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PEQSX vs. HHDVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PEQSX vs. HHDVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Large Cap Value Fund Class R6 (PEQSX) and Hamlin High Dividend Equity Fund (HHDVX). The values are adjusted to include any dividend payments, if applicable.

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PEQSX vs. HHDVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
HHDVX
Hamlin High Dividend Equity Fund
0.61%7.83%23.92%13.34%-4.85%30.88%4.39%21.84%-7.91%13.55%

Returns By Period

In the year-to-date period, PEQSX achieves a 0.81% return, which is significantly higher than HHDVX's 0.61% return. Over the past 10 years, PEQSX has outperformed HHDVX with an annualized return of 13.46%, while HHDVX has yielded a comparatively lower 10.65% annualized return.


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%

HHDVX

1D
1.15%
1M
-5.71%
YTD
0.61%
6M
1.03%
1Y
7.96%
3Y*
14.04%
5Y*
10.85%
10Y*
10.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PEQSX vs. HHDVX - Expense Ratio Comparison

PEQSX has a 0.54% expense ratio, which is lower than HHDVX's 1.15% expense ratio.


Return for Risk

PEQSX vs. HHDVX — Risk / Return Rank

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

PEQSX
PEQSX Risk / Return Rank: 6969
Overall Rank
PEQSX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
PEQSX Sortino Ratio Rank: 6666
Sortino Ratio Rank
PEQSX Omega Ratio Rank: 6767
Omega Ratio Rank
PEQSX Calmar Ratio Rank: 7070
Calmar Ratio Rank
PEQSX Martin Ratio Rank: 7575
Martin Ratio Rank

HHDVX
HHDVX Risk / Return Rank: 2020
Overall Rank
HHDVX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
HHDVX Sortino Ratio Rank: 1717
Sortino Ratio Rank
HHDVX Omega Ratio Rank: 1717
Omega Ratio Rank
HHDVX Calmar Ratio Rank: 2424
Calmar Ratio Rank
HHDVX Martin Ratio Rank: 2727
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. HHDVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Large Cap Value Fund Class R6 (PEQSX) and Hamlin High Dividend Equity Fund (HHDVX). 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.


PEQSXHHDVXDifference

Sharpe ratio

Return per unit of total volatility

1.21

0.53

+0.68

Sortino ratio

Return per unit of downside risk

1.71

0.85

+0.86

Omega ratio

Gain probability vs. loss probability

1.26

1.12

+0.14

Calmar ratio

Return relative to maximum drawdown

1.68

0.81

+0.87

Martin ratio

Return relative to average drawdown

7.48

3.28

+4.20

PEQSX vs. HHDVX - Sharpe Ratio Comparison

The current PEQSX Sharpe Ratio is 1.21, which is higher than the HHDVX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of PEQSX and HHDVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PEQSXHHDVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

0.53

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.75

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.65

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.69

+0.13

Correlation

The correlation between PEQSX and HHDVX is 0.91, 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. HHDVX - Dividend Comparison

PEQSX's dividend yield for the trailing twelve months is around 5.30%, more than HHDVX's 4.26% yield.


TTM20252024202320222021202020192018201720162015
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%
HHDVX
Hamlin High Dividend Equity Fund
4.26%4.28%9.40%1.84%2.88%4.11%2.99%2.52%8.93%1.76%2.36%2.57%

Drawdowns

PEQSX vs. HHDVX - Drawdown Comparison

The maximum PEQSX drawdown since its inception was -36.04%, roughly equal to the maximum HHDVX drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for PEQSX and HHDVX.


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Drawdown Indicators


PEQSXHHDVXDifference

Max Drawdown

Largest peak-to-trough decline

-36.04%

-36.13%

+0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-11.76%

-11.25%

-0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-15.18%

-16.67%

+1.49%

Max Drawdown (10Y)

Largest decline over 10 years

-36.04%

-36.13%

+0.09%

Current Drawdown

Current decline from peak

-5.24%

-6.01%

+0.77%

Average Drawdown

Average peak-to-trough decline

-3.24%

-3.66%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.78%

-0.14%

Volatility

PEQSX vs. HHDVX - Volatility Comparison

Putnam Large Cap Value Fund Class R6 (PEQSX) has a higher volatility of 4.33% compared to Hamlin High Dividend Equity Fund (HHDVX) at 3.47%. This indicates that PEQSX's price experiences larger fluctuations and is considered to be riskier than HHDVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PEQSXHHDVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

3.47%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

8.24%

7.44%

+0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

15.49%

14.79%

+0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.53%

14.48%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.00%

16.52%

+0.48%