PEIYX vs. SEEGX

In the year-to-date period, PEIYX achieves a 3.31% return, which is significantly higher than SEEGX's 0.19% return. Over the past 10 years, PEIYX has underperformed SEEGX with an annualized return of 11.07%, while SEEGX has yielded a comparatively higher 16.66% annualized return.

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PEIYX has a 0.65% expense ratio, which is lower than SEEGX's 0.69% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Putnam Large Cap Value Fund (PEIYX) and JPMorgan Large Cap Growth Fund (SEEGX). 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 comparable to the SEEGX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of PEIYX and SEEGX, 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 SEEGX's 1.00% yield.

The maximum PEIYX drawdown since its inception was -50.59%, smaller than the maximum SEEGX drawdown of -63.03%. Use the drawdown chart below to compare losses from any high point for PEIYX and SEEGX.

Putnam Large Cap Value Fund (PEIYX) and JPMorgan Large Cap Growth Fund (SEEGX) have volatilities of 4.57% and 4.76%, 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.