PortfoliosLab logoPortfoliosLab logo
PEQSX vs. ACTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PEQSX vs. ACTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Large Cap Value Fund Class R6 (PEQSX) and Advisors Capital Tactical Fixed Income Fund (ACTIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PEQSX vs. ACTIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PEQSX
Putnam Large Cap Value Fund Class R6
-1.25%20.49%19.41%15.45%-2.74%15.77%
ACTIX
Advisors Capital Tactical Fixed Income Fund
-1.36%6.08%3.07%5.97%-9.94%0.75%

Returns By Period

In the year-to-date period, PEQSX achieves a -1.25% return, which is significantly higher than ACTIX's -1.36% return.


PEQSX

1D
-0.13%
1M
-6.31%
YTD
-1.25%
6M
4.76%
1Y
16.21%
3Y*
17.23%
5Y*
12.79%
10Y*
13.22%

ACTIX

1D
0.43%
1M
-2.39%
YTD
-1.36%
6M
-0.92%
1Y
3.08%
3Y*
3.94%
5Y*
0.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PEQSX vs. ACTIX - Expense Ratio Comparison

PEQSX has a 0.54% expense ratio, which is lower than ACTIX's 2.09% expense ratio.


Return for Risk

PEQSX vs. ACTIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PEQSX
PEQSX Risk / Return Rank: 6363
Overall Rank
PEQSX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PEQSX Sortino Ratio Rank: 6464
Sortino Ratio Rank
PEQSX Omega Ratio Rank: 6666
Omega Ratio Rank
PEQSX Calmar Ratio Rank: 5858
Calmar Ratio Rank
PEQSX Martin Ratio Rank: 6464
Martin Ratio Rank

ACTIX
ACTIX Risk / Return Rank: 3232
Overall Rank
ACTIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
ACTIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
ACTIX Omega Ratio Rank: 2525
Omega Ratio Rank
ACTIX Calmar Ratio Rank: 4343
Calmar Ratio Rank
ACTIX Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PEQSX vs. ACTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Large Cap Value Fund Class R6 (PEQSX) and Advisors Capital Tactical Fixed Income Fund (ACTIX). 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.


PEQSXACTIXDifference

Sharpe ratio

Return per unit of total volatility

1.13

0.69

+0.44

Sortino ratio

Return per unit of downside risk

1.60

0.97

+0.63

Omega ratio

Gain probability vs. loss probability

1.24

1.14

+0.11

Calmar ratio

Return relative to maximum drawdown

1.34

1.11

+0.23

Martin ratio

Return relative to average drawdown

6.04

4.03

+2.02

PEQSX vs. ACTIX - Sharpe Ratio Comparison

The current PEQSX Sharpe Ratio is 1.13, which is higher than the ACTIX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of PEQSX and ACTIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PEQSXACTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

0.69

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.00

+0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.00

+0.80

Correlation

The correlation between PEQSX and ACTIX is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PEQSX vs. ACTIX - Dividend Comparison

PEQSX's dividend yield for the trailing twelve months is around 5.41%, more than ACTIX's 3.13% yield.


TTM20252024202320222021202020192018201720162015
PEQSX
Putnam Large Cap Value Fund Class R6
5.41%5.69%7.14%5.26%7.40%7.40%6.30%3.66%6.08%3.56%2.66%6.31%
ACTIX
Advisors Capital Tactical Fixed Income Fund
3.13%3.09%3.18%2.44%1.10%0.45%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PEQSX vs. ACTIX - Drawdown Comparison

The maximum PEQSX drawdown since its inception was -36.04%, smaller than the maximum ACTIX drawdown of -96.41%. Use the drawdown chart below to compare losses from any high point for PEQSX and ACTIX.


Loading graphics...

Drawdown Indicators


PEQSXACTIXDifference

Max Drawdown

Largest peak-to-trough decline

-36.04%

-96.41%

+60.37%

Max Drawdown (1Y)

Largest decline over 1 year

-11.76%

-3.07%

-8.69%

Max Drawdown (5Y)

Largest decline over 5 years

-15.18%

-96.41%

+81.23%

Max Drawdown (10Y)

Largest decline over 10 years

-36.04%

Current Drawdown

Current decline from peak

-7.18%

-96.20%

+89.02%

Average Drawdown

Average peak-to-trough decline

-3.24%

-27.55%

+24.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

0.85%

+1.77%

Volatility

PEQSX vs. ACTIX - Volatility Comparison

Putnam Large Cap Value Fund Class R6 (PEQSX) has a higher volatility of 3.62% compared to Advisors Capital Tactical Fixed Income Fund (ACTIX) at 1.82%. This indicates that PEQSX's price experiences larger fluctuations and is considered to be riskier than ACTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PEQSXACTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

1.82%

+1.80%

Volatility (6M)

Calculated over the trailing 6-month period

7.98%

2.51%

+5.47%

Volatility (1Y)

Calculated over the trailing 1-year period

15.38%

4.68%

+10.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.51%

1,202.55%

-1,188.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.99%

1,201.12%

-1,184.13%