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SHCDX vs. PYCEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SHCDX vs. PYCEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Stone Harbor Emerg Mkts Corp Dbt (SHCDX) and Payden Emerging Markets Corporate Bond Fund (PYCEX). The values are adjusted to include any dividend payments, if applicable.

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SHCDX vs. PYCEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHCDX
Virtus Stone Harbor Emerg Mkts Corp Dbt
0.02%8.81%7.58%9.70%-11.76%1.95%7.77%13.94%-3.90%9.29%
PYCEX
Payden Emerging Markets Corporate Bond Fund
-0.54%7.96%7.90%7.37%-11.02%0.80%8.17%11.90%-3.33%9.13%

Returns By Period

In the year-to-date period, SHCDX achieves a 0.02% return, which is significantly higher than PYCEX's -0.54% return. Over the past 10 years, SHCDX has outperformed PYCEX with an annualized return of 4.60%, while PYCEX has yielded a comparatively lower 4.20% annualized return.


SHCDX

1D
0.13%
1M
-1.42%
YTD
0.02%
6M
1.40%
1Y
5.94%
3Y*
7.96%
5Y*
3.13%
10Y*
4.60%

PYCEX

1D
0.23%
1M
-1.75%
YTD
-0.54%
6M
0.64%
1Y
4.94%
3Y*
7.27%
5Y*
2.39%
10Y*
4.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SHCDX vs. PYCEX - Expense Ratio Comparison

SHCDX has a 1.02% expense ratio, which is higher than PYCEX's 0.65% expense ratio.


Return for Risk

SHCDX vs. PYCEX — Risk / Return Rank

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

SHCDX
SHCDX Risk / Return Rank: 8181
Overall Rank
SHCDX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SHCDX Sortino Ratio Rank: 8383
Sortino Ratio Rank
SHCDX Omega Ratio Rank: 9595
Omega Ratio Rank
SHCDX Calmar Ratio Rank: 6464
Calmar Ratio Rank
SHCDX Martin Ratio Rank: 7272
Martin Ratio Rank

PYCEX
PYCEX Risk / Return Rank: 7979
Overall Rank
PYCEX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
PYCEX Sortino Ratio Rank: 8888
Sortino Ratio Rank
PYCEX Omega Ratio Rank: 9494
Omega Ratio Rank
PYCEX Calmar Ratio Rank: 6262
Calmar Ratio Rank
PYCEX Martin Ratio Rank: 6363
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.

SHCDX vs. PYCEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Stone Harbor Emerg Mkts Corp Dbt (SHCDX) and Payden Emerging Markets Corporate Bond Fund (PYCEX). 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.


SHCDXPYCEXDifference

Sharpe ratio

Return per unit of total volatility

1.87

1.96

-0.09

Sortino ratio

Return per unit of downside risk

2.29

2.54

-0.25

Omega ratio

Gain probability vs. loss probability

1.54

1.49

+0.05

Calmar ratio

Return relative to maximum drawdown

1.64

1.71

-0.07

Martin ratio

Return relative to average drawdown

7.50

7.05

+0.46

SHCDX vs. PYCEX - Sharpe Ratio Comparison

The current SHCDX Sharpe Ratio is 1.87, which is comparable to the PYCEX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of SHCDX and PYCEX, 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


SHCDXPYCEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

1.96

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.75

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

1.18

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

1.19

-0.13

Correlation

The correlation between SHCDX and PYCEX is 0.73, 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

SHCDX vs. PYCEX - Dividend Comparison

SHCDX's dividend yield for the trailing twelve months is around 6.19%, less than PYCEX's 6.43% yield.


TTM20252024202320222021202020192018201720162015
SHCDX
Virtus Stone Harbor Emerg Mkts Corp Dbt
6.19%6.00%6.33%5.72%5.52%4.65%5.28%4.72%6.08%4.10%5.44%5.04%
PYCEX
Payden Emerging Markets Corporate Bond Fund
6.43%6.50%6.21%5.59%4.92%5.23%4.00%4.81%5.13%4.84%4.18%4.51%

Drawdowns

SHCDX vs. PYCEX - Drawdown Comparison

The maximum SHCDX drawdown since its inception was -26.24%, which is greater than PYCEX's maximum drawdown of -20.12%. Use the drawdown chart below to compare losses from any high point for SHCDX and PYCEX.


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Drawdown Indicators


SHCDXPYCEXDifference

Max Drawdown

Largest peak-to-trough decline

-26.24%

-20.12%

-6.12%

Max Drawdown (1Y)

Largest decline over 1 year

-3.63%

-2.96%

-0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-21.81%

-20.12%

-1.69%

Max Drawdown (10Y)

Largest decline over 10 years

-26.24%

-20.12%

-6.12%

Current Drawdown

Current decline from peak

-1.78%

-2.08%

+0.30%

Average Drawdown

Average peak-to-trough decline

-3.15%

-3.04%

-0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

0.72%

+0.07%

Volatility

SHCDX vs. PYCEX - Volatility Comparison

Virtus Stone Harbor Emerg Mkts Corp Dbt (SHCDX) has a higher volatility of 0.89% compared to Payden Emerging Markets Corporate Bond Fund (PYCEX) at 0.84%. This indicates that SHCDX's price experiences larger fluctuations and is considered to be riskier than PYCEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHCDXPYCEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.89%

0.84%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

1.41%

1.42%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.27%

2.59%

+0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.84%

3.21%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.95%

3.57%

+1.38%