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ISIN
US7467451081
CUSIP
746745108
Issuer
Putnam
Inception Date
Jun 15, 1977
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

PEYAX Performance Chart

Putnam Large Cap Value Fund (PEYAX) is up 10.9% since the beginning of the year. PEYAX is currently trading at $43 per share. Investors who bought $1,000 worth of PEYAX shares 5 years ago would now be looking at an investment worth $1,846.


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S&P 500 Index

Returns By Period

Putnam Large Cap Value Fund (PEYAX) has returned 10.90% so far this year and 27.70% over the past 12 months. Over the last ten years, PEYAX has had an annualized return of 13.35%, just under the S&P 500 Index benchmark’s 13.88%.


Putnam Large Cap Value Fund

1D
0.16%
1M
2.60%
YTD
10.90%
6M
10.45%
1Y
27.70%
3Y*
19.76%
5Y*
13.04%
10Y*
13.35%

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)

PEYAX Monthly Returns History

Based on dividend-adjusted daily data since Jun 30, 1977, PEYAX's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, an investment would double in approximately 10.2 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +14.0%, while the worst month was Oct 1987 at -27.5%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.

On a daily basis, PEYAX closed higher 47% of trading days. The best single day was Oct 13, 2008 with a return of +10.7%, while the worst single day was Oct 22, 1987 at -17.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.44%1.85%-4.38%5.96%1.96%1.90%10.90%
20254.41%0.72%-2.74%-2.90%3.93%3.61%1.06%3.11%1.68%1.08%3.09%1.72%20.09%
20241.33%4.35%6.42%-2.54%3.79%0.20%3.60%2.40%0.59%-0.81%5.39%-6.47%18.99%
20234.86%-2.16%-0.80%1.43%-3.07%7.04%3.43%-2.51%-2.35%-2.41%6.78%4.73%15.09%
2022-1.61%-0.59%2.65%-4.68%2.62%-8.44%6.14%-1.73%-7.74%10.55%6.16%-9.78%-8.37%
2021-0.08%5.55%5.40%3.56%3.21%-0.39%0.77%2.47%-3.22%5.77%-3.52%5.09%26.84%

Benchmark Metrics

Putnam Large Cap Value Fund has an annualized alpha of -0.80%, beta of 0.78, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since June 30, 1977.

  • This fund participated in 92.63% of S&P 500 Index downside but only 79.64% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-0.80%
Beta
0.78
0.70
Upside Capture
79.64%
Downside Capture
92.63%

Expense Ratio

PEYAX has an expense ratio of 0.88%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PEYAX ranks 83 for risk / return — in the top 83% 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.


PEYAX Risk / Return Rank: 8383
Overall Rank
PEYAX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PEYAX Sortino Ratio Rank: 8282
Sortino Ratio Rank
PEYAX Omega Ratio Rank: 7878
Omega Ratio Rank
PEYAX Calmar Ratio Rank: 8585
Calmar Ratio Rank
PEYAX Martin Ratio Rank: 8686
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 Large Cap Value Fund (PEYAX) 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.


PEYAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.46

1.37

+0.10

Calmar ratioReturn relative to maximum drawdown

3.85

2.78

+1.07

Martin ratioReturn relative to average drawdown

14.92

12.44

+2.48

Dividends

Dividend History

Putnam Large Cap Value Fund provided a 4.76% dividend yield over the last twelve months, with an annual payout of $2.07 per share.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.07$2.10$2.35$1.52$0.34$2.21$1.57$1.00$1.20$0.81$0.49$1.13

Dividend yield

4.76%5.36%6.80%4.93%1.21%7.09%5.97%3.79%5.67%3.31%2.27%5.86%

Monthly Dividends

The table displays the monthly dividend distributions for Putnam Large Cap Value 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$0.07$0.00$0.00$0.07
2025$0.00$0.00$0.11$0.00$0.00$0.00$0.12$0.00$0.00$0.09$0.00$1.79$2.10
2024$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$2.06$2.35
2023$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$1.25$1.52
2022$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.09$0.00$0.00$0.09$0.34
2021$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.08$0.00$0.00$1.93$2.21

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 Large Cap Value 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 Large Cap Value Fund was 56.92%, occurring on Oct 11, 1990. Recovery took 1536 trading sessions.

The current Putnam Large Cap Value Fund drawdown is 0.84%.


Related event

Drawdown

Fall

Recovery

Underwater

1990 bear market1990
-56.92%Oct 1990
9y 6mo6y 28d
15y 7moApr 1981 - Nov 1996
Financial crisis2007–2009
-51.47%Mar 2009
1y 7mo2y 1mo
3y 9moJul 2007 - Apr 2011
COVID crash2020
-36.06%Mar 2020
1mo 9d7mo 28d
9mo 7dFeb 2020 - Nov 2020
Dot-com crash2000–2002
-29.28%Oct 2002
1y 4mo1y 2mo
2y 6moMay 2001 - Dec 2003
2000 bear market2000
-22.56%Feb 2000
9mo 17d10mo 6d
1y 7moMay 1999 - Dec 2000

Drawdown Indicators


PEYAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-56.92%

-56.78%

-0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-7.23%

-9.10%

+1.87%

Max Drawdown (3Y)

Largest decline over 3 years

-15.12%

-18.90%

+3.78%

Max Drawdown (5Y)

Largest decline over 5 years

-15.31%

-25.43%

+10.12%

Max Drawdown (10Y)

Largest decline over 10 years

-36.06%

-33.92%

-2.14%

Current Drawdown

Current decline from peak

-0.84%

-1.80%

+0.96%

Average Drawdown

Average peak-to-trough decline

-14.04%

-10.71%

-3.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

2.03%

-0.17%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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