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PEYAX vs. PSDYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PEYAX vs. PSDYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Large Cap Value Fund (PEYAX) and Putnam Ultra Short Duration Income Fund (PSDYX). The values are adjusted to include any dividend payments, if applicable.

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PEYAX vs. PSDYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PEYAX
Putnam Large Cap Value Fund
-1.32%20.09%18.99%15.09%-8.37%26.84%5.87%29.94%-8.63%18.79%
PSDYX
Putnam Ultra Short Duration Income Fund
0.38%4.99%5.25%4.78%0.61%0.07%1.50%2.86%1.95%1.40%

Returns By Period

In the year-to-date period, PEYAX achieves a -1.32% return, which is significantly lower than PSDYX's 0.38% return. Over the past 10 years, PEYAX has outperformed PSDYX with an annualized return of 12.25%, while PSDYX has yielded a comparatively lower 2.45% annualized return.


PEYAX

1D
-0.15%
1M
-6.34%
YTD
-1.32%
6M
4.60%
1Y
15.85%
3Y*
16.83%
5Y*
11.15%
10Y*
12.25%

PSDYX

1D
0.10%
1M
-0.39%
YTD
0.38%
6M
1.52%
1Y
4.05%
3Y*
4.71%
5Y*
3.19%
10Y*
2.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PEYAX vs. PSDYX - Expense Ratio Comparison

PEYAX has a 0.88% expense ratio, which is higher than PSDYX's 0.30% expense ratio.


Return for Risk

PEYAX vs. PSDYX — Risk / Return Rank

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

PEYAX
PEYAX Risk / Return Rank: 6262
Overall Rank
PEYAX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
PEYAX Sortino Ratio Rank: 6363
Sortino Ratio Rank
PEYAX Omega Ratio Rank: 6565
Omega Ratio Rank
PEYAX Calmar Ratio Rank: 5656
Calmar Ratio Rank
PEYAX Martin Ratio Rank: 6262
Martin Ratio Rank

PSDYX
PSDYX Risk / Return Rank: 9999
Overall Rank
PSDYX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
PSDYX Sortino Ratio Rank: 9999
Sortino Ratio Rank
PSDYX Omega Ratio Rank: 9999
Omega Ratio Rank
PSDYX Calmar Ratio Rank: 9999
Calmar Ratio Rank
PSDYX Martin Ratio Rank: 9999
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.

PEYAX vs. PSDYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Large Cap Value Fund (PEYAX) and Putnam Ultra Short Duration Income Fund (PSDYX). 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.


PEYAXPSDYXDifference

Sharpe ratio

Return per unit of total volatility

1.11

3.07

-1.96

Sortino ratio

Return per unit of downside risk

1.57

9.04

-7.46

Omega ratio

Gain probability vs. loss probability

1.24

2.84

-1.60

Calmar ratio

Return relative to maximum drawdown

1.31

9.23

-7.92

Martin ratio

Return relative to average drawdown

5.88

37.13

-31.25

PEYAX vs. PSDYX - Sharpe Ratio Comparison

The current PEYAX Sharpe Ratio is 1.11, which is lower than the PSDYX Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of PEYAX and PSDYX, 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


PEYAXPSDYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

3.07

-1.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

2.52

-1.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

2.37

-1.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

2.15

-1.79

Correlation

The correlation between PEYAX and PSDYX is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PEYAX vs. PSDYX - Dividend Comparison

PEYAX's dividend yield for the trailing twelve months is around 5.15%, more than PSDYX's 4.17% yield.


TTM20252024202320222021202020192018201720162015
PEYAX
Putnam Large Cap Value Fund
5.15%5.36%6.80%4.93%1.21%7.09%5.97%3.79%5.67%3.31%2.27%5.86%
PSDYX
Putnam Ultra Short Duration Income Fund
4.17%4.65%4.81%3.65%1.30%0.37%1.09%2.51%2.23%1.29%0.88%0.57%

Drawdowns

PEYAX vs. PSDYX - Drawdown Comparison

The maximum PEYAX drawdown since its inception was -56.92%, which is greater than PSDYX's maximum drawdown of -2.58%. Use the drawdown chart below to compare losses from any high point for PEYAX and PSDYX.


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Drawdown Indicators


PEYAXPSDYXDifference

Max Drawdown

Largest peak-to-trough decline

-56.92%

-2.58%

-54.34%

Max Drawdown (1Y)

Largest decline over 1 year

-11.77%

-0.49%

-11.28%

Max Drawdown (5Y)

Largest decline over 5 years

-15.31%

-0.80%

-14.51%

Max Drawdown (10Y)

Largest decline over 10 years

-36.06%

-2.58%

-33.48%

Current Drawdown

Current decline from peak

-7.23%

-0.39%

-6.84%

Average Drawdown

Average peak-to-trough decline

-14.10%

-0.07%

-14.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

0.12%

+2.51%

Volatility

PEYAX vs. PSDYX - Volatility Comparison

Putnam Large Cap Value Fund (PEYAX) has a higher volatility of 3.58% compared to Putnam Ultra Short Duration Income Fund (PSDYX) at 0.23%. This indicates that PEYAX's price experiences larger fluctuations and is considered to be riskier than PSDYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PEYAXPSDYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.58%

0.23%

+3.35%

Volatility (6M)

Calculated over the trailing 6-month period

7.95%

0.97%

+6.98%

Volatility (1Y)

Calculated over the trailing 1-year period

15.36%

1.46%

+13.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.68%

1.27%

+13.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

1.04%

+16.01%