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PYVLX vs. PSECX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PYVLX vs. PSECX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Payden Equity Income Fund (PYVLX) and 1789 Growth and Income Fund (PSECX). The values are adjusted to include any dividend payments, if applicable.

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PYVLX vs. PSECX - 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%
PSECX
1789 Growth and Income Fund
-2.01%8.04%14.49%10.64%-10.66%25.43%0.78%23.99%-5.18%5.16%

Returns By Period

In the year-to-date period, PYVLX achieves a -1.31% return, which is significantly higher than PSECX's -2.01% return. Over the past 10 years, PYVLX has outperformed PSECX with an annualized return of 8.87%, while PSECX has yielded a comparatively lower 6.86% 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%

PSECX

1D
-0.05%
1M
-7.25%
YTD
-2.01%
6M
-3.71%
1Y
6.71%
3Y*
9.78%
5Y*
7.18%
10Y*
6.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PYVLX vs. PSECX - Expense Ratio Comparison

PYVLX has a 0.73% expense ratio, which is lower than PSECX's 2.02% expense ratio.


Return for Risk

PYVLX vs. PSECX — 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

PSECX
PSECX Risk / Return Rank: 2424
Overall Rank
PSECX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
PSECX Sortino Ratio Rank: 2222
Sortino Ratio Rank
PSECX Omega Ratio Rank: 2020
Omega Ratio Rank
PSECX Calmar Ratio Rank: 2828
Calmar Ratio Rank
PSECX Martin Ratio Rank: 3030
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. PSECX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Payden Equity Income Fund (PYVLX) and 1789 Growth and Income Fund (PSECX). 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.


PYVLXPSECXDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.59

+0.33

Sortino ratio

Return per unit of downside risk

1.30

0.93

+0.37

Omega ratio

Gain probability vs. loss probability

1.20

1.12

+0.08

Calmar ratio

Return relative to maximum drawdown

1.05

0.82

+0.23

Martin ratio

Return relative to average drawdown

4.92

3.31

+1.62

PYVLX vs. PSECX - Sharpe Ratio Comparison

The current PYVLX Sharpe Ratio is 0.92, which is higher than the PSECX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of PYVLX and PSECX, 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


PYVLXPSECXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.59

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.61

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.52

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.53

-0.15

Correlation

The correlation between PYVLX and PSECX is 0.87, 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. PSECX - Dividend Comparison

PYVLX's dividend yield for the trailing twelve months is around 6.61%, more than PSECX's 0.87% 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%
PSECX
1789 Growth and Income Fund
0.87%0.85%3.88%2.71%4.60%1.53%0.27%1.16%6.78%0.59%0.31%5.12%

Drawdowns

PYVLX vs. PSECX - Drawdown Comparison

The maximum PYVLX drawdown since its inception was -60.67%, which is greater than PSECX's maximum drawdown of -31.13%. Use the drawdown chart below to compare losses from any high point for PYVLX and PSECX.


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Drawdown Indicators


PYVLXPSECXDifference

Max Drawdown

Largest peak-to-trough decline

-60.67%

-31.13%

-29.54%

Max Drawdown (1Y)

Largest decline over 1 year

-10.42%

-8.36%

-2.06%

Max Drawdown (5Y)

Largest decline over 5 years

-25.96%

-18.47%

-7.49%

Max Drawdown (10Y)

Largest decline over 10 years

-33.24%

-31.13%

-2.11%

Current Drawdown

Current decline from peak

-6.07%

-7.44%

+1.37%

Average Drawdown

Average peak-to-trough decline

-10.52%

-3.90%

-6.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

2.07%

+0.15%

Volatility

PYVLX vs. PSECX - Volatility Comparison

Payden Equity Income Fund (PYVLX) and 1789 Growth and Income Fund (PSECX) have volatilities of 3.17% and 3.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PYVLXPSECXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.17%

3.06%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

7.11%

7.60%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

13.59%

13.13%

+0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.52%

11.90%

+4.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.48%

13.17%

+3.31%