PEYAX vs. DGRO
Compare and contrast key facts about Putnam Large Cap Value Fund (PEYAX) and iShares Core Dividend Growth ETF (DGRO).
PEYAX is managed by Putnam. It was launched on Jun 15, 1977. DGRO is a passively managed fund by iShares that tracks the performance of the Morningstar US Dividend Growth Index. It was launched on Jun 10, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PEYAX or DGRO.
Key characteristics
| PEYAX | DGRO | |
|---|---|---|
| YTD Return | 25.59% | 21.23% |
| 1Y Return | 32.98% | 33.72% |
| 3Y Return (Ann) | 6.72% | 8.55% |
| 5Y Return (Ann) | 9.52% | 12.22% |
| 10Y Return (Ann) | 8.04% | 12.07% |
| Sharpe Ratio | 2.95 | 3.32 |
| Sortino Ratio | 3.90 | 4.70 |
| Omega Ratio | 1.53 | 1.62 |
| Calmar Ratio | 3.59 | 3.79 |
| Martin Ratio | 22.66 | 22.54 |
| Ulcer Index | 1.41% | 1.44% |
| Daily Std Dev | 10.80% | 9.76% |
| Max Drawdown | -50.96% | -35.10% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between PEYAX and DGRO is 0.94, 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.
Performance
PEYAX vs. DGRO - Performance Comparison
In the year-to-date period, PEYAX achieves a 25.59% return, which is significantly higher than DGRO's 21.23% return. Over the past 10 years, PEYAX has underperformed DGRO with an annualized return of 8.04%, while DGRO has yielded a comparatively higher 12.07% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PEYAX vs. DGRO - Expense Ratio Comparison
PEYAX has a 0.88% expense ratio, which is higher than DGRO's 0.08% expense ratio.
Risk-Adjusted Performance
PEYAX vs. DGRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Putnam Large Cap Value Fund (PEYAX) and iShares Core Dividend Growth ETF (DGRO). 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.
Dividends
PEYAX vs. DGRO - Dividend Comparison
PEYAX's dividend yield for the trailing twelve months is around 1.19%, less than DGRO's 2.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEYAX Putnam Large Cap Value Fund | 1.19% | 1.43% | 1.88% | 1.16% | 1.50% | 1.35% | 1.85% | 1.55% | 1.42% | 1.46% | 9.72% | 9.82% |
DGRO iShares Core Dividend Growth ETF | 2.15% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
Drawdowns
PEYAX vs. DGRO - Drawdown Comparison
The maximum PEYAX drawdown since its inception was -50.96%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for PEYAX and DGRO. For additional features, visit the drawdowns tool.
Volatility
PEYAX vs. DGRO - Volatility Comparison
Putnam Large Cap Value Fund (PEYAX) and iShares Core Dividend Growth ETF (DGRO) have volatilities of 3.47% and 3.37%, 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.