Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PYGNX (PAYDEN GNMA FUND PAYDEN GNMA FUND (INVESTOR CLASS)) | 3.15% | 5.88% | 1.10% | -1.31% | 0.66% | 1.47% | 2.61% | 2.46% |
Data as of 07/01/2025, AR inception is 09/16/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PYGNX (PAYDEN GNMA FUND PAYDEN GNMA FUND (INVESTOR CLASS)) | 09/16/1999 | 07/01/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.39 | 5.88 | 1.10 | -1.31 | 0.66 | 1.47 | 2.61 | 2.46 | 3.15 | 0.51 | 4.51 | -12.53 | -1.81 | 4.27 | 5.97 | 0.37 | 0.29 | 1.79 | 1.20 | 5.96 | -3.22 | 3.61 | 8.17 | 6.23 | 6.09 | 7.69 | 6.24 | 4.41 | 2.99 | 3.66 | -0.21 | 2.93 | -1.06 | 3.82 | -1.58 |
| Sharpe Ratio | NA | 0.25 | -0.21 | -0.54 | -0.15 | NA | NA | 0.25 | 0.50 | -1.02 | 0.03 | -1.78 | -0.82 | 1.47 | 1.94 | -0.34 | -0.14 | 0.70 | 0.40 | 2.15 | -0.76 | 1.62 | 2.50 | 1.93 | 1.70 | 1.00 | 0.86 | 0.35 | 0.30 | 0.81 | -0.28 | 0.69 | -0.81 | -0.08 | -2.35 |
| Standard Deviation(%) | NA | 5.62 | 7.43 | 6.21 | 4.77 | NA | NA | 4.11 | 5.99 | 5.96 | 8.46 | 7.86 | 2.24 | 2.73 | 2.35 | 2.80 | 2.47 | 2.27 | 2.94 | 2.76 | 4.26 | 2.21 | 3.26 | 3.18 | 3.53 | 6.72 | 3.79 | 3.24 | 2.72 | 3.35 | 3.20 | 2.64 | 4.26 | 3.47 | 3.70 |
| Draw Down(%) | NA | 5.21 | 12.60 | 19.05 | 19.05 | NA | NA | 19.05 | 3.07 | 4.35 | 9.23 | 16.34 | 2.44 | 2.11 | 0.85 | 2.84 | 1.67 | 3.12 | 1.72 | 1.21 | 5.71 | 1.02 | 1.74 | 2.88 | 2.13 | 3.12 | 2.55 | 2.29 | 1.95 | 3.21 | 4.17 | 1.93 | 5.66 | 2.98 | 2.06 |
| Yield(%) | 0.00 | 3.13 | 3.03 | 2.73 | 2.92 | 3.27 | 3.81 | 3.43 | 1.27 | 3.53 | 3.19 | 3.14 | 3.06 | 2.84 | 3.70 | 3.18 | 3.16 | 3.04 | 3.50 | 4.22 | 3.68 | 5.61 | 4.23 | 4.87 | 4.59 | 5.09 | 5.11 | 5.16 | 5.20 | 5.30 | 2.43 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/01/2025, AR inception is 09/16/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PYGNX (PAYDEN GNMA FUND PAYDEN GNMA FUND (INVESTOR CLASS)) |
-6.24%
Oct 2020 - Oct 2023 |
-1.59%
May 2020 - May 2025 |
-0.18%
Oct 2013 - Oct 2023 |
1.46%
May 2010 - May 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PYGNX (PAYDEN GNMA FUND PAYDEN GNMA FUND (INVESTOR CLASS)) |
8.30%
Jul 2007 - Jul 2010 |
7.31%
Jul 2007 - Jul 2012 |
5.00%
May 2004 - May 2014 |
4.02%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison Chart