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PYSGX vs. DFEQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PYSGX vs. DFEQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Payden Strategic Income Fund (PYSGX) and DFA Short-Term Extended Quality Portfolio (DFEQX). The values are adjusted to include any dividend payments, if applicable.

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PYSGX vs. DFEQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PYSGX
Payden Strategic Income Fund
-0.29%6.85%5.46%7.42%-6.61%1.72%6.20%8.33%-0.52%4.24%
DFEQX
DFA Short-Term Extended Quality Portfolio
0.38%4.27%5.50%5.44%-5.18%-0.60%2.24%4.51%1.34%1.51%

Returns By Period

In the year-to-date period, PYSGX achieves a -0.29% return, which is significantly lower than DFEQX's 0.38% return. Over the past 10 years, PYSGX has outperformed DFEQX with an annualized return of 3.39%, while DFEQX has yielded a comparatively lower 1.91% annualized return.


PYSGX

1D
0.21%
1M
-1.22%
YTD
-0.29%
6M
0.77%
1Y
4.54%
3Y*
5.62%
5Y*
2.81%
10Y*
3.39%

DFEQX

1D
0.10%
1M
-0.46%
YTD
0.38%
6M
1.41%
1Y
3.59%
3Y*
4.68%
5Y*
1.91%
10Y*
1.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PYSGX vs. DFEQX - Expense Ratio Comparison

PYSGX has a 0.85% expense ratio, which is higher than DFEQX's 0.19% expense ratio.


Return for Risk

PYSGX vs. DFEQX — Risk / Return Rank

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

PYSGX
PYSGX Risk / Return Rank: 8080
Overall Rank
PYSGX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
PYSGX Sortino Ratio Rank: 8080
Sortino Ratio Rank
PYSGX Omega Ratio Rank: 8383
Omega Ratio Rank
PYSGX Calmar Ratio Rank: 8383
Calmar Ratio Rank
PYSGX Martin Ratio Rank: 7373
Martin Ratio Rank

DFEQX
DFEQX Risk / Return Rank: 9999
Overall Rank
DFEQX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DFEQX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DFEQX Omega Ratio Rank: 9999
Omega Ratio Rank
DFEQX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DFEQX Martin Ratio Rank: 9898
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.

PYSGX vs. DFEQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Payden Strategic Income Fund (PYSGX) and DFA Short-Term Extended Quality Portfolio (DFEQX). 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.


PYSGXDFEQXDifference

Sharpe ratio

Return per unit of total volatility

1.55

4.12

-2.57

Sortino ratio

Return per unit of downside risk

2.20

6.61

-4.41

Omega ratio

Gain probability vs. loss probability

1.36

2.55

-1.20

Calmar ratio

Return relative to maximum drawdown

2.29

4.59

-2.30

Martin ratio

Return relative to average drawdown

8.07

20.66

-12.59

PYSGX vs. DFEQX - Sharpe Ratio Comparison

The current PYSGX Sharpe Ratio is 1.55, which is lower than the DFEQX Sharpe Ratio of 4.12. The chart below compares the historical Sharpe Ratios of PYSGX and DFEQX, 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


PYSGXDFEQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

4.12

-2.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.93

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.20

1.13

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

1.21

1.11

+0.10

Correlation

The correlation between PYSGX and DFEQX is 0.54, 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

PYSGX vs. DFEQX - Dividend Comparison

PYSGX's dividend yield for the trailing twelve months is around 4.91%, more than DFEQX's 3.94% yield.


TTM20252024202320222021202020192018201720162015
PYSGX
Payden Strategic Income Fund
4.91%5.15%5.22%4.42%3.76%3.38%2.90%3.25%3.27%2.75%2.70%2.30%
DFEQX
DFA Short-Term Extended Quality Portfolio
3.94%3.62%4.40%3.34%1.78%1.05%0.47%2.18%3.14%1.51%1.59%1.72%

Drawdowns

PYSGX vs. DFEQX - Drawdown Comparison

The maximum PYSGX drawdown since its inception was -12.70%, which is greater than DFEQX's maximum drawdown of -8.40%. Use the drawdown chart below to compare losses from any high point for PYSGX and DFEQX.


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Drawdown Indicators


PYSGXDFEQXDifference

Max Drawdown

Largest peak-to-trough decline

-12.70%

-8.40%

-4.30%

Max Drawdown (1Y)

Largest decline over 1 year

-2.08%

-0.76%

-1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-9.97%

-8.40%

-1.57%

Max Drawdown (10Y)

Largest decline over 10 years

-12.70%

-8.40%

-4.30%

Current Drawdown

Current decline from peak

-1.42%

-0.55%

-0.87%

Average Drawdown

Average peak-to-trough decline

-1.41%

-0.96%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

0.17%

+0.42%

Volatility

PYSGX vs. DFEQX - Volatility Comparison

Payden Strategic Income Fund (PYSGX) has a higher volatility of 1.06% compared to DFA Short-Term Extended Quality Portfolio (DFEQX) at 0.46%. This indicates that PYSGX's price experiences larger fluctuations and is considered to be riskier than DFEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PYSGXDFEQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

0.46%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

1.48%

0.66%

+0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

3.02%

0.91%

+2.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.87%

2.06%

+0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.83%

1.70%

+1.13%