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PAFMX vs. POGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PAFMX vs. POGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Retirement Advantage 2045 Fund (PAFMX) and Putnam Growth Opportunities Fund (POGAX). The values are adjusted to include any dividend payments, if applicable.

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PAFMX vs. POGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PAFMX
Putnam Retirement Advantage 2045 Fund
-3.63%18.27%15.76%25.02%-16.53%17.61%14.31%
POGAX
Putnam Growth Opportunities Fund
-12.94%14.28%33.22%44.22%-30.43%22.64%36.48%

Returns By Period

In the year-to-date period, PAFMX achieves a -3.63% return, which is significantly higher than POGAX's -12.94% return.


PAFMX

1D
-0.17%
1M
-6.55%
YTD
-3.63%
6M
-0.97%
1Y
15.49%
3Y*
15.87%
5Y*
9.09%
10Y*

POGAX

1D
-0.55%
1M
-9.00%
YTD
-12.94%
6M
-12.36%
1Y
11.50%
3Y*
18.78%
5Y*
10.34%
10Y*
16.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PAFMX vs. POGAX - Expense Ratio Comparison

PAFMX has a 0.45% expense ratio, which is lower than POGAX's 0.99% expense ratio.


Return for Risk

PAFMX vs. POGAX — Risk / Return Rank

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

PAFMX
PAFMX Risk / Return Rank: 6767
Overall Rank
PAFMX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PAFMX Sortino Ratio Rank: 6767
Sortino Ratio Rank
PAFMX Omega Ratio Rank: 6666
Omega Ratio Rank
PAFMX Calmar Ratio Rank: 6262
Calmar Ratio Rank
PAFMX Martin Ratio Rank: 7474
Martin Ratio Rank

POGAX
POGAX Risk / Return Rank: 2121
Overall Rank
POGAX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
POGAX Sortino Ratio Rank: 2424
Sortino Ratio Rank
POGAX Omega Ratio Rank: 2323
Omega Ratio Rank
POGAX Calmar Ratio Rank: 1818
Calmar Ratio Rank
POGAX Martin Ratio Rank: 1818
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.

PAFMX vs. POGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Retirement Advantage 2045 Fund (PAFMX) and Putnam Growth Opportunities Fund (POGAX). 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.


PAFMXPOGAXDifference

Sharpe ratio

Return per unit of total volatility

1.15

0.52

+0.63

Sortino ratio

Return per unit of downside risk

1.68

0.91

+0.77

Omega ratio

Gain probability vs. loss probability

1.25

1.13

+0.12

Calmar ratio

Return relative to maximum drawdown

1.44

0.52

+0.92

Martin ratio

Return relative to average drawdown

7.12

1.82

+5.30

PAFMX vs. POGAX - Sharpe Ratio Comparison

The current PAFMX Sharpe Ratio is 1.15, which is higher than the POGAX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of PAFMX and POGAX, 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


PAFMXPOGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.52

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.48

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.41

+0.25

Correlation

The correlation between PAFMX and POGAX is 0.88, 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

PAFMX vs. POGAX - Dividend Comparison

PAFMX's dividend yield for the trailing twelve months is around 12.26%, more than POGAX's 6.53% yield.


TTM20252024202320222021202020192018201720162015
PAFMX
Putnam Retirement Advantage 2045 Fund
12.26%11.82%5.67%2.72%12.24%15.59%1.22%0.00%0.00%0.00%0.00%0.00%
POGAX
Putnam Growth Opportunities Fund
6.53%5.68%4.58%0.49%7.80%9.08%3.29%3.83%7.98%1.89%0.01%5.70%

Drawdowns

PAFMX vs. POGAX - Drawdown Comparison

The maximum PAFMX drawdown since its inception was -29.22%, smaller than the maximum POGAX drawdown of -76.55%. Use the drawdown chart below to compare losses from any high point for PAFMX and POGAX.


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Drawdown Indicators


PAFMXPOGAXDifference

Max Drawdown

Largest peak-to-trough decline

-29.22%

-76.55%

+47.33%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

-16.42%

+6.60%

Max Drawdown (5Y)

Largest decline over 5 years

-22.63%

-34.15%

+11.52%

Max Drawdown (10Y)

Largest decline over 10 years

-34.15%

Current Drawdown

Current decline from peak

-7.22%

-16.42%

+9.20%

Average Drawdown

Average peak-to-trough decline

-5.24%

-29.19%

+23.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

4.73%

-2.74%

Volatility

PAFMX vs. POGAX - Volatility Comparison

The current volatility for Putnam Retirement Advantage 2045 Fund (PAFMX) is 3.91%, while Putnam Growth Opportunities Fund (POGAX) has a volatility of 5.57%. This indicates that PAFMX experiences smaller price fluctuations and is considered to be less risky than POGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAFMXPOGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

5.57%

-1.66%

Volatility (6M)

Calculated over the trailing 6-month period

7.46%

12.20%

-4.74%

Volatility (1Y)

Calculated over the trailing 1-year period

13.68%

22.15%

-8.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.22%

21.62%

-8.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.86%

21.12%

-5.26%