PEQSX vs. SCHY
Compare and contrast key facts about Putnam Large Cap Value Fund Class R6 (PEQSX) and Schwab International Dividend Equity ETF (SCHY).
PEQSX is a passively managed fund by Putnam that tracks the performance of the . It was launched on Jul 2, 2012. SCHY is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones International Dividend 100 Index. It was launched on Apr 29, 2021.
Performance
PEQSX vs. SCHY - Performance Comparison
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PEQSX vs. SCHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PEQSX Putnam Large Cap Value Fund Class R6 | 0.81% | 20.49% | 19.41% | 15.45% | -2.74% | 9.67% |
SCHY Schwab International Dividend Equity ETF | 7.07% | 33.98% | -1.79% | 14.27% | -9.43% | 4.08% |
Returns By Period
In the year-to-date period, PEQSX achieves a 0.81% return, which is significantly lower than SCHY's 7.07% 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%
SCHY
- 1D
- 0.25%
- 1M
- -4.32%
- YTD
- 7.07%
- 6M
- 14.73%
- 1Y
- 29.70%
- 3Y*
- 15.16%
- 5Y*
- —
- 10Y*
- —
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PEQSX vs. SCHY - Expense Ratio Comparison
PEQSX has a 0.54% expense ratio, which is higher than SCHY's 0.14% expense ratio.
Return for Risk
PEQSX vs. SCHY — Risk / Return Rank
PEQSX
SCHY
PEQSX vs. SCHY - 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 International Dividend Equity ETF (SCHY). 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 | SCHY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 2.14 | -0.93 |
Sortino ratioReturn per unit of downside risk | 1.71 | 2.83 | -1.12 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.41 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 3.29 | -1.61 |
Martin ratioReturn relative to average drawdown | 7.48 | 12.05 | -4.57 |
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 | SCHY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 2.14 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.67 | +0.14 |
Correlation
The correlation between PEQSX and SCHY is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PEQSX vs. SCHY - Dividend Comparison
PEQSX's dividend yield for the trailing twelve months is around 5.30%, more than SCHY's 3.47% 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% |
SCHY Schwab International Dividend Equity ETF | 3.47% | 3.55% | 4.64% | 3.97% | 3.67% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PEQSX vs. SCHY - Drawdown Comparison
The maximum PEQSX drawdown since its inception was -36.04%, which is greater than SCHY's maximum drawdown of -24.04%. Use the drawdown chart below to compare losses from any high point for PEQSX and SCHY.
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Drawdown Indicators
| PEQSX | SCHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.04% | -24.04% | -12.00% |
Max Drawdown (1Y)Largest decline over 1 year | -11.76% | -9.11% | -2.65% |
Max Drawdown (5Y)Largest decline over 5 years | -15.18% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.04% | — | — |
Current DrawdownCurrent decline from peak | -5.24% | -5.90% | +0.66% |
Average DrawdownAverage peak-to-trough decline | -3.24% | -5.00% | +1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.49% | +0.15% |
Volatility
PEQSX vs. SCHY - Volatility Comparison
The current volatility for Putnam Large Cap Value Fund Class R6 (PEQSX) is 4.33%, while Schwab International Dividend Equity ETF (SCHY) has a volatility of 5.39%. This indicates that PEQSX experiences smaller price fluctuations and is considered to be less risky than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEQSX | SCHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 5.39% | -1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 8.24% | 9.04% | -0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.49% | 13.95% | +1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.53% | 13.24% | +1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 13.24% | +3.76% |