VTILX vs. PYGSX
Compare and contrast key facts about Vanguard Total International Bond II Index Fund (VTILX) and Payden Global Low Duration Fund (PYGSX).
VTILX is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged). It was launched on Feb 26, 2021. PYGSX is managed by Paydenfunds. It was launched on Sep 17, 1996.
Performance
VTILX vs. PYGSX - Performance Comparison
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VTILX vs. PYGSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VTILX Vanguard Total International Bond II Index Fund | -0.76% | 2.96% | 3.91% | 8.85% | -13.01% | 0.38% |
PYGSX Payden Global Low Duration Fund | 0.15% | 5.72% | 5.19% | 5.61% | -3.38% | -0.15% |
Returns By Period
In the year-to-date period, VTILX achieves a -0.76% return, which is significantly lower than PYGSX's 0.15% return.
VTILX
- 1D
- 0.31%
- 1M
- -2.59%
- YTD
- -0.76%
- 6M
- -0.29%
- 1Y
- 2.36%
- 3Y*
- 3.71%
- 5Y*
- 0.13%
- 10Y*
- —
PYGSX
- 1D
- 0.19%
- 1M
- -0.84%
- YTD
- 0.15%
- 6M
- 1.24%
- 1Y
- 4.14%
- 3Y*
- 4.98%
- 5Y*
- 2.57%
- 10Y*
- 2.46%
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VTILX vs. PYGSX - Expense Ratio Comparison
VTILX has a 0.07% expense ratio, which is lower than PYGSX's 0.53% expense ratio.
Return for Risk
VTILX vs. PYGSX — Risk / Return Rank
VTILX
PYGSX
VTILX vs. PYGSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond II Index Fund (VTILX) and Payden Global Low Duration Fund (PYGSX). 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.
| VTILX | PYGSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 2.57 | -1.78 |
Sortino ratioReturn per unit of downside risk | 1.10 | 3.97 | -2.87 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.60 | -0.46 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 3.53 | -2.61 |
Martin ratioReturn relative to average drawdown | 3.92 | 17.22 | -13.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VTILX | PYGSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 2.57 | -1.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 1.38 | -1.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 2.08 | -2.04 |
Correlation
The correlation between VTILX and PYGSX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VTILX vs. PYGSX - Dividend Comparison
VTILX's dividend yield for the trailing twelve months is around 4.13%, less than PYGSX's 4.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTILX Vanguard Total International Bond II Index Fund | 4.13% | 4.27% | 4.52% | 4.22% | 0.94% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PYGSX Payden Global Low Duration Fund | 4.61% | 4.63% | 4.64% | 3.84% | 2.14% | 1.68% | 1.78% | 2.74% | 2.51% | 1.68% | 1.19% | 1.20% |
Drawdowns
VTILX vs. PYGSX - Drawdown Comparison
The maximum VTILX drawdown since its inception was -15.85%, which is greater than PYGSX's maximum drawdown of -7.29%. Use the drawdown chart below to compare losses from any high point for VTILX and PYGSX.
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Drawdown Indicators
| VTILX | PYGSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.85% | -7.29% | -8.56% |
Max Drawdown (1Y)Largest decline over 1 year | -2.90% | -1.23% | -1.67% |
Max Drawdown (5Y)Largest decline over 5 years | -15.85% | -5.38% | -10.47% |
Max Drawdown (10Y)Largest decline over 10 years | — | -7.29% | — |
Current DrawdownCurrent decline from peak | -2.59% | -0.84% | -1.75% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -0.49% | -5.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.68% | 0.25% | +0.43% |
Volatility
VTILX vs. PYGSX - Volatility Comparison
Vanguard Total International Bond II Index Fund (VTILX) has a higher volatility of 1.41% compared to Payden Global Low Duration Fund (PYGSX) at 0.69%. This indicates that VTILX's price experiences larger fluctuations and is considered to be riskier than PYGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTILX | PYGSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.41% | 0.69% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 2.02% | 1.04% | +0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.04% | 1.66% | +1.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.39% | 1.87% | +2.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.37% | 1.74% | +2.63% |