PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Putnam Multi-Cap Core Fund (PMYYX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US74676P8398

Issuer

Putnam

Inception Date

Sep 24, 2010

Min. Investment

$0

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

PMYYX features an expense ratio of 0.71%, falling within the medium range.


Expense ratio chart for PMYYX: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
PMYYX vs. FTCS PMYYX vs. SMGIX PMYYX vs. GAA PMYYX vs. SPY PMYYX vs. ALBAX PMYYX vs. MRGAX PMYYX vs. OMFL PMYYX vs. VOO PMYYX vs. SCHD PMYYX vs. ITOT
Popular comparisons:
PMYYX vs. FTCS PMYYX vs. SMGIX PMYYX vs. GAA PMYYX vs. SPY PMYYX vs. ALBAX PMYYX vs. MRGAX PMYYX vs. OMFL PMYYX vs. VOO PMYYX vs. SCHD PMYYX vs. ITOT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Putnam Multi-Cap Core Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.04%
7.29%
PMYYX (Putnam Multi-Cap Core Fund)
Benchmark (^GSPC)

Returns By Period

Putnam Multi-Cap Core Fund had a return of 26.00% year-to-date (YTD) and 26.35% in the last 12 months. Over the past 10 years, Putnam Multi-Cap Core Fund had an annualized return of 10.87%, which was very close to the S&P 500 benchmark's annualized return of 11.01%.


PMYYX

YTD

26.00%

1M

-0.88%

6M

7.84%

1Y

26.35%

5Y*

12.35%

10Y*

10.87%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of PMYYX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.99%5.26%3.90%-4.20%5.41%3.51%1.54%2.16%2.09%-0.55%6.08%26.00%
20236.22%-2.07%2.42%2.07%1.00%7.07%3.45%-1.24%-4.63%-1.89%9.08%2.59%25.80%
2022-3.89%-2.27%2.80%-7.77%-0.47%-8.71%9.27%-3.70%-9.30%9.42%5.83%-10.25%-19.74%
20211.30%5.24%4.85%5.20%1.31%1.40%1.52%2.75%-4.93%6.49%-1.88%-3.76%20.47%
2020-1.19%-9.00%-14.16%13.26%5.31%1.79%5.24%8.16%-3.77%-2.54%12.30%3.33%16.09%
20198.65%3.03%0.64%5.08%-7.21%7.33%1.78%-2.48%2.67%3.21%4.09%-0.38%28.58%
20185.89%-3.79%-2.57%0.04%2.02%-1.68%4.16%2.82%0.12%-7.40%0.75%-9.51%-9.82%
20171.90%3.82%-0.15%0.90%0.25%1.53%2.62%0.43%3.49%2.09%2.68%0.94%22.41%
2016-7.09%-0.38%6.51%0.18%1.86%-1.29%4.76%1.02%0.45%-0.95%6.39%2.13%13.60%
2015-3.06%5.97%-0.99%0.56%2.16%-1.79%0.77%-6.03%-4.73%6.98%-0.11%-0.83%-1.89%
2014-2.92%5.16%0.93%-0.25%2.78%2.94%-1.11%4.31%-2.09%1.62%2.67%-0.21%14.36%
20136.00%1.24%4.29%1.98%3.53%-1.25%6.48%-2.18%3.99%4.68%3.73%5.23%44.40%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 90, PMYYX is among the top 10% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of PMYYX is 9090
Overall Rank
The Sharpe Ratio Rank of PMYYX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of PMYYX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of PMYYX is 8888
Omega Ratio Rank
The Calmar Ratio Rank of PMYYX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of PMYYX is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Putnam Multi-Cap Core Fund (PMYYX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for PMYYX, currently valued at 2.18, compared to the broader market-1.000.001.002.003.004.002.181.90
The chart of Sortino ratio for PMYYX, currently valued at 2.90, compared to the broader market-2.000.002.004.006.008.0010.002.902.54
The chart of Omega ratio for PMYYX, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.003.501.401.35
The chart of Calmar ratio for PMYYX, currently valued at 3.20, compared to the broader market0.005.0010.0015.003.202.81
The chart of Martin ratio for PMYYX, currently valued at 14.46, compared to the broader market0.0020.0040.0060.0014.4612.39
PMYYX
^GSPC

The current Putnam Multi-Cap Core Fund Sharpe ratio is 2.18. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Putnam Multi-Cap Core Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.18
1.90
PMYYX (Putnam Multi-Cap Core Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Putnam Multi-Cap Core Fund provided a 4.48% dividend yield over the last twelve months, with an annual payout of $1.93 per share.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$0.50$1.00$1.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.93$0.34$0.09$0.35$0.32$0.46$0.00$0.33$0.23$0.39$0.38$1.60

Dividend yield

4.48%0.95%0.32%0.99%1.07%1.74%0.00%1.44%1.21%2.29%2.15%10.12%

Monthly Dividends

The table displays the monthly dividend distributions for Putnam Multi-Cap Core Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.93$1.93
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.09
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.35
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.32
2019$0.05$0.05$0.05$0.05$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.46
2018$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
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.23
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39$0.39
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.38$0.38
2013$1.60$1.60

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.04%
-3.58%
PMYYX (Putnam Multi-Cap Core Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Putnam Multi-Cap Core 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 Multi-Cap Core Fund was 35.25%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

The current Putnam Multi-Cap Core Fund drawdown is 4.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.25%Feb 13, 202027Mar 23, 2020107Aug 24, 2020134
-28.39%Nov 17, 2021219Sep 30, 2022350Feb 23, 2024569
-22.73%May 2, 2011108Oct 3, 201189Feb 9, 2012197
-21.59%Jan 29, 2018229Dec 24, 2018131Jul 3, 2019360
-19.65%Jun 24, 2015161Feb 11, 2016190Nov 10, 2016351

Volatility

Volatility Chart

The current Putnam Multi-Cap Core Fund volatility is 3.72%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.72%
3.64%
PMYYX (Putnam Multi-Cap Core Fund)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab