PEQSX vs. TISCX
Compare and contrast key facts about Putnam Large Cap Value Fund Class R6 (PEQSX) and TIAA-CREF Social Choice Equity Fund (TISCX).
PEQSX is a passively managed fund by Putnam that tracks the performance of the . It was launched on Jul 2, 2012. TISCX is managed by TIAA Investments. It was launched on Jul 1, 1999.
Performance
PEQSX vs. TISCX - Performance Comparison
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PEQSX vs. TISCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEQSX Putnam Large Cap Value Fund Class R6 | -1.25% | 20.49% | 19.41% | 15.45% | -2.74% | 27.33% | 6.23% | 29.79% | -8.29% | 19.15% |
TISCX TIAA-CREF Social Choice Equity Fund | -5.91% | 16.51% | 18.23% | 22.53% | -17.80% | 26.54% | 20.34% | 31.55% | -5.74% | 19.01% |
Returns By Period
In the year-to-date period, PEQSX achieves a -1.25% return, which is significantly higher than TISCX's -5.91% return. Over the past 10 years, PEQSX has outperformed TISCX with an annualized return of 13.22%, while TISCX has yielded a comparatively lower 12.53% annualized return.
PEQSX
- 1D
- -0.13%
- 1M
- -6.31%
- YTD
- -1.25%
- 6M
- 4.76%
- 1Y
- 16.21%
- 3Y*
- 17.23%
- 5Y*
- 12.79%
- 10Y*
- 13.22%
TISCX
- 1D
- -0.30%
- 1M
- -7.34%
- YTD
- -5.91%
- 6M
- -4.09%
- 1Y
- 13.20%
- 3Y*
- 14.50%
- 5Y*
- 9.03%
- 10Y*
- 12.53%
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PEQSX vs. TISCX - Expense Ratio Comparison
PEQSX has a 0.54% expense ratio, which is higher than TISCX's 0.17% expense ratio.
Return for Risk
PEQSX vs. TISCX — Risk / Return Rank
PEQSX
TISCX
PEQSX vs. TISCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Putnam Large Cap Value Fund Class R6 (PEQSX) and TIAA-CREF Social Choice Equity Fund (TISCX). 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 | TISCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.78 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.22 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.17 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 1.03 | +0.31 |
Martin ratioReturn relative to average drawdown | 6.04 | 4.59 | +1.45 |
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 | TISCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.78 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.47 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.65 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.39 | +0.42 |
Correlation
The correlation between PEQSX and TISCX 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. TISCX - Dividend Comparison
PEQSX's dividend yield for the trailing twelve months is around 5.41%, less than TISCX's 8.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEQSX Putnam Large Cap Value Fund Class R6 | 5.41% | 5.69% | 7.14% | 5.26% | 7.40% | 7.40% | 6.30% | 3.66% | 6.08% | 3.56% | 2.66% | 6.31% |
TISCX TIAA-CREF Social Choice Equity Fund | 8.24% | 7.75% | 16.74% | 5.64% | 4.99% | 9.46% | 1.38% | 4.84% | 9.85% | 2.38% | 6.84% | 3.51% |
Drawdowns
PEQSX vs. TISCX - Drawdown Comparison
The maximum PEQSX drawdown since its inception was -36.04%, smaller than the maximum TISCX drawdown of -54.65%. Use the drawdown chart below to compare losses from any high point for PEQSX and TISCX.
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Drawdown Indicators
| PEQSX | TISCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.04% | -54.65% | +18.61% |
Max Drawdown (1Y)Largest decline over 1 year | -11.76% | -11.07% | -0.69% |
Max Drawdown (5Y)Largest decline over 5 years | -15.18% | -28.29% | +13.11% |
Max Drawdown (10Y)Largest decline over 10 years | -36.04% | -34.89% | -1.15% |
Current DrawdownCurrent decline from peak | -7.18% | -9.71% | +2.53% |
Average DrawdownAverage peak-to-trough decline | -3.24% | -10.15% | +6.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.50% | +0.12% |
Volatility
PEQSX vs. TISCX - Volatility Comparison
The current volatility for Putnam Large Cap Value Fund Class R6 (PEQSX) is 3.62%, while TIAA-CREF Social Choice Equity Fund (TISCX) has a volatility of 4.32%. This indicates that PEQSX experiences smaller price fluctuations and is considered to be less risky than TISCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEQSX | TISCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.62% | 4.32% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 7.98% | 9.91% | -1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.38% | 17.92% | -2.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.51% | 19.28% | -4.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.99% | 19.35% | -2.36% |