYGSX Calmar Ratio Rank: 9696
Calmar Ratio Rank
PYGSX Martin Ratio Rank: 9797
Martin Ratio Rank

VCIFX
VCIFX Risk / Return Rank: 4444
Overall Rank
VCIFX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
VCIFX Sortino Ratio Rank: 4646
Sortino Ratio Rank
VCIFX Omega Ratio Rank: 3333
Omega Ratio Rank
VCIFX Calmar Ratio Rank: 4848
Calmar Ratio Rank
VCIFX Martin Ratio Rank: 4545
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.

PYGSX vs. VCIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Payden Global Low Duration Fund (PYGSX) and Vertical Capital Income Fund (VCIFX). 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.


PYGSXVCIFXDifference

Sharpe ratio

Return per unit of total volatility

2.57

0.92

+1.65

Sortino ratio

Return per unit of downside risk

3.97

1.36

+2.61

Omega ratio

Gain probability vs. loss probability

1.60

1.17

+0.44

Calmar ratio

Return relative to maximum drawdown

3.53

1.18

+2.35

Martin ratio

Return relative to average drawdown

17.22

4.59

+12.62

PYGSX vs. VCIFX - Sharpe Ratio Comparison

The current PYGSX Sharpe Ratio is 2.57, which is higher than the VCIFX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of PYGSX and VCIFX, 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


PYGSXVCIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

0.92

+1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.38

-0.24

+1.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.42

0.15

+1.27

Sharpe Ratio (All Time)

Calculated using the full available price history

2.08

0.01

+2.08

Correlation

The correlation between PYGSX and VCIFX is 0.39, 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

PYGSX vs. VCIFX - Dividend Comparison

PYGSX's dividend yield for the trailing twelve months is around 4.61%, more than VCIFX's 1.85% yield.


TTM20252024202320222021202020192018201720162015
PYGSX
Payden Global Low Duration Fund
4.61%4.63%4.64%3.84%2.14%1.68%1.78%2.74%2.51%1.68%1.19%1.20%
VCIFX
Vertical Capital Income Fund
1.85%0.00%0.00%3.53%3.64%4.00%1.76%2.32%0.93%0.00%0.00%0.00%

Drawdowns

PYGSX vs. VCIFX - Drawdown Comparison

The maximum PYGSX drawdown since its inception was -7.29%, smaller than the maximum VCIFX drawdown of -29.13%. Use the drawdown chart below to compare losses from any high point for PYGSX and VCIFX.


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Drawdown Indicators


PYGSXVCIFXDifference

Max Drawdown

Largest peak-to-trough decline

-7.29%

-29.13%

+21.84%

Max Drawdown (1Y)

Largest decline over 1 year

-1.23%

-4.19%

+2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-5.38%

-25.58%

+20.20%

Max Drawdown (10Y)

Largest decline over 10 years

-7.29%

-27.38%

+20.09%

Current Drawdown

Current decline from peak

-0.84%

-14.02%

+13.18%

Average Drawdown

Average peak-to-trough decline

-0.49%

-14.03%

+13.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

1.07%

-0.82%

Volatility

PYGSX vs. VCIFX - Volatility Comparison

The current volatility for Payden Global Low Duration Fund (PYGSX) is 0.69%, while Vertical Capital Income Fund (VCIFX) has a volatility of 1.95%. This indicates that PYGSX experiences smaller price fluctuations and is considered to be less risky than VCIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PYGSXVCIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

1.95%

-1.26%

Volatility (6M)

Calculated over the trailing 6-month period

1.04%

2.87%

-1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

1.66%

4.92%

-3.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.87%

5.96%

-4.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.74%

5.71%

-3.97%