PEIYX vs. PGOYX
Compare and contrast key facts about Putnam Large Cap Value Fund (PEIYX) and Putnam Large Cap Growth Y (PGOYX).
PEIYX is managed by Putnam. It was launched on Jan 10, 1998. PGOYX is managed by Putnam. It was launched on Aug 27, 1999.
Performance
PEIYX vs. PGOYX - Performance Comparison
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PEIYX vs. PGOYX - 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% |
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, PEIYX achieves a 0.79% return, which is significantly higher than PGOYX's -9.67% return. Over the past 10 years, PEIYX has underperformed PGOYX with an annualized return of 13.30%, while PGOYX has yielded a comparatively higher 16.81% 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%
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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PEIYX vs. PGOYX - Expense Ratio Comparison
Both PEIYX and PGOYX have an expense ratio of 0.65%.
Return for Risk
PEIYX vs. PGOYX — Risk / Return Rank
PEIYX
PGOYX
PEIYX vs. PGOYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Putnam Large Cap Value Fund (PEIYX) 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.
| PEIYX | PGOYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 0.71 | +0.49 |
Sortino ratioReturn per unit of downside risk | 1.70 | 1.18 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.17 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 0.98 | +0.69 |
Martin ratioReturn relative to average drawdown | 7.44 | 3.34 | +4.10 |
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 | PGOYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 0.71 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.51 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.80 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.32 | +0.20 |
Correlation
The correlation between PEIYX and PGOYX is 0.79, 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. PGOYX - Dividend Comparison
PEIYX's dividend yield for the trailing twelve months is around 5.24%, less than PGOYX's 5.79% 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% |
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
PEIYX vs. PGOYX - Drawdown Comparison
The maximum PEIYX drawdown since its inception was -51.28%, smaller than the maximum PGOYX drawdown of -76.03%. Use the drawdown chart below to compare losses from any high point for PEIYX and PGOYX.
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Drawdown Indicators
| PEIYX | PGOYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.28% | -76.03% | +24.75% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | -16.34% | +4.57% |
Max Drawdown (5Y)Largest decline over 5 years | -15.36% | -34.01% | +18.65% |
Max Drawdown (10Y)Largest decline over 10 years | -36.05% | -34.01% | -2.04% |
Current DrawdownCurrent decline from peak | -5.27% | -13.24% | +7.97% |
Average DrawdownAverage peak-to-trough decline | -6.36% | -31.72% | +25.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 4.78% | -2.14% |
Volatility
PEIYX vs. PGOYX - Volatility Comparison
The current volatility for Putnam Large Cap Value Fund (PEIYX) is 4.29%, while Putnam Large Cap Growth Y (PGOYX) has a volatility of 6.88%. This indicates that PEIYX 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
| PEIYX | PGOYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.29% | 6.88% | -2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 8.21% | 12.72% | -4.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.49% | 22.41% | -6.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.54% | 21.68% | -7.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 21.15% | -4.15% |