PEQSX vs. FXAIX
Compare and contrast key facts about Putnam Large Cap Value Fund Class R6 (PEQSX) and Fidelity 500 Index Fund (FXAIX).
PEQSX is a passively managed fund by Putnam that tracks the performance of the . It was launched on Jul 2, 2012. FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988.
Performance
PEQSX vs. FXAIX - Performance Comparison
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PEQSX vs. FXAIX - 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% |
FXAIX Fidelity 500 Index Fund | -4.34% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
Returns By Period
In the year-to-date period, PEQSX achieves a 0.81% return, which is significantly higher than FXAIX's -4.34% return. Both investments have delivered pretty close results over the past 10 years, with PEQSX having a 13.46% annualized return and FXAIX not far ahead at 14.08%.
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%
FXAIX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.14%
- 1Y
- 17.32%
- 3Y*
- 18.30%
- 5Y*
- 11.79%
- 10Y*
- 14.08%
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PEQSX vs. FXAIX - Expense Ratio Comparison
PEQSX has a 0.54% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Return for Risk
PEQSX vs. FXAIX — Risk / Return Rank
PEQSX
FXAIX
PEQSX vs. FXAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Putnam Large Cap Value Fund Class R6 (PEQSX) and Fidelity 500 Index Fund (FXAIX). 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 | FXAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.97 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.71 | 1.49 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.23 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 1.52 | +0.16 |
Martin ratioReturn relative to average drawdown | 7.48 | 7.30 | +0.18 |
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 | FXAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 0.97 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.70 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.78 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.76 | +0.05 |
Correlation
The correlation between PEQSX and FXAIX is 0.90, 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. FXAIX - Dividend Comparison
PEQSX's dividend yield for the trailing twelve months is around 5.30%, more than FXAIX's 1.16% 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% |
FXAIX Fidelity 500 Index Fund | 1.16% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
Drawdowns
PEQSX vs. FXAIX - Drawdown Comparison
The maximum PEQSX drawdown since its inception was -36.04%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for PEQSX and FXAIX.
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Drawdown Indicators
| PEQSX | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.04% | -33.79% | -2.25% |
Max Drawdown (1Y)Largest decline over 1 year | -11.76% | -12.13% | +0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -15.18% | -24.50% | +9.32% |
Max Drawdown (10Y)Largest decline over 10 years | -36.04% | -33.79% | -2.25% |
Current DrawdownCurrent decline from peak | -5.24% | -6.23% | +0.99% |
Average DrawdownAverage peak-to-trough decline | -3.24% | -3.83% | +0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.53% | +0.11% |
Volatility
PEQSX vs. FXAIX - Volatility Comparison
The current volatility for Putnam Large Cap Value Fund Class R6 (PEQSX) is 4.33%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 5.34%. This indicates that PEQSX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEQSX | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 5.34% | -1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 8.24% | 9.53% | -1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.49% | 18.32% | -2.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.53% | 16.92% | -2.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 18.05% | -1.05% |