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PEQSX vs. PEQUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PEQSX vs. PEQUX - Performance Comparison

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

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PEQSX vs. PEQUX - 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%
PEQUX
Putnam Focused International Equity Fund
-1.13%36.14%3.56%19.05%-18.17%10.46%10.12%26.66%-12.63%28.08%

Returns By Period

In the year-to-date period, PEQSX achieves a 0.81% return, which is significantly higher than PEQUX's -1.13% return. Over the past 10 years, PEQSX has outperformed PEQUX with an annualized return of 13.46%, while PEQUX has yielded a comparatively lower 9.43% 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%

PEQUX

1D
3.33%
1M
-7.57%
YTD
-1.13%
6M
3.38%
1Y
27.18%
3Y*
14.71%
5Y*
7.09%
10Y*
9.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PEQSX vs. PEQUX - Expense Ratio Comparison

PEQSX has a 0.54% expense ratio, which is lower than PEQUX's 1.07% expense ratio.


Return for Risk

PEQSX vs. PEQUX — 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

PEQUX
PEQUX Risk / Return Rank: 8585
Overall Rank
PEQUX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PEQUX Sortino Ratio Rank: 8484
Sortino Ratio Rank
PEQUX Omega Ratio Rank: 8181
Omega Ratio Rank
PEQUX Calmar Ratio Rank: 8585
Calmar Ratio Rank
PEQUX Martin Ratio Rank: 8989
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. PEQUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Large Cap Value Fund Class R6 (PEQSX) and Putnam Focused International Equity Fund (PEQUX). 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.


PEQSXPEQUXDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.68

-0.47

Sortino ratio

Return per unit of downside risk

1.71

2.29

-0.58

Omega ratio

Gain probability vs. loss probability

1.26

1.33

-0.07

Calmar ratio

Return relative to maximum drawdown

1.68

2.26

-0.58

Martin ratio

Return relative to average drawdown

7.48

10.40

-2.92

PEQSX vs. PEQUX - Sharpe Ratio Comparison

The current PEQSX Sharpe Ratio is 1.21, which is comparable to the PEQUX Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of PEQSX and PEQUX, 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


PEQSXPEQUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.68

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.45

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.56

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.14

+0.67

Correlation

The correlation between PEQSX and PEQUX is 0.82, 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. PEQUX - Dividend Comparison

PEQSX's dividend yield for the trailing twelve months is around 5.30%, less than PEQUX's 7.04% 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%
PEQUX
Putnam Focused International Equity Fund
7.04%6.96%3.75%1.01%2.79%34.47%0.53%0.05%0.00%0.35%1.59%0.56%

Drawdowns

PEQSX vs. PEQUX - Drawdown Comparison

The maximum PEQSX drawdown since its inception was -36.04%, smaller than the maximum PEQUX drawdown of -83.68%. Use the drawdown chart below to compare losses from any high point for PEQSX and PEQUX.


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Drawdown Indicators


PEQSXPEQUXDifference

Max Drawdown

Largest peak-to-trough decline

-36.04%

-83.68%

+47.64%

Max Drawdown (1Y)

Largest decline over 1 year

-11.76%

-11.80%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-15.18%

-33.42%

+18.24%

Max Drawdown (10Y)

Largest decline over 10 years

-36.04%

-35.75%

-0.29%

Current Drawdown

Current decline from peak

-5.24%

-8.86%

+3.62%

Average Drawdown

Average peak-to-trough decline

-3.24%

-34.09%

+30.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.57%

+0.07%

Volatility

PEQSX vs. PEQUX - Volatility Comparison

The current volatility for Putnam Large Cap Value Fund Class R6 (PEQSX) is 4.33%, while Putnam Focused International Equity Fund (PEQUX) has a volatility of 8.18%. This indicates that PEQSX experiences smaller price fluctuations and is considered to be less risky than PEQUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PEQSXPEQUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

8.18%

-3.85%

Volatility (6M)

Calculated over the trailing 6-month period

8.24%

11.91%

-3.67%

Volatility (1Y)

Calculated over the trailing 1-year period

15.49%

16.43%

-0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.53%

15.76%

-1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.00%

16.90%

+0.10%