BEGIX vs. PEYAX
Compare and contrast key facts about Sterling Capital Equity Income Fund (BEGIX) and Putnam Large Cap Value Fund (PEYAX).
BEGIX is managed by Sterling Capital. It was launched on Jun 30, 2004. PEYAX is managed by Putnam. It was launched on Jun 15, 1977.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BEGIX or PEYAX.
Key characteristics
| BEGIX | PEYAX | |
|---|---|---|
| YTD Return | 9.11% | 20.56% |
| 1Y Return | 22.24% | 30.58% |
| 3Y Return (Ann) | 6.78% | 10.71% |
| 5Y Return (Ann) | 11.48% | 13.67% |
| 10Y Return (Ann) | 10.91% | 11.24% |
| Sharpe Ratio | 2.30 | 3.15 |
| Sortino Ratio | 3.17 | 4.31 |
| Omega Ratio | 1.41 | 1.55 |
| Calmar Ratio | 3.52 | 5.88 |
| Martin Ratio | 13.83 | 23.99 |
| Ulcer Index | 1.71% | 1.31% |
| Daily Std Dev | 10.25% | 9.99% |
| Max Drawdown | -43.85% | -50.96% |
| Current Drawdown | -2.69% | -2.48% |
Correlation
The correlation between BEGIX and PEYAX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
BEGIX vs. PEYAX - Performance Comparison
In the year-to-date period, BEGIX achieves a 9.11% return, which is significantly lower than PEYAX's 20.56% return. Both investments have delivered pretty close results over the past 10 years, with BEGIX having a 10.91% annualized return and PEYAX not far ahead at 11.24%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BEGIX vs. PEYAX - Expense Ratio Comparison
BEGIX has a 0.79% expense ratio, which is lower than PEYAX's 0.88% expense ratio.
Risk-Adjusted Performance
BEGIX vs. PEYAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Equity Income Fund (BEGIX) and Putnam Large Cap Value Fund (PEYAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
BEGIX vs. PEYAX - Dividend Comparison
BEGIX's dividend yield for the trailing twelve months is around 9.08%, more than PEYAX's 4.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEGIX Sterling Capital Equity Income Fund | 9.08% | 9.81% | 8.44% | 3.01% | 1.73% | 5.94% | 10.16% | 11.59% | 2.06% | 8.83% | 4.81% | 4.89% |
PEYAX Putnam Large Cap Value Fund | 4.40% | 5.20% | 7.04% | 7.09% | 5.97% | 3.79% | 6.18% | 3.29% | 2.25% | 5.80% | 9.72% | 9.82% |
Drawdowns
BEGIX vs. PEYAX - Drawdown Comparison
The maximum BEGIX drawdown since its inception was -43.85%, smaller than the maximum PEYAX drawdown of -50.96%. Use the drawdown chart below to compare losses from any high point for BEGIX and PEYAX. For additional features, visit the drawdowns tool.
Volatility
BEGIX vs. PEYAX - Volatility Comparison
Sterling Capital Equity Income Fund (BEGIX) has a higher volatility of 2.72% compared to Putnam Large Cap Value Fund (PEYAX) at 2.53%. This indicates that BEGIX's price experiences larger fluctuations and is considered to be riskier than PEYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.