PEIYX vs. DODFX
Compare and contrast key facts about Putnam Large Cap Value Fund (PEIYX) and Dodge & Cox International Stock Fund (DODFX).
PEIYX is managed by Putnam. It was launched on Jan 10, 1998. DODFX is managed by Dodge & Cox.
Performance
PEIYX vs. DODFX - Performance Comparison
Loading graphics...
PEIYX vs. DODFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEIYX Putnam Large Cap Value Fund | 1.07% | 19.94% | 19.32% | 15.34% | -2.83% | 27.18% | 6.11% | 29.69% | -8.35% | 18.96% |
DODFX Dodge & Cox International Stock Fund | 2.00% | 38.77% | 3.74% | 16.70% | -6.78% | 10.99% | 5.15% | 22.79% | -18.01% | 23.95% |
Returns By Period
In the year-to-date period, PEIYX achieves a 1.07% return, which is significantly lower than DODFX's 2.00% return. Over the past 10 years, PEIYX has outperformed DODFX with an annualized return of 13.33%, while DODFX has yielded a comparatively lower 10.23% annualized return.
PEIYX
- 1D
- 0.28%
- 1M
- -3.03%
- YTD
- 1.07%
- 6M
- 6.99%
- 1Y
- 18.24%
- 3Y*
- 17.90%
- 5Y*
- 12.93%
- 10Y*
- 13.33%
DODFX
- 1D
- 1.27%
- 1M
- -2.16%
- YTD
- 2.00%
- 6M
- 6.79%
- 1Y
- 28.45%
- 3Y*
- 17.31%
- 5Y*
- 10.42%
- 10Y*
- 10.23%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PEIYX vs. DODFX - Expense Ratio Comparison
PEIYX has a 0.65% expense ratio, which is higher than DODFX's 0.62% expense ratio.
Return for Risk
PEIYX vs. DODFX — Risk / Return Rank
PEIYX
DODFX
PEIYX vs. DODFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Putnam Large Cap Value Fund (PEIYX) and Dodge & Cox International Stock Fund (DODFX). 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.
| PEIYX | DODFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.23 | 1.89 | -0.66 |
Sortino ratioReturn per unit of downside risk | 1.74 | 2.42 | -0.69 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.38 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 2.54 | -0.94 |
Martin ratioReturn relative to average drawdown | 7.10 | 9.52 | -2.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PEIYX | DODFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 1.89 | -0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.66 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.56 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.39 | +0.12 |
Correlation
The correlation between PEIYX and DODFX is 0.76, 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
PEIYX vs. DODFX - Dividend Comparison
PEIYX's dividend yield for the trailing twelve months is around 5.23%, more than DODFX's 4.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEIYX Putnam Large Cap Value Fund | 5.23% | 5.29% | 7.06% | 5.17% | 7.31% | 7.32% | 6.20% | 3.59% | 5.96% | 3.44% | 2.51% | 6.14% |
DODFX Dodge & Cox International Stock Fund | 4.96% | 5.05% | 2.25% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% |
Drawdowns
PEIYX vs. DODFX - Drawdown Comparison
The maximum PEIYX drawdown since its inception was -51.28%, smaller than the maximum DODFX drawdown of -63.23%. Use the drawdown chart below to compare losses from any high point for PEIYX and DODFX.
Loading graphics...
Drawdown Indicators
| PEIYX | DODFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.28% | -63.23% | +11.95% |
Max Drawdown (1Y)Largest decline over 1 year | -7.99% | -11.14% | +3.15% |
Max Drawdown (5Y)Largest decline over 5 years | -15.36% | -24.52% | +9.16% |
Max Drawdown (10Y)Largest decline over 10 years | -36.05% | -44.61% | +8.56% |
Current DrawdownCurrent decline from peak | -5.00% | -7.44% | +2.44% |
Average DrawdownAverage peak-to-trough decline | -6.36% | -11.72% | +5.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 3.05% | -0.39% |
Volatility
PEIYX vs. DODFX - Volatility Comparison
The current volatility for Putnam Large Cap Value Fund (PEIYX) is 4.24%, while Dodge & Cox International Stock Fund (DODFX) has a volatility of 6.23%. This indicates that PEIYX experiences smaller price fluctuations and is considered to be less risky than DODFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PEIYX | DODFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 6.23% | -1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 8.21% | 10.08% | -1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.47% | 15.18% | +0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.54% | 15.82% | -1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 18.25% | -1.25% |