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BEGIX vs. PEYAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BEGIX and PEYAX is 0.90, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

BEGIX vs. PEYAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sterling Capital Equity Income Fund (BEGIX) and Putnam Large Cap Value Fund (PEYAX). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
247.04%
418.42%
BEGIX
PEYAX

Key characteristics

Sharpe Ratio

BEGIX:

-0.82

PEYAX:

0.07

Sortino Ratio

BEGIX:

-0.87

PEYAX:

0.21

Omega Ratio

BEGIX:

0.81

PEYAX:

1.03

Calmar Ratio

BEGIX:

-0.64

PEYAX:

0.06

Martin Ratio

BEGIX:

-1.34

PEYAX:

0.19

Ulcer Index

BEGIX:

15.29%

PEYAX:

6.35%

Daily Std Dev

BEGIX:

24.91%

PEYAX:

16.48%

Max Drawdown

BEGIX:

-43.85%

PEYAX:

-50.78%

Current Drawdown

BEGIX:

-28.28%

PEYAX:

-12.93%

Returns By Period

In the year-to-date period, BEGIX achieves a -3.37% return, which is significantly lower than PEYAX's -1.91% return. Over the past 10 years, BEGIX has underperformed PEYAX with an annualized return of 2.66%, while PEYAX has yielded a comparatively higher 6.20% annualized return.


BEGIX

YTD

-3.37%

1M

-4.73%

6M

-25.69%

1Y

-21.05%

5Y*

5.24%

10Y*

2.66%

PEYAX

YTD

-1.91%

1M

-5.02%

6M

-9.41%

1Y

0.04%

5Y*

11.05%

10Y*

6.20%

*Annualized

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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.


Expense ratio chart for PEYAX: current value is 0.88%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PEYAX: 0.88%
Expense ratio chart for BEGIX: current value is 0.79%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BEGIX: 0.79%

Risk-Adjusted Performance

BEGIX vs. PEYAX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BEGIX
The Risk-Adjusted Performance Rank of BEGIX is 11
Overall Rank
The Sharpe Ratio Rank of BEGIX is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of BEGIX is 11
Sortino Ratio Rank
The Omega Ratio Rank of BEGIX is 11
Omega Ratio Rank
The Calmar Ratio Rank of BEGIX is 00
Calmar Ratio Rank
The Martin Ratio Rank of BEGIX is 22
Martin Ratio Rank

PEYAX
The Risk-Adjusted Performance Rank of PEYAX is 3030
Overall Rank
The Sharpe Ratio Rank of PEYAX is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of PEYAX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of PEYAX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of PEYAX is 3131
Calmar Ratio Rank
The Martin Ratio Rank of PEYAX is 2929
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.

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.


The chart of Sharpe ratio for BEGIX, currently valued at -0.82, compared to the broader market-1.000.001.002.003.00
BEGIX: -0.82
PEYAX: 0.07
The chart of Sortino ratio for BEGIX, currently valued at -0.87, compared to the broader market-2.000.002.004.006.008.00
BEGIX: -0.87
PEYAX: 0.21
The chart of Omega ratio for BEGIX, currently valued at 0.81, compared to the broader market0.501.001.502.002.503.00
BEGIX: 0.81
PEYAX: 1.03
The chart of Calmar ratio for BEGIX, currently valued at -0.64, compared to the broader market0.002.004.006.008.0010.00
BEGIX: -0.64
PEYAX: 0.06
The chart of Martin ratio for BEGIX, currently valued at -1.34, compared to the broader market0.0010.0020.0030.0040.0050.00
BEGIX: -1.34
PEYAX: 0.19

The current BEGIX Sharpe Ratio is -0.82, which is lower than the PEYAX Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of BEGIX and PEYAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.82
0.07
BEGIX
PEYAX

Dividends

BEGIX vs. PEYAX - Dividend Comparison

BEGIX's dividend yield for the trailing twelve months is around 1.98%, more than PEYAX's 1.22% yield.


TTM20242023202220212020201920182017201620152014
BEGIX
Sterling Capital Equity Income Fund
1.98%1.83%1.64%1.64%1.33%1.73%2.07%1.92%2.01%1.95%2.24%2.06%
PEYAX
Putnam Large Cap Value Fund
1.22%1.14%1.43%1.88%1.16%1.50%1.35%1.85%1.55%1.42%1.48%9.81%

Drawdowns

BEGIX vs. PEYAX - Drawdown Comparison

The maximum BEGIX drawdown since its inception was -43.85%, smaller than the maximum PEYAX drawdown of -50.78%. Use the drawdown chart below to compare losses from any high point for BEGIX and PEYAX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-28.28%
-12.93%
BEGIX
PEYAX

Volatility

BEGIX vs. PEYAX - Volatility Comparison

The current volatility for Sterling Capital Equity Income Fund (BEGIX) is 10.40%, while Putnam Large Cap Value Fund (PEYAX) has a volatility of 11.54%. This indicates that BEGIX experiences smaller price fluctuations and is considered to be less risky than PEYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
10.40%
11.54%
BEGIX
PEYAX