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ISIN
US7468028839
CUSIP
746802883
Issuer
Putnam
Inception Date
Oct 2, 1995
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

PNRAX Performance Chart

Putnam Research Fund (PNRAX) is up 11.1% since the beginning of the year. PNRAX is currently trading at $62 per share. Investors who bought $1,000 worth of PNRAX shares 5 years ago would now be looking at an investment worth $1,953.


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S&P 500 Index

Returns By Period

Putnam Research Fund (PNRAX) has returned 11.06% so far this year and 29.24% over the past 12 months. Looking at the last ten years, PNRAX has achieved an annualized return of 15.99%, outperforming the S&P 500 Index benchmark, which averaged 13.42% per year.


Putnam Research Fund

1D
0.39%
1M
1.45%
YTD
11.06%
6M
11.31%
1Y
29.24%
3Y*
23.27%
5Y*
14.33%
10Y*
15.99%

Benchmark (S&P 500 Index)

1D
-0.26%
1M
-0.17%
YTD
7.91%
6M
7.98%
1Y
22.99%
3Y*
19.77%
5Y*
11.75%
10Y*
13.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PNRAX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 1996, PNRAX's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.

Historically, 63% of months were positive and 37% were negative. The best month was Oct 2011 with a return of +12.2%, while the worst month was Oct 2008 at -17.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, PNRAX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +11.7%, while the worst single day was Dec 19, 1997 at -16.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.57%-0.41%-4.40%10.71%5.81%-1.97%11.06%
20252.96%-2.08%-6.56%-1.09%6.85%5.63%2.41%1.79%4.30%2.80%0.77%-0.30%18.11%
20242.38%5.81%3.66%-4.05%5.36%3.69%0.68%1.77%2.79%-0.79%5.51%-2.75%26.21%
20236.13%-2.05%3.19%1.87%1.28%6.41%3.06%-1.27%-4.13%-1.69%9.10%4.56%28.83%
2022-4.92%-3.40%2.83%-8.05%0.50%-7.97%9.36%-4.02%-9.30%8.59%5.77%-6.01%-17.45%
2021-0.92%2.85%3.45%5.28%0.13%2.67%2.34%3.21%-4.91%7.40%-1.64%2.70%24.32%

Benchmark Metrics

Putnam Research Fund has an annualized alpha of 0.90%, beta of 1.01, and R2 of 0.95 versus S&P 500 Index. Calculated based on daily prices since January 02, 1996.

  • This fund captured 106.59% of S&P 500 Index gains and 102.35% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.01 and R2 of 0.95, 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
0.90%
Beta
1.01
0.95
Upside Capture
106.59%
Downside Capture
102.35%

Expense Ratio

PNRAX has a high expense ratio of 1.03%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

PNRAX 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.


PNRAX Risk / Return Rank: 8383
Overall Rank
PNRAX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
PNRAX Sortino Ratio Rank: 7777
Sortino Ratio Rank
PNRAX Omega Ratio Rank: 7777
Omega Ratio Rank
PNRAX Calmar Ratio Rank: 8585
Calmar Ratio Rank
PNRAX Martin Ratio Rank: 9292
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 Research Fund (PNRAX) and compare them to S&P 500 Index.


PNRAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.44

1.35

+0.09

Calmar ratioReturn relative to maximum drawdown

3.59

2.54

+1.05

Martin ratioReturn relative to average drawdown

16.71

11.58

+5.13

Dividends

Dividend History

Putnam Research Fund provided a 10.34% dividend yield over the last twelve months, with an annual payout of $6.42 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%5.00%10.00%15.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$6.42$6.42$4.00$0.13$3.30$3.54$0.81$2.47$4.17$0.52$0.29$0.30

Dividend yield

10.34%11.49%7.57%0.28%9.46%7.67%2.02%7.24%15.09%1.57%1.06%1.19%

Monthly Dividends

The table displays the monthly dividend distributions for Putnam Research 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$6.42$6.42
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.00$4.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.13
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.30$3.30
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.54$3.54

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 Research 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 Research Fund was 57.49%, occurring on Mar 9, 2009. Recovery took 961 trading sessions.

The current Putnam Research Fund drawdown is 2.74%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-57.49%Mar 2009
8y 6mo3y 10mo
12y 4moSep 2000 - Jan 2013
COVID crash2020
-33.35%Mar 2020
1mo 2d4mo 15d
5mo 17dFeb 2020 - Aug 2020
Bear market2022
-24.37%Sep 2022
10mo 17d1y 1mo
2y 3dNov 2021 - Nov 2023
1998 bear market1998
-22.18%Jan 1998
3mo 3d10mo 18d
1y 1moOct 1997 - Nov 1998
2025 selloff2025
-20.26%Apr 2025
2mo 14d2mo 20d
5mo 4dJan 2025 - Jun 2025

Drawdown Indicators


PNRAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-57.49%

-56.78%

-0.71%

Max Drawdown (1Y)

Largest decline over 1 year

-8.24%

-9.10%

+0.86%

Max Drawdown (3Y)

Largest decline over 3 years

-20.26%

-18.90%

-1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-24.37%

-25.43%

+1.06%

Max Drawdown (10Y)

Largest decline over 10 years

-33.35%

-33.92%

+0.57%

Current Drawdown

Current decline from peak

-2.74%

-2.93%

+0.19%

Average Drawdown

Average peak-to-trough decline

-12.04%

-10.72%

-1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

1.99%

-0.23%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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