DSEEX vs. PVAL
Compare and contrast key facts about DoubleLine Shiller Enhanced CAPE (DSEEX) and Putnam Focused Large Cap Value ETF (PVAL).
DSEEX is managed by DoubleLine. It was launched on Oct 31, 2013. PVAL is a passively managed fund by Power Corporation of Canada that tracks the performance of the Russell 1000 Value. It was launched on May 25, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSEEX or PVAL.
Correlation
The correlation between DSEEX and PVAL is 0.84, 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
DSEEX vs. PVAL - Performance Comparison
Key characteristics
DSEEX:
0.67
PVAL:
0.25
DSEEX:
1.04
PVAL:
0.46
DSEEX:
1.14
PVAL:
1.07
DSEEX:
0.33
PVAL:
0.27
DSEEX:
2.98
PVAL:
1.11
DSEEX:
3.55%
PVAL:
3.79%
DSEEX:
15.70%
PVAL:
16.54%
DSEEX:
-46.92%
PVAL:
-16.64%
DSEEX:
-24.82%
PVAL:
-10.86%
Returns By Period
In the year-to-date period, DSEEX achieves a -2.98% return, which is significantly higher than PVAL's -4.34% return.
DSEEX
-2.98%
-2.77%
-2.80%
10.82%
6.40%
4.90%
PVAL
-4.34%
-6.01%
-7.29%
4.53%
N/A
N/A
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DSEEX vs. PVAL - Expense Ratio Comparison
DSEEX has a 0.54% expense ratio, which is lower than PVAL's 0.55% expense ratio.
Risk-Adjusted Performance
DSEEX vs. PVAL — Risk-Adjusted Performance Rank
DSEEX
PVAL
DSEEX vs. PVAL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Shiller Enhanced CAPE (DSEEX) and Putnam Focused Large Cap Value ETF (PVAL). 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
DSEEX vs. PVAL - Dividend Comparison
DSEEX's dividend yield for the trailing twelve months is around 5.20%, more than PVAL's 1.38% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSEEX DoubleLine Shiller Enhanced CAPE | 5.20% | 4.92% | 4.60% | 3.87% | 1.63% | 1.73% | 2.74% | 3.38% | 2.16% | 2.12% | 2.88% | 2.61% |
PVAL Putnam Focused Large Cap Value ETF | 1.38% | 1.34% | 1.33% | 0.59% | 0.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DSEEX vs. PVAL - Drawdown Comparison
The maximum DSEEX drawdown since its inception was -46.92%, which is greater than PVAL's maximum drawdown of -16.64%. Use the drawdown chart below to compare losses from any high point for DSEEX and PVAL. For additional features, visit the drawdowns tool.
Volatility
DSEEX vs. PVAL - Volatility Comparison
The current volatility for DoubleLine Shiller Enhanced CAPE (DSEEX) is 10.54%, while Putnam Focused Large Cap Value ETF (PVAL) has a volatility of 11.73%. This indicates that DSEEX experiences smaller price fluctuations and is considered to be less risky than PVAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.