PDINX vs. PGOYX
Compare and contrast key facts about Putnam Diversified Income Trust (PDINX) and Putnam Large Cap Growth Y (PGOYX).
PDINX is managed by Putnam. It was launched on Oct 2, 1988. PGOYX is managed by Putnam. It was launched on Aug 27, 1999.
Performance
PDINX vs. PGOYX - Performance Comparison
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PDINX vs. PGOYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PDINX Putnam Diversified Income Trust | -0.07% | 7.48% | 5.92% | 4.55% | -4.00% | -6.94% | -0.25% | 12.27% | -1.38% | 6.53% |
PGOYX Putnam Large Cap Growth Y | -9.67% | 14.56% | 33.58% | 44.57% | -30.25% | 22.95% | 38.79% | 36.76% | 2.58% | 31.29% |
Returns By Period
In the year-to-date period, PDINX achieves a -0.07% return, which is significantly higher than PGOYX's -9.67% return. Over the past 10 years, PDINX has underperformed PGOYX with an annualized return of 3.26%, while PGOYX has yielded a comparatively higher 16.81% annualized return.
PDINX
- 1D
- 0.20%
- 1M
- -1.37%
- YTD
- -0.07%
- 6M
- -0.26%
- 1Y
- 4.59%
- 3Y*
- 5.91%
- 5Y*
- 1.11%
- 10Y*
- 3.26%
PGOYX
- 1D
- 3.70%
- 1M
- -5.89%
- YTD
- -9.67%
- 6M
- -9.44%
- 1Y
- 14.92%
- 3Y*
- 20.52%
- 5Y*
- 11.05%
- 10Y*
- 16.81%
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PDINX vs. PGOYX - Expense Ratio Comparison
PDINX has a 1.01% expense ratio, which is higher than PGOYX's 0.65% expense ratio.
Return for Risk
PDINX vs. PGOYX — Risk / Return Rank
PDINX
PGOYX
PDINX vs. PGOYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Putnam Diversified Income Trust (PDINX) and Putnam Large Cap Growth Y (PGOYX). 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.
| PDINX | PGOYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.68 | 0.71 | +0.97 |
Sortino ratioReturn per unit of downside risk | 2.50 | 1.18 | +1.32 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.17 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.67 | 0.98 | +1.69 |
Martin ratioReturn relative to average drawdown | 10.06 | 3.34 | +6.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PDINX | PGOYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 0.71 | +0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.51 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.80 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.32 | +0.57 |
Correlation
The correlation between PDINX and PGOYX is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PDINX vs. PGOYX - Dividend Comparison
PDINX's dividend yield for the trailing twelve months is around 4.11%, less than PGOYX's 5.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PDINX Putnam Diversified Income Trust | 4.11% | 5.17% | 18.88% | 6.35% | 4.59% | 3.71% | 3.75% | 4.17% | 5.35% | 5.61% | 5.35% | 4.89% |
PGOYX Putnam Large Cap Growth Y | 5.79% | 5.23% | 4.25% | 0.46% | 7.30% | 8.55% | 3.12% | 3.65% | 7.92% | 2.05% | 0.02% | 5.78% |
Drawdowns
PDINX vs. PGOYX - Drawdown Comparison
The maximum PDINX drawdown since its inception was -43.44%, smaller than the maximum PGOYX drawdown of -76.03%. Use the drawdown chart below to compare losses from any high point for PDINX and PGOYX.
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Drawdown Indicators
| PDINX | PGOYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.44% | -76.03% | +32.59% |
Max Drawdown (1Y)Largest decline over 1 year | -1.96% | -16.34% | +14.38% |
Max Drawdown (5Y)Largest decline over 5 years | -14.57% | -34.01% | +19.44% |
Max Drawdown (10Y)Largest decline over 10 years | -18.27% | -34.01% | +15.74% |
Current DrawdownCurrent decline from peak | -4.10% | -13.24% | +9.14% |
Average DrawdownAverage peak-to-trough decline | -3.55% | -31.72% | +28.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.52% | 4.78% | -4.26% |
Volatility
PDINX vs. PGOYX - Volatility Comparison
The current volatility for Putnam Diversified Income Trust (PDINX) is 1.13%, while Putnam Large Cap Growth Y (PGOYX) has a volatility of 6.88%. This indicates that PDINX experiences smaller price fluctuations and is considered to be less risky than PGOYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PDINX | PGOYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 6.88% | -5.75% |
Volatility (6M)Calculated over the trailing 6-month period | 1.97% | 12.72% | -10.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.00% | 22.41% | -19.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.07% | 21.68% | -13.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.70% | 21.15% | -14.45% |