PEIYX vs. FXAIX
Compare and contrast key facts about Putnam Large Cap Value Fund (PEIYX) and Fidelity 500 Index Fund (FXAIX).
PEIYX is managed by Putnam. It was launched on Jan 10, 1998. FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988.
Performance
PEIYX vs. FXAIX - Performance Comparison
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PEIYX vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEIYX Putnam Large Cap Value Fund | 0.79% | 19.94% | 19.32% | 15.34% | -2.83% | 27.18% | 6.11% | 29.69% | -8.35% | 18.96% |
FXAIX Fidelity 500 Index Fund | -4.34% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
Returns By Period
In the year-to-date period, PEIYX achieves a 0.79% return, which is significantly higher than FXAIX's -4.34% return. Over the past 10 years, PEIYX has underperformed FXAIX with an annualized return of 13.30%, while FXAIX has yielded a comparatively higher 14.08% annualized return.
PEIYX
- 1D
- 2.06%
- 1M
- -4.24%
- YTD
- 0.79%
- 6M
- 6.48%
- 1Y
- 18.65%
- 3Y*
- 17.79%
- 5Y*
- 12.86%
- 10Y*
- 13.30%
FXAIX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.14%
- 1Y
- 17.32%
- 3Y*
- 18.30%
- 5Y*
- 11.79%
- 10Y*
- 14.08%
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PEIYX vs. FXAIX - Expense Ratio Comparison
PEIYX has a 0.65% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Return for Risk
PEIYX vs. FXAIX — Risk / Return Rank
PEIYX
FXAIX
PEIYX vs. FXAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Putnam Large Cap Value Fund (PEIYX) and Fidelity 500 Index Fund (FXAIX). 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 | FXAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 0.97 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.70 | 1.49 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.23 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 1.52 | +0.15 |
Martin ratioReturn relative to average drawdown | 7.44 | 7.30 | +0.15 |
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
| PEIYX | FXAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 0.97 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.70 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.78 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.76 | -0.25 |
Correlation
The correlation between PEIYX and FXAIX is 0.91, 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. FXAIX - Dividend Comparison
PEIYX's dividend yield for the trailing twelve months is around 5.24%, more than FXAIX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEIYX Putnam Large Cap Value Fund | 5.24% | 5.29% | 7.06% | 5.17% | 7.31% | 7.32% | 6.20% | 3.59% | 5.96% | 3.44% | 2.51% | 6.14% |
FXAIX Fidelity 500 Index Fund | 1.16% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
Drawdowns
PEIYX vs. FXAIX - Drawdown Comparison
The maximum PEIYX drawdown since its inception was -51.28%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for PEIYX and FXAIX.
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Drawdown Indicators
| PEIYX | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.28% | -33.79% | -17.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | -12.13% | +0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -15.36% | -24.50% | +9.14% |
Max Drawdown (10Y)Largest decline over 10 years | -36.05% | -33.79% | -2.26% |
Current DrawdownCurrent decline from peak | -5.27% | -6.23% | +0.96% |
Average DrawdownAverage peak-to-trough decline | -6.36% | -3.83% | -2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.53% | +0.11% |
Volatility
PEIYX vs. FXAIX - Volatility Comparison
The current volatility for Putnam Large Cap Value Fund (PEIYX) is 4.29%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 5.34%. This indicates that PEIYX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEIYX | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.29% | 5.34% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 8.21% | 9.53% | -1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.49% | 18.32% | -2.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.54% | 16.92% | -2.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 18.05% | -1.05% |