PYSGX vs. VEU
Compare and contrast key facts about Payden Strategic Income Fund (PYSGX) and Vanguard FTSE All-World ex-US ETF (VEU).
PYSGX is managed by Paydenfunds. It was launched on May 8, 2014. VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007.
Performance
PYSGX vs. VEU - Performance Comparison
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PYSGX vs. VEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PYSGX Payden Strategic Income Fund | -0.49% | 6.85% | 5.46% | 7.42% | -6.61% | 1.72% | 6.20% | 8.33% | -0.52% | 4.24% |
VEU Vanguard FTSE All-World ex-US ETF | 2.25% | 32.35% | 5.56% | 15.84% | -15.58% | 8.27% | 11.10% | 21.83% | -14.18% | 27.40% |
Returns By Period
In the year-to-date period, PYSGX achieves a -0.49% return, which is significantly lower than VEU's 2.25% return. Over the past 10 years, PYSGX has underperformed VEU with an annualized return of 3.37%, while VEU has yielded a comparatively higher 9.02% annualized return.
PYSGX
- 1D
- 0.33%
- 1M
- -1.63%
- YTD
- -0.49%
- 6M
- 0.77%
- 1Y
- 4.43%
- 3Y*
- 5.55%
- 5Y*
- 2.80%
- 10Y*
- 3.37%
VEU
- 1D
- 3.23%
- 1M
- -8.07%
- YTD
- 2.25%
- 6M
- 7.22%
- 1Y
- 27.68%
- 3Y*
- 15.69%
- 5Y*
- 7.46%
- 10Y*
- 9.02%
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PYSGX vs. VEU - Expense Ratio Comparison
PYSGX has a 0.85% expense ratio, which is higher than VEU's 0.07% expense ratio.
Return for Risk
PYSGX vs. VEU — Risk / Return Rank
PYSGX
VEU
PYSGX vs. VEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Payden Strategic Income Fund (PYSGX) and Vanguard FTSE All-World ex-US ETF (VEU). 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.
| PYSGX | VEU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.51 | 1.62 | -0.10 |
Sortino ratioReturn per unit of downside risk | 2.15 | 2.23 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.33 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.27 | 2.36 | -0.09 |
Martin ratioReturn relative to average drawdown | 8.09 | 9.13 | -1.04 |
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
| PYSGX | VEU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.51 | 1.62 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.47 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.19 | 0.53 | +0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.21 | 0.23 | +0.98 |
Correlation
The correlation between PYSGX and VEU is 0.23, 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
PYSGX vs. VEU - Dividend Comparison
PYSGX's dividend yield for the trailing twelve months is around 4.92%, more than VEU's 2.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PYSGX Payden Strategic Income Fund | 4.92% | 5.15% | 5.22% | 4.42% | 3.76% | 3.38% | 2.90% | 3.25% | 3.27% | 2.75% | 2.70% | 2.30% |
VEU Vanguard FTSE All-World ex-US ETF | 2.92% | 3.09% | 3.24% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% |
Drawdowns
PYSGX vs. VEU - Drawdown Comparison
The maximum PYSGX drawdown since its inception was -12.70%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for PYSGX and VEU.
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Drawdown Indicators
| PYSGX | VEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.70% | -61.52% | +48.82% |
Max Drawdown (1Y)Largest decline over 1 year | -2.08% | -11.43% | +9.35% |
Max Drawdown (5Y)Largest decline over 5 years | -9.97% | -29.31% | +19.34% |
Max Drawdown (10Y)Largest decline over 10 years | -12.70% | -34.98% | +22.28% |
Current DrawdownCurrent decline from peak | -1.63% | -8.57% | +6.94% |
Average DrawdownAverage peak-to-trough decline | -1.41% | -13.23% | +11.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.58% | 2.95% | -2.37% |
Volatility
PYSGX vs. VEU - Volatility Comparison
The current volatility for Payden Strategic Income Fund (PYSGX) is 1.03%, while Vanguard FTSE All-World ex-US ETF (VEU) has a volatility of 8.23%. This indicates that PYSGX experiences smaller price fluctuations and is considered to be less risky than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PYSGX | VEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.03% | 8.23% | -7.20% |
Volatility (6M)Calculated over the trailing 6-month period | 1.47% | 11.54% | -10.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.02% | 17.22% | -14.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.87% | 15.83% | -12.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.83% | 17.13% | -14.30% |