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PYVLX vs. PYHRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PYVLX vs. PYHRX - Performance Comparison

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

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PYVLX vs. PYHRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PYVLX
Payden Equity Income Fund
0.70%11.41%15.94%5.37%-6.68%23.39%0.77%27.95%-6.69%15.71%
PYHRX
Payden High Income Fund
0.06%8.73%8.13%14.73%-9.76%6.62%7.38%16.75%-2.85%6.54%

Returns By Period

In the year-to-date period, PYVLX achieves a 0.70% return, which is significantly higher than PYHRX's 0.06% return. Over the past 10 years, PYVLX has outperformed PYHRX with an annualized return of 9.09%, while PYHRX has yielded a comparatively lower 6.16% annualized return.


PYVLX

1D
2.04%
1M
-4.05%
YTD
0.70%
6M
3.36%
1Y
13.69%
3Y*
12.33%
5Y*
7.53%
10Y*
9.09%

PYHRX

1D
0.56%
1M
-0.95%
YTD
0.06%
6M
1.79%
1Y
7.93%
3Y*
9.23%
5Y*
5.02%
10Y*
6.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PYVLX vs. PYHRX - Expense Ratio Comparison

PYVLX has a 0.73% expense ratio, which is higher than PYHRX's 0.60% expense ratio.


Return for Risk

PYVLX vs. PYHRX — Risk / Return Rank

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

PYVLX
PYVLX Risk / Return Rank: 5050
Overall Rank
PYVLX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
PYVLX Sortino Ratio Rank: 4343
Sortino Ratio Rank
PYVLX Omega Ratio Rank: 4747
Omega Ratio Rank
PYVLX Calmar Ratio Rank: 5050
Calmar Ratio Rank
PYVLX Martin Ratio Rank: 6161
Martin Ratio Rank

PYHRX
PYHRX Risk / Return Rank: 3232
Overall Rank
PYHRX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
PYHRX Sortino Ratio Rank: 3030
Sortino Ratio Rank
PYHRX Omega Ratio Rank: 9898
Omega Ratio Rank
PYHRX Calmar Ratio Rank: 88
Calmar Ratio Rank
PYHRX Martin Ratio Rank: 2020
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. PYHRX - Risk-Adjusted Trends Comparison

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


PYVLXPYHRXDifference

Sharpe ratio

Return per unit of total volatility

1.01

0.07

+0.94

Sortino ratio

Return per unit of downside risk

1.43

1.17

+0.25

Omega ratio

Gain probability vs. loss probability

1.22

1.93

-0.71

Calmar ratio

Return relative to maximum drawdown

1.41

0.16

+1.25

Martin ratio

Return relative to average drawdown

6.58

2.45

+4.14

PYVLX vs. PYHRX - Sharpe Ratio Comparison

The current PYVLX Sharpe Ratio is 1.01, which is higher than the PYHRX Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of PYVLX and PYHRX, 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


PYVLXPYHRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

0.07

+0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.10

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.17

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.26

+0.13

Correlation

The correlation between PYVLX and PYHRX is 0.31, 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

PYVLX vs. PYHRX - Dividend Comparison

PYVLX's dividend yield for the trailing twelve months is around 6.48%, less than PYHRX's 6.55% yield.


TTM20252024202320222021202020192018201720162015
PYVLX
Payden Equity Income Fund
6.48%6.38%17.91%2.94%6.72%20.13%1.88%4.97%2.98%7.10%3.25%2.50%
PYHRX
Payden High Income Fund
6.55%6.81%7.20%6.67%6.05%4.79%4.99%5.23%5.88%5.27%5.24%5.49%

Drawdowns

PYVLX vs. PYHRX - Drawdown Comparison

The maximum PYVLX drawdown since its inception was -60.67%, which is greater than PYHRX's maximum drawdown of -50.79%. Use the drawdown chart below to compare losses from any high point for PYVLX and PYHRX.


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Drawdown Indicators


PYVLXPYHRXDifference

Max Drawdown

Largest peak-to-trough decline

-60.67%

-50.79%

-9.88%

Max Drawdown (1Y)

Largest decline over 1 year

-10.42%

-50.27%

+39.85%

Max Drawdown (5Y)

Largest decline over 5 years

-25.96%

-50.79%

+24.83%

Max Drawdown (10Y)

Largest decline over 10 years

-33.24%

-50.79%

+17.55%

Current Drawdown

Current decline from peak

-4.16%

-1.18%

-2.98%

Average Drawdown

Average peak-to-trough decline

-10.52%

-2.13%

-8.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

3.24%

-1.01%

Volatility

PYVLX vs. PYHRX - Volatility Comparison

Payden Equity Income Fund (PYVLX) has a higher volatility of 3.91% compared to Payden High Income Fund (PYHRX) at 1.43%. This indicates that PYVLX's price experiences larger fluctuations and is considered to be riskier than PYHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PYVLXPYHRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

1.43%

+2.48%

Volatility (6M)

Calculated over the trailing 6-month period

7.38%

1.86%

+5.52%

Volatility (1Y)

Calculated over the trailing 1-year period

13.71%

113.65%

-99.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.55%

51.05%

-34.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.50%

36.28%

-19.78%