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ISIN
US7468026106
CUSIP
746802610
Issuer
Putnam
Inception Date
Apr 12, 1999
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value

Share Price Chart


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Performance

PSLAX Performance Chart

Putnam Small Cap Value Fund (PSLAX) is up 19.0% since the beginning of the year. PSLAX is currently trading at $18 per share. Investors who bought $1,000 worth of PSLAX shares 5 years ago would now be looking at an investment worth $1,522.


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S&P 500 Index

Returns By Period

Putnam Small Cap Value Fund (PSLAX) has returned 19.04% so far this year and 33.04% over the past 12 months. Over the last ten years, PSLAX has returned 10.50% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Putnam Small Cap Value Fund

1D
1.55%
1M
6.92%
YTD
19.04%
6M
16.62%
1Y
33.04%
3Y*
16.16%
5Y*
8.77%
10Y*
10.50%

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)

PSLAX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2000, PSLAX's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, an investment would double in approximately 6.2 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2020 with a return of +19.7%, while the worst month was Mar 2020 at -30.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 10 months.

On a daily basis, PSLAX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +9.7%, while the worst single day was Mar 16, 2020 at -16.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.38%2.21%-5.83%10.15%1.57%4.91%19.04%
20252.43%-2.68%-6.86%-3.85%5.73%3.59%-0.92%9.17%-1.75%-2.52%2.84%1.07%5.26%
2024-3.68%0.87%4.91%-5.50%5.02%-1.08%10.24%-1.93%-1.13%-2.41%10.44%-7.89%6.19%
20238.81%0.58%-9.70%-2.07%-1.79%11.99%7.02%-2.21%-4.73%-5.26%10.24%11.45%23.54%
2022-4.47%2.84%2.25%-7.09%1.82%-11.27%9.42%-2.94%-10.49%14.94%0.62%-6.60%-13.42%
20212.98%13.20%6.09%3.26%6.18%-0.65%-2.99%1.28%0.33%3.30%-3.77%5.67%39.51%

Benchmark Metrics

Putnam Small Cap Value Fund has an annualized alpha of 3.44%, beta of 1.04, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since January 03, 2000.

  • This fund captured 118.76% of S&P 500 Index gains and 103.48% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This fund generated an annualized alpha of 3.44% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.04 and R2 of 0.74, 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
3.44%
Beta
1.04
0.74
Upside Capture
118.76%
Downside Capture
103.48%

Expense Ratio

PSLAX has a high expense ratio of 1.15%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

PSLAX ranks 48 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


PSLAX Risk / Return Rank: 4848
Overall Rank
PSLAX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
PSLAX Sortino Ratio Rank: 4444
Sortino Ratio Rank
PSLAX Omega Ratio Rank: 3838
Omega Ratio Rank
PSLAX Calmar Ratio Rank: 7171
Calmar Ratio Rank
PSLAX Martin Ratio Rank: 4444
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 Small Cap Value Fund (PSLAX) 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.


PSLAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.31

1.37

-0.06

Calmar ratioReturn relative to maximum drawdown

3.11

2.78

+0.33

Martin ratioReturn relative to average drawdown

8.83

12.44

-3.61

Dividends

Dividend History

Putnam Small Cap Value Fund provided a 5.72% dividend yield over the last twelve months, with an annual payout of $1.05 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%10.00%20.00%30.00%40.00%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.05$1.05$0.89$0.19$1.07$0.03$0.10$0.15$1.95$5.17$0.12$0.75

Dividend yield

5.72%6.81%5.67%1.21%8.40%0.20%0.90%1.33%21.52%38.15%0.66%5.38%

Monthly Dividends

The table displays the monthly dividend distributions for Putnam Small 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$0.00$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$1.05$1.05
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.89$0.89
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.07$1.07
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.03

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 Small 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 Small Cap Value Fund was 69.37%, occurring on Mar 9, 2009. Recovery took 1052 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-69.37%Mar 2009
1y 9mo4y 2mo
5y 11moJun 2007 - May 2013
COVID crash2020
-52.81%Mar 2020
1y 6mo9mo 24d
2y 4moAug 2018 - Jan 2021
Dot-com crash2000–2002
-37.13%Oct 2002
5mo 25d1y 26d
1y 6moApr 2002 - Nov 2003
2025 selloff2025
-25.63%Apr 2025
4mo 13d9mo 3d
1y 1moNov 2024 - Jan 2026
Bear market2022
-23.07%Sep 2022
10mo 25d1y 2mo
2y 1moNov 2021 - Dec 2023

Drawdown Indicators


PSLAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-69.37%

-56.78%

-12.59%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-9.10%

-1.42%

Max Drawdown (3Y)

Largest decline over 3 years

-25.63%

-18.90%

-6.73%

Max Drawdown (5Y)

Largest decline over 5 years

-25.63%

-25.43%

-0.20%

Max Drawdown (10Y)

Largest decline over 10 years

-52.81%

-33.92%

-18.89%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-12.13%

-10.71%

-1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.70%

2.03%

+1.67%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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