PortfoliosLab logoPortfoliosLab logo
PYVLX vs. FBLEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PYVLX vs. FBLEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Payden Equity Income Fund (PYVLX) and Fidelity Series Stock Selector Large Cap Value Fund (FBLEX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PYVLX vs. FBLEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PYVLX
Payden Equity Income Fund
-1.31%11.41%15.94%5.37%-6.68%23.39%0.77%27.95%-6.69%15.71%
FBLEX
Fidelity Series Stock Selector Large Cap Value Fund
-2.01%17.06%18.04%15.60%-4.82%26.83%4.34%25.57%-9.04%12.38%

Returns By Period

In the year-to-date period, PYVLX achieves a -1.31% return, which is significantly higher than FBLEX's -2.01% return. Over the past 10 years, PYVLX has underperformed FBLEX with an annualized return of 8.87%, while FBLEX has yielded a comparatively higher 11.11% annualized return.


PYVLX

1D
-0.01%
1M
-5.86%
YTD
-1.31%
6M
1.12%
1Y
11.49%
3Y*
11.58%
5Y*
7.31%
10Y*
8.87%

FBLEX

1D
0.00%
1M
-6.70%
YTD
-2.01%
6M
2.97%
1Y
12.73%
3Y*
15.51%
5Y*
11.00%
10Y*
11.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PYVLX vs. FBLEX - Expense Ratio Comparison

PYVLX has a 0.73% expense ratio, which is higher than FBLEX's 0.01% expense ratio.


Return for Risk

PYVLX vs. FBLEX — Risk / Return Rank

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

PYVLX
PYVLX Risk / Return Rank: 4545
Overall Rank
PYVLX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
PYVLX Sortino Ratio Rank: 4242
Sortino Ratio Rank
PYVLX Omega Ratio Rank: 4747
Omega Ratio Rank
PYVLX Calmar Ratio Rank: 4040
Calmar Ratio Rank
PYVLX Martin Ratio Rank: 5050
Martin Ratio Rank

FBLEX
FBLEX Risk / Return Rank: 4646
Overall Rank
FBLEX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
FBLEX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FBLEX Omega Ratio Rank: 4848
Omega Ratio Rank
FBLEX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FBLEX Martin Ratio Rank: 5050
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.

PYVLX vs. FBLEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Payden Equity Income Fund (PYVLX) and Fidelity Series Stock Selector Large Cap Value Fund (FBLEX). 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.


PYVLXFBLEXDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.91

+0.01

Sortino ratio

Return per unit of downside risk

1.30

1.32

-0.02

Omega ratio

Gain probability vs. loss probability

1.20

1.20

0.00

Calmar ratio

Return relative to maximum drawdown

1.05

1.06

-0.01

Martin ratio

Return relative to average drawdown

4.92

4.92

0.00

PYVLX vs. FBLEX - Sharpe Ratio Comparison

The current PYVLX Sharpe Ratio is 0.92, which is comparable to the FBLEX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of PYVLX and FBLEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PYVLXFBLEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.91

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.75

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.64

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.69

-0.31

Correlation

The correlation between PYVLX and FBLEX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PYVLX vs. FBLEX - Dividend Comparison

PYVLX's dividend yield for the trailing twelve months is around 6.61%, less than FBLEX's 11.33% yield.


TTM20252024202320222021202020192018201720162015
PYVLX
Payden Equity Income Fund
6.61%6.38%17.91%2.94%6.72%20.13%1.88%4.97%2.98%7.10%3.25%2.50%
FBLEX
Fidelity Series Stock Selector Large Cap Value Fund
11.33%9.95%12.63%5.05%12.66%14.51%3.85%5.65%10.97%7.09%2.47%13.81%

Drawdowns

PYVLX vs. FBLEX - Drawdown Comparison

The maximum PYVLX drawdown since its inception was -60.67%, which is greater than FBLEX's maximum drawdown of -39.73%. Use the drawdown chart below to compare losses from any high point for PYVLX and FBLEX.


Loading graphics...

Drawdown Indicators


PYVLXFBLEXDifference

Max Drawdown

Largest peak-to-trough decline

-60.67%

-39.73%

-20.94%

Max Drawdown (1Y)

Largest decline over 1 year

-10.42%

-11.55%

+1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-25.96%

-19.00%

-6.96%

Max Drawdown (10Y)

Largest decline over 10 years

-33.24%

-39.73%

+6.49%

Current Drawdown

Current decline from peak

-6.07%

-6.89%

+0.82%

Average Drawdown

Average peak-to-trough decline

-10.52%

-3.86%

-6.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

2.49%

-0.27%

Volatility

PYVLX vs. FBLEX - Volatility Comparison

The current volatility for Payden Equity Income Fund (PYVLX) is 3.17%, while Fidelity Series Stock Selector Large Cap Value Fund (FBLEX) has a volatility of 3.48%. This indicates that PYVLX experiences smaller price fluctuations and is considered to be less risky than FBLEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PYVLXFBLEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.17%

3.48%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

7.11%

7.78%

-0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

13.59%

15.13%

-1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.52%

14.78%

+1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.48%

17.39%

-0.91%