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PABAX vs. PABFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PABAX vs. PABFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Dynamic Asset Allocation Balanced Fund (PABAX) and PGIM Balanced Fund (PABFX). The values are adjusted to include any dividend payments, if applicable.

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PABAX vs. PABFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PABAX
Putnam Dynamic Asset Allocation Balanced Fund
-3.31%14.90%15.25%15.80%-15.76%13.25%11.81%17.31%-7.21%15.21%
PABFX
PGIM Balanced Fund
-3.30%15.83%19.80%17.08%-16.07%14.68%9.12%21.77%-5.16%14.36%

Returns By Period

The year-to-date returns for both investments are quite close, with PABAX having a -3.31% return and PABFX slightly higher at -3.30%. Over the past 10 years, PABAX has underperformed PABFX with an annualized return of 7.80%, while PABFX has yielded a comparatively higher 8.74% annualized return.


PABAX

1D
0.00%
1M
-5.49%
YTD
-3.31%
6M
-1.11%
1Y
12.17%
3Y*
12.14%
5Y*
6.57%
10Y*
7.80%

PABFX

1D
-0.17%
1M
-6.30%
YTD
-3.30%
6M
-0.47%
1Y
13.40%
3Y*
14.35%
5Y*
7.75%
10Y*
8.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PABAX vs. PABFX - Expense Ratio Comparison

PABAX has a 0.94% expense ratio, which is higher than PABFX's 0.78% expense ratio.


Return for Risk

PABAX vs. PABFX — Risk / Return Rank

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

PABAX
PABAX Risk / Return Rank: 6464
Overall Rank
PABAX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PABAX Sortino Ratio Rank: 6464
Sortino Ratio Rank
PABAX Omega Ratio Rank: 6363
Omega Ratio Rank
PABAX Calmar Ratio Rank: 6060
Calmar Ratio Rank
PABAX Martin Ratio Rank: 7171
Martin Ratio Rank

PABFX
PABFX Risk / Return Rank: 7070
Overall Rank
PABFX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
PABFX Sortino Ratio Rank: 7171
Sortino Ratio Rank
PABFX Omega Ratio Rank: 7070
Omega Ratio Rank
PABFX Calmar Ratio Rank: 6767
Calmar Ratio Rank
PABFX Martin Ratio Rank: 7373
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.

PABAX vs. PABFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Dynamic Asset Allocation Balanced Fund (PABAX) and PGIM Balanced Fund (PABFX). 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.


PABAXPABFXDifference

Sharpe ratio

Return per unit of total volatility

1.12

1.23

-0.12

Sortino ratio

Return per unit of downside risk

1.62

1.78

-0.15

Omega ratio

Gain probability vs. loss probability

1.24

1.26

-0.02

Calmar ratio

Return relative to maximum drawdown

1.39

1.54

-0.16

Martin ratio

Return relative to average drawdown

6.72

6.98

-0.25

PABAX vs. PABFX - Sharpe Ratio Comparison

The current PABAX Sharpe Ratio is 1.12, which is comparable to the PABFX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of PABAX and PABFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PABAXPABFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.23

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.65

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.76

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.67

-0.04

Correlation

The correlation between PABAX and PABFX is 0.94, 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.


Dividends

PABAX vs. PABFX - Dividend Comparison

PABAX's dividend yield for the trailing twelve months is around 6.95%, less than PABFX's 9.84% yield.


TTM20252024202320222021202020192018201720162015
PABAX
Putnam Dynamic Asset Allocation Balanced Fund
6.95%7.60%10.79%1.63%6.10%11.51%1.35%1.81%8.72%6.15%2.39%7.06%
PABFX
PGIM Balanced Fund
9.84%9.57%13.25%2.35%2.09%12.40%1.66%5.18%7.55%5.78%4.79%8.06%

Drawdowns

PABAX vs. PABFX - Drawdown Comparison

The maximum PABAX drawdown since its inception was -45.92%, which is greater than PABFX's maximum drawdown of -40.90%. Use the drawdown chart below to compare losses from any high point for PABAX and PABFX.


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Drawdown Indicators


PABAXPABFXDifference

Max Drawdown

Largest peak-to-trough decline

-45.92%

-40.90%

-5.02%

Max Drawdown (1Y)

Largest decline over 1 year

-8.16%

-8.13%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-20.98%

-21.24%

+0.26%

Max Drawdown (10Y)

Largest decline over 10 years

-22.31%

-26.46%

+4.15%

Current Drawdown

Current decline from peak

-5.93%

-6.74%

+0.81%

Average Drawdown

Average peak-to-trough decline

-5.70%

-4.80%

-0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

1.80%

-0.12%

Volatility

PABAX vs. PABFX - Volatility Comparison

The current volatility for Putnam Dynamic Asset Allocation Balanced Fund (PABAX) is 3.33%, while PGIM Balanced Fund (PABFX) has a volatility of 3.53%. This indicates that PABAX experiences smaller price fluctuations and is considered to be less risky than PABFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PABAXPABFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

3.53%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

6.08%

6.25%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

11.15%

11.09%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.52%

11.90%

+0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.77%

11.55%

+0.22%