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ISIN
US7467646045
Issuer
Putnam
Inception Date
Sep 28, 2008
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

PEMYX Performance Chart

Putnam Emerging Markets Equity Fund (PEMYX) is up 31.2% since the beginning of the year. PEMYX is currently trading at $25 per share. Investors who bought $1,000 worth of PEMYX shares 5 years ago would now be looking at an investment worth $1,533.


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S&P 500 Index

Returns By Period

Putnam Emerging Markets Equity Fund (PEMYX) has returned 31.16% so far this year and 57.40% over the past 12 months. Over the last ten years, PEMYX has returned 12.59% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Putnam Emerging Markets Equity Fund

1D
3.47%
1M
8.36%
YTD
31.16%
6M
33.14%
1Y
57.40%
3Y*
27.04%
5Y*
8.92%
10Y*
12.59%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PEMYX Monthly Returns History

Based on dividend-adjusted daily data since Sep 30, 2008, PEMYX's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, an investment would double in approximately 7.2 years.

Historically, 57% of months were positive and 43% were negative. The best month was Oct 2011 with a return of +17.8%, while the worst month was Oct 2008 at -27.9%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 6 months.

On a daily basis, PEMYX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +16.5%, while the worst single day was Oct 15, 2008 at -11.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.80%6.19%-9.50%11.96%7.33%4.39%31.16%
20251.12%0.62%1.79%1.15%3.28%6.81%1.64%2.21%6.60%3.45%-1.22%2.04%33.48%
2024-1.36%4.63%4.11%0.30%2.38%5.15%-1.04%1.26%3.17%-2.87%-1.31%1.08%16.22%
20239.87%-6.63%3.55%-1.51%-1.02%4.38%3.95%-5.06%-3.50%-3.45%8.77%3.76%12.16%
2022-6.06%-2.61%-3.67%-7.69%-0.79%-8.15%0.17%-0.35%-10.37%-0.29%15.12%-4.66%-27.42%
20212.59%0.52%-3.14%3.71%-0.45%3.37%-6.79%3.61%-5.26%1.87%-3.55%0.35%-3.85%

Benchmark Metrics

Putnam Emerging Markets Equity Fund has an annualized alpha of -1.33%, beta of 0.87, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since September 30, 2008.

  • This fund participated in 101.25% of S&P 500 Index downside but only 86.46% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.87 and R2 of 0.63, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-1.33%
Beta
0.87
0.63
Upside Capture
86.46%
Downside Capture
101.25%

Expense Ratio

PEMYX has a high expense ratio of 1.08%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

PEMYX ranks 87 for risk / return — in the top 87% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


PEMYX Risk / Return Rank: 8787
Overall Rank
PEMYX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PEMYX Sortino Ratio Rank: 8080
Sortino Ratio Rank
PEMYX Omega Ratio Rank: 8585
Omega Ratio Rank
PEMYX Calmar Ratio Rank: 9090
Calmar Ratio Rank
PEMYX Martin Ratio Rank: 9090
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Putnam Emerging Markets Equity Fund (PEMYX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PEMYXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.79

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.54

1.37

+0.17

Calmar ratioReturn relative to maximum drawdown

4.33

2.78

+1.54

Martin ratioReturn relative to average drawdown

16.62

12.44

+4.18

Dividends

Dividend History

Putnam Emerging Markets Equity Fund provided a 0.59% dividend yield over the last twelve months, with an annual payout of $0.15 per share.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.15$0.15$0.26$0.12$0.00$0.82$0.30$0.18$0.23$0.03$0.11$0.13

Dividend yield

0.59%0.78%1.85%0.99%0.00%5.27%1.78%1.40%2.16%0.24%1.18%1.50%

Monthly Dividends

The table displays the monthly dividend distributions for Putnam Emerging Markets Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.15
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.26
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.12
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.82$0.82

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Putnam Emerging Markets Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Putnam Emerging Markets Equity Fund was 45.25%, occurring on Nov 20, 2008. Recovery took 167 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-45.25%Nov 2008
1mo 20d8mo 5d
9mo 25dOct 2008 - Jul 2009
Bear market2022
-45.16%Oct 2022
1y 8mo2y 10mo
4y 6moFeb 2021 - Sep 2025
2011 bear market2011
-37.34%Oct 2011
5mo 11d5y 10mo
6y 3moApr 2011 - Jul 2017
COVID crash2020
-31.82%Mar 2020
2y 1mo3mo 17d
2y 5moJan 2018 - Jul 2020
2010 correction2010
-17.95%May 2010
1mo 5d4mo 3d
5mo 8dApr 2010 - Sep 2010

Drawdown Indicators


PEMYXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-45.25%

-56.78%

+11.53%

Max Drawdown (1Y)

Largest decline over 1 year

-13.26%

-9.10%

-4.16%

Max Drawdown (3Y)

Largest decline over 3 years

-13.26%

-18.90%

+5.64%

Max Drawdown (5Y)

Largest decline over 5 years

-41.05%

-25.43%

-15.62%

Max Drawdown (10Y)

Largest decline over 10 years

-45.16%

-33.92%

-11.24%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-16.34%

-10.71%

-5.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

2.03%

+1.42%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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