PEIYX vs. CGDV

In the year-to-date period, PEIYX achieves a 3.31% return, which is significantly lower than CGDV's 5.57% return.

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PEIYX has a 0.65% expense ratio, which is higher than CGDV's 0.33% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Putnam Large Cap Value Fund (PEIYX) and Capital Group Dividend Value ETF (CGDV). 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 current PEIYX Sharpe Ratio is 0.61, which is lower than the CGDV Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of PEIYX and CGDV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PEIYX's dividend yield for the trailing twelve months is around 6.92%, more than CGDV's 1.54% yield.

The maximum PEIYX drawdown since its inception was -50.59%, which is greater than CGDV's maximum drawdown of -21.81%. Use the drawdown chart below to compare losses from any high point for PEIYX and CGDV.

Putnam Large Cap Value Fund (PEIYX) and Capital Group Dividend Value ETF (CGDV) have volatilities of 4.57% and 4.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.