PYGSX vs. VTIBX
Compare and contrast key facts about Payden Global Low Duration Fund (PYGSX) and Vanguard Total International Bond Index Fund (VTIBX).
PYGSX is managed by Paydenfunds. It was launched on Sep 17, 1996. VTIBX is managed by Vanguard. It was launched on May 30, 2013.
Performance
PYGSX vs. VTIBX - Performance Comparison
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PYGSX vs. VTIBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTIBX Vanguard Total International Bond Index Fund | -0.82% | 2.98% | 3.84% | 8.86% | -12.97% | -2.27% | 4.56% | 7.76% | 3.00% | 2.31% |
Returns By Period
In the year-to-date period, PYGSX achieves a 0.15% return, which is significantly higher than VTIBX's -0.82% return. Over the past 10 years, PYGSX has outperformed VTIBX with an annualized return of 2.46%, while VTIBX has yielded a comparatively lower 1.64% 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%
VTIBX
- 1D
- 0.31%
- 1M
- -2.65%
- YTD
- -0.82%
- 6M
- -0.26%
- 1Y
- 2.36%
- 3Y*
- 3.66%
- 5Y*
- 0.11%
- 10Y*
- 1.64%
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PYGSX vs. VTIBX - Expense Ratio Comparison
PYGSX has a 0.53% expense ratio, which is higher than VTIBX's 0.13% expense ratio.
Return for Risk
PYGSX vs. VTIBX — Risk / Return Rank
PYGSX
VTIBX
PYGSX vs. VTIBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Payden Global Low Duration Fund (PYGSX) and Vanguard Total International Bond Index Fund (VTIBX). 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.
| PYGSX | VTIBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.57 | 0.77 | +1.81 |
Sortino ratioReturn per unit of downside risk | 3.97 | 1.06 | +2.90 |
Omega ratioGain probability vs. loss probability | 1.60 | 1.14 | +0.46 |
Calmar ratioReturn relative to maximum drawdown | 3.53 | 0.87 | +2.65 |
Martin ratioReturn relative to average drawdown | 17.22 | 3.71 | +13.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PYGSX | VTIBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.57 | 0.77 | +1.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.38 | 0.03 | +1.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.42 | 0.45 | +0.96 |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.08 | 0.68 | +1.40 |
Correlation
The correlation between PYGSX and VTIBX is 0.43, 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
PYGSX vs. VTIBX - Dividend Comparison
PYGSX's dividend yield for the trailing twelve months is around 4.61%, more than VTIBX's 4.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTIBX Vanguard Total International Bond Index Fund | 4.20% | 4.33% | 4.31% | 4.37% | 1.41% | 3.68% | 1.06% | 3.36% | 2.98% | 2.21% | 1.76% | 1.61% |
Drawdowns
PYGSX vs. VTIBX - Drawdown Comparison
The maximum PYGSX drawdown since its inception was -7.29%, smaller than the maximum VTIBX drawdown of -16.15%. Use the drawdown chart below to compare losses from any high point for PYGSX and VTIBX.
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Drawdown Indicators
| PYGSX | VTIBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.29% | -16.15% | +8.86% |
Max Drawdown (1Y)Largest decline over 1 year | -1.23% | -2.95% | +1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -5.38% | -15.81% | +10.43% |
Max Drawdown (10Y)Largest decline over 10 years | -7.29% | -16.15% | +8.86% |
Current DrawdownCurrent decline from peak | -0.84% | -2.65% | +1.81% |
Average DrawdownAverage peak-to-trough decline | -0.49% | -3.09% | +2.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.25% | 0.70% | -0.45% |
Volatility
PYGSX vs. VTIBX - Volatility Comparison
The current volatility for Payden Global Low Duration Fund (PYGSX) is 0.69%, while Vanguard Total International Bond Index Fund (VTIBX) has a volatility of 1.40%. This indicates that PYGSX experiences smaller price fluctuations and is considered to be less risky than VTIBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PYGSX | VTIBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.69% | 1.40% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 1.04% | 2.08% | -1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.66% | 3.11% | -1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.87% | 4.42% | -2.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.74% | 3.62% | -1.88% |