PEQSX vs. DFIVX
Compare and contrast key facts about Putnam Large Cap Value Fund Class R6 (PEQSX) and DFA International Value Portfolio (DFIVX).
PEQSX is a passively managed fund by Putnam that tracks the performance of the . It was launched on Jul 2, 2012. DFIVX is managed by Dimensional. It was launched on Feb 14, 1994.
Performance
PEQSX vs. DFIVX - Performance Comparison
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PEQSX vs. DFIVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEQSX Putnam Large Cap Value Fund Class R6 | -1.25% | 20.49% | 19.41% | 15.45% | -2.74% | 27.33% | 6.23% | 29.79% | -8.29% | 19.15% |
DFIVX DFA International Value Portfolio | 2.99% | 45.24% | 6.87% | 17.83% | -3.51% | 18.57% | -2.13% | 15.68% | -17.49% | 26.08% |
Returns By Period
In the year-to-date period, PEQSX achieves a -1.25% return, which is significantly lower than DFIVX's 2.99% return. Over the past 10 years, PEQSX has outperformed DFIVX with an annualized return of 13.22%, while DFIVX has yielded a comparatively lower 11.29% annualized 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%
DFIVX
- 1D
- 0.26%
- 1M
- -8.38%
- YTD
- 2.99%
- 6M
- 11.70%
- 1Y
- 34.52%
- 3Y*
- 21.08%
- 5Y*
- 14.04%
- 10Y*
- 11.29%
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PEQSX vs. DFIVX - Expense Ratio Comparison
PEQSX has a 0.54% expense ratio, which is higher than DFIVX's 0.30% expense ratio.
Return for Risk
PEQSX vs. DFIVX — Risk / Return Rank
PEQSX
DFIVX
PEQSX vs. DFIVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Putnam Large Cap Value Fund Class R6 (PEQSX) and DFA International Value Portfolio (DFIVX). 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.
| PEQSX | DFIVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 2.03 | -0.90 |
Sortino ratioReturn per unit of downside risk | 1.60 | 2.59 | -0.99 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.40 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 2.56 | -1.21 |
Martin ratioReturn relative to average drawdown | 6.04 | 11.62 | -5.58 |
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
| PEQSX | DFIVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 2.03 | -0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.87 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.63 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.38 | +0.43 |
Correlation
The correlation between PEQSX and DFIVX 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
PEQSX vs. DFIVX - Dividend Comparison
PEQSX's dividend yield for the trailing twelve months is around 5.41%, more than DFIVX's 4.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFIVX DFA International Value Portfolio | 4.09% | 4.21% | 3.94% | 4.40% | 3.78% | 4.37% | 2.42% | 3.70% | 6.60% | 2.85% | 3.36% | 3.45% |
Drawdowns
PEQSX vs. DFIVX - Drawdown Comparison
The maximum PEQSX drawdown since its inception was -36.04%, smaller than the maximum DFIVX drawdown of -66.61%. Use the drawdown chart below to compare losses from any high point for PEQSX and DFIVX.
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Drawdown Indicators
| PEQSX | DFIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.04% | -66.61% | +30.57% |
Max Drawdown (1Y)Largest decline over 1 year | -11.76% | -11.99% | +0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -15.18% | -25.29% | +10.11% |
Max Drawdown (10Y)Largest decline over 10 years | -36.04% | -48.11% | +12.07% |
Current DrawdownCurrent decline from peak | -7.18% | -8.44% | +1.26% |
Average DrawdownAverage peak-to-trough decline | -3.24% | -12.30% | +9.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.75% | -0.13% |
Volatility
PEQSX vs. DFIVX - Volatility Comparison
The current volatility for Putnam Large Cap Value Fund Class R6 (PEQSX) is 3.62%, while DFA International Value Portfolio (DFIVX) has a volatility of 6.28%. This indicates that PEQSX experiences smaller price fluctuations and is considered to be less risky than DFIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEQSX | DFIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.62% | 6.28% | -2.66% |
Volatility (6M)Calculated over the trailing 6-month period | 7.98% | 10.36% | -2.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.38% | 16.49% | -1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.51% | 16.24% | -1.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.99% | 18.06% | -1.07% |