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PEQUX vs. TIVFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PEQUX vs. TIVFX - Performance Comparison

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

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PEQUX vs. TIVFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TIVFX
American Beacon Tocqueville International Value Fund
12.18%36.15%3.73%15.43%-20.57%7.53%12.61%19.38%-19.87%24.18%

Returns By Period

In the year-to-date period, PEQUX achieves a -1.13% return, which is significantly lower than TIVFX's 12.18% return. Over the past 10 years, PEQUX has outperformed TIVFX with an annualized return of 9.43%, while TIVFX has yielded a comparatively lower 8.08% annualized return.


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%

TIVFX

1D
1.65%
1M
-9.76%
YTD
12.18%
6M
16.65%
1Y
59.68%
3Y*
19.06%
5Y*
8.08%
10Y*
8.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PEQUX vs. TIVFX - Expense Ratio Comparison

PEQUX has a 1.07% expense ratio, which is lower than TIVFX's 1.20% expense ratio.


Return for Risk

PEQUX vs. TIVFX — Risk / Return Rank

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

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

TIVFX
TIVFX Risk / Return Rank: 9797
Overall Rank
TIVFX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
TIVFX Sortino Ratio Rank: 9696
Sortino Ratio Rank
TIVFX Omega Ratio Rank: 9696
Omega Ratio Rank
TIVFX Calmar Ratio Rank: 9898
Calmar Ratio Rank
TIVFX Martin Ratio Rank: 9797
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.

PEQUX vs. TIVFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Focused International Equity Fund (PEQUX) and American Beacon Tocqueville International Value Fund (TIVFX). 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.


PEQUXTIVFXDifference

Sharpe ratio

Return per unit of total volatility

1.68

3.12

-1.43

Sortino ratio

Return per unit of downside risk

2.29

3.55

-1.26

Omega ratio

Gain probability vs. loss probability

1.33

1.55

-0.22

Calmar ratio

Return relative to maximum drawdown

2.26

4.44

-2.18

Martin ratio

Return relative to average drawdown

10.40

17.93

-7.54

PEQUX vs. TIVFX - Sharpe Ratio Comparison

The current PEQUX Sharpe Ratio is 1.68, which is lower than the TIVFX Sharpe Ratio of 3.12. The chart below compares the historical Sharpe Ratios of PEQUX and TIVFX, 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


PEQUXTIVFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

3.12

-1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.45

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.47

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.37

-0.23

Correlation

The correlation between PEQUX and TIVFX is 0.68, 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

PEQUX vs. TIVFX - Dividend Comparison

PEQUX's dividend yield for the trailing twelve months is around 7.04%, less than TIVFX's 7.86% yield.


TTM20252024202320222021202020192018201720162015
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%
TIVFX
American Beacon Tocqueville International Value Fund
7.86%8.82%10.23%1.66%1.39%3.65%0.34%1.69%1.37%1.28%1.57%3.01%

Drawdowns

PEQUX vs. TIVFX - Drawdown Comparison

The maximum PEQUX drawdown since its inception was -83.68%, which is greater than TIVFX's maximum drawdown of -54.21%. Use the drawdown chart below to compare losses from any high point for PEQUX and TIVFX.


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Drawdown Indicators


PEQUXTIVFXDifference

Max Drawdown

Largest peak-to-trough decline

-83.68%

-54.21%

-29.47%

Max Drawdown (1Y)

Largest decline over 1 year

-11.80%

-13.21%

+1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-33.42%

-36.31%

+2.89%

Max Drawdown (10Y)

Largest decline over 10 years

-35.75%

-41.51%

+5.76%

Current Drawdown

Current decline from peak

-8.86%

-10.23%

+1.37%

Average Drawdown

Average peak-to-trough decline

-34.09%

-13.45%

-20.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

3.27%

-0.70%

Volatility

PEQUX vs. TIVFX - Volatility Comparison

Putnam Focused International Equity Fund (PEQUX) and American Beacon Tocqueville International Value Fund (TIVFX) have volatilities of 8.18% and 7.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PEQUXTIVFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.18%

7.93%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

11.91%

14.06%

-2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

16.43%

19.68%

-3.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.76%

18.21%

-2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.90%

17.40%

-0.50%