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TGEIX vs. PYCEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TGEIX vs. PYCEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCW Emerging Markets Income Fund (TGEIX) and Payden Emerging Markets Corporate Bond Fund (PYCEX). The values are adjusted to include any dividend payments, if applicable.

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TGEIX vs. PYCEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TGEIX
TCW Emerging Markets Income Fund
-1.32%14.59%7.33%12.10%-17.54%-5.07%5.13%15.86%-6.16%11.40%
PYCEX
Payden Emerging Markets Corporate Bond Fund
-0.77%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, TGEIX achieves a -1.32% return, which is significantly lower than PYCEX's -0.77% return. Both investments have delivered pretty close results over the past 10 years, with TGEIX having a 3.99% annualized return and PYCEX not far ahead at 4.18%.


TGEIX

1D
-0.44%
1M
-4.10%
YTD
-1.32%
6M
1.49%
1Y
10.54%
3Y*
10.06%
5Y*
2.30%
10Y*
3.99%

PYCEX

1D
0.06%
1M
-2.31%
YTD
-0.77%
6M
0.40%
1Y
4.82%
3Y*
7.19%
5Y*
2.34%
10Y*
4.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TGEIX vs. PYCEX - Expense Ratio Comparison

TGEIX has a 0.85% expense ratio, which is higher than PYCEX's 0.65% expense ratio.


Return for Risk

TGEIX vs. PYCEX — Risk / Return Rank

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

TGEIX
TGEIX Risk / Return Rank: 9191
Overall Rank
TGEIX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
TGEIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
TGEIX Omega Ratio Rank: 9393
Omega Ratio Rank
TGEIX Calmar Ratio Rank: 8787
Calmar Ratio Rank
TGEIX Martin Ratio Rank: 8989
Martin Ratio Rank

PYCEX
PYCEX Risk / Return Rank: 8383
Overall Rank
PYCEX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
PYCEX Sortino Ratio Rank: 8888
Sortino Ratio Rank
PYCEX Omega Ratio Rank: 9393
Omega Ratio Rank
PYCEX Calmar Ratio Rank: 7070
Calmar Ratio Rank
PYCEX Martin Ratio Rank: 7272
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.

TGEIX vs. PYCEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Emerging Markets Income Fund (TGEIX) 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.


TGEIXPYCEXDifference

Sharpe ratio

Return per unit of total volatility

2.11

1.87

+0.24

Sortino ratio

Return per unit of downside risk

3.01

2.42

+0.59

Omega ratio

Gain probability vs. loss probability

1.46

1.46

0.00

Calmar ratio

Return relative to maximum drawdown

2.29

1.64

+0.65

Martin ratio

Return relative to average drawdown

9.70

6.88

+2.82

TGEIX vs. PYCEX - Sharpe Ratio Comparison

The current TGEIX Sharpe Ratio is 2.11, which is comparable to the PYCEX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of TGEIX 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


TGEIXPYCEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

1.87

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.73

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

1.18

-0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

1.18

-0.67

Correlation

The correlation between TGEIX and PYCEX is 0.71, 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

TGEIX vs. PYCEX - Dividend Comparison

TGEIX's dividend yield for the trailing twelve months is around 5.84%, less than PYCEX's 6.44% yield.


TTM20252024202320222021202020192018201720162015
TGEIX
TCW Emerging Markets Income Fund
5.84%6.12%6.67%5.23%5.07%4.88%4.00%4.92%4.59%5.47%5.16%5.33%
PYCEX
Payden Emerging Markets Corporate Bond Fund
6.44%6.50%6.21%5.59%4.92%5.23%4.00%4.81%5.13%4.84%4.18%4.51%

Drawdowns

TGEIX vs. PYCEX - Drawdown Comparison

The maximum TGEIX drawdown since its inception was -46.33%, which is greater than PYCEX's maximum drawdown of -20.12%. Use the drawdown chart below to compare losses from any high point for TGEIX and PYCEX.


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Drawdown Indicators


TGEIXPYCEXDifference

Max Drawdown

Largest peak-to-trough decline

-46.33%

-20.12%

-26.21%

Max Drawdown (1Y)

Largest decline over 1 year

-4.56%

-2.96%

-1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-29.53%

-20.12%

-9.41%

Max Drawdown (10Y)

Largest decline over 10 years

-29.74%

-20.12%

-9.62%

Current Drawdown

Current decline from peak

-4.56%

-2.31%

-2.25%

Average Drawdown

Average peak-to-trough decline

-7.28%

-3.04%

-4.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

0.71%

+0.36%

Volatility

TGEIX vs. PYCEX - Volatility Comparison

TCW Emerging Markets Income Fund (TGEIX) has a higher volatility of 1.88% compared to Payden Emerging Markets Corporate Bond Fund (PYCEX) at 0.80%. This indicates that TGEIX'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


TGEIXPYCEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.88%

0.80%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

3.11%

1.40%

+1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

4.97%

2.59%

+2.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.58%

3.20%

+3.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.70%

3.57%

+4.13%