PEQSX vs. FNDX
Compare and contrast key facts about Putnam Large Cap Value Fund Class R6 (PEQSX) and Schwab Fundamental U.S. Large Company Index ETF (FNDX).
PEQSX is a passively managed fund by Putnam that tracks the performance of the . It was launched on Jul 2, 2012. FNDX is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental U.S. Large Company Index. It was launched on Aug 15, 2013.
Performance
PEQSX vs. FNDX - Performance Comparison
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PEQSX vs. FNDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEQSX Putnam Large Cap Value Fund Class R6 | 0.81% | 20.49% | 19.41% | 15.45% | -2.74% | 27.33% | 6.23% | 29.79% | -8.29% | 19.15% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 2.98% | 16.94% | 16.77% | 18.23% | -6.92% | 31.73% | 9.12% | 28.65% | -7.30% | 17.12% |
Returns By Period
In the year-to-date period, PEQSX achieves a 0.81% return, which is significantly lower than FNDX's 2.98% return. Both investments have delivered pretty close results over the past 10 years, with PEQSX having a 13.46% annualized return and FNDX not far behind at 13.29%.
PEQSX
- 1D
- 2.09%
- 1M
- -4.21%
- YTD
- 0.81%
- 6M
- 6.51%
- 1Y
- 18.74%
- 3Y*
- 18.04%
- 5Y*
- 13.05%
- 10Y*
- 13.46%
FNDX
- 1D
- 0.22%
- 1M
- -3.37%
- YTD
- 2.98%
- 6M
- 6.54%
- 1Y
- 20.25%
- 3Y*
- 17.20%
- 5Y*
- 12.04%
- 10Y*
- 13.29%
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PEQSX vs. FNDX - Expense Ratio Comparison
PEQSX has a 0.54% expense ratio, which is higher than FNDX's 0.25% expense ratio.
Return for Risk
PEQSX vs. FNDX — Risk / Return Rank
PEQSX
FNDX
PEQSX vs. FNDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Putnam Large Cap Value Fund Class R6 (PEQSX) and Schwab Fundamental U.S. Large Company Index ETF (FNDX). 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 | FNDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 1.26 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.71 | 1.82 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.28 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 1.65 | +0.02 |
Martin ratioReturn relative to average drawdown | 7.48 | 7.91 | -0.43 |
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 | FNDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 1.26 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.79 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.76 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.74 | +0.07 |
Correlation
The correlation between PEQSX and FNDX is 0.96, 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. FNDX - Dividend Comparison
PEQSX's dividend yield for the trailing twelve months is around 5.30%, more than FNDX's 1.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEQSX Putnam Large Cap Value Fund Class R6 | 5.30% | 5.69% | 7.14% | 5.26% | 7.40% | 7.40% | 6.30% | 3.66% | 6.08% | 3.56% | 2.66% | 6.31% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 1.61% | 1.63% | 1.76% | 1.82% | 2.07% | 1.64% | 2.29% | 2.23% | 2.40% | 1.86% | 2.01% | 2.01% |
Drawdowns
PEQSX vs. FNDX - Drawdown Comparison
The maximum PEQSX drawdown since its inception was -36.04%, roughly equal to the maximum FNDX drawdown of -37.72%. Use the drawdown chart below to compare losses from any high point for PEQSX and FNDX.
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Drawdown Indicators
| PEQSX | FNDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.04% | -37.72% | +1.68% |
Max Drawdown (1Y)Largest decline over 1 year | -11.76% | -12.25% | +0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -15.18% | -19.06% | +3.88% |
Max Drawdown (10Y)Largest decline over 10 years | -36.04% | -37.72% | +1.68% |
Current DrawdownCurrent decline from peak | -5.24% | -4.00% | -1.24% |
Average DrawdownAverage peak-to-trough decline | -3.24% | -3.59% | +0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.56% | +0.08% |
Volatility
PEQSX vs. FNDX - Volatility Comparison
Putnam Large Cap Value Fund Class R6 (PEQSX) has a higher volatility of 4.33% compared to Schwab Fundamental U.S. Large Company Index ETF (FNDX) at 3.84%. This indicates that PEQSX's price experiences larger fluctuations and is considered to be riskier than FNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEQSX | FNDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 3.84% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 8.24% | 8.06% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.49% | 16.18% | -0.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.53% | 15.26% | -0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 17.51% | -0.51% |