PEYAX vs. VDIGX
Compare and contrast key facts about Putnam Large Cap Value Fund (PEYAX) and Vanguard Dividend Growth Fund (VDIGX).
PEYAX is managed by Putnam. It was launched on Jun 15, 1977. VDIGX is managed by Vanguard. It was launched on May 15, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PEYAX or VDIGX.
Performance
PEYAX vs. VDIGX - Performance Comparison
Returns By Period
In the year-to-date period, PEYAX achieves a 24.90% return, which is significantly higher than VDIGX's 11.92% return. Over the past 10 years, PEYAX has underperformed VDIGX with an annualized return of 7.83%, while VDIGX has yielded a comparatively higher 10.79% annualized return.
PEYAX
24.90%
1.73%
10.65%
27.72%
9.43%
7.83%
VDIGX
11.92%
-1.90%
6.81%
16.75%
10.79%
10.79%
Key characteristics
| PEYAX | VDIGX | |
|---|---|---|
| Sharpe Ratio | 2.64 | 1.98 |
| Sortino Ratio | 3.50 | 2.73 |
| Omega Ratio | 1.47 | 1.35 |
| Calmar Ratio | 3.66 | 3.62 |
| Martin Ratio | 19.78 | 10.27 |
| Ulcer Index | 1.42% | 1.69% |
| Daily Std Dev | 10.68% | 8.76% |
| Max Drawdown | -50.96% | -45.23% |
| Current Drawdown | -0.80% | -3.15% |
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PEYAX vs. VDIGX - Expense Ratio Comparison
PEYAX has a 0.88% expense ratio, which is higher than VDIGX's 0.27% expense ratio.
Correlation
The correlation between PEYAX and VDIGX is 0.84, 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.
Risk-Adjusted Performance
PEYAX vs. VDIGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Putnam Large Cap Value Fund (PEYAX) and Vanguard Dividend Growth Fund (VDIGX). 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. VDIGX - Dividend Comparison
PEYAX's dividend yield for the trailing twelve months is around 1.20%, less than VDIGX's 1.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEYAX Putnam Large Cap Value Fund | 1.20% | 1.43% | 1.88% | 1.16% | 1.50% | 1.35% | 1.85% | 1.55% | 1.42% | 1.46% | 9.72% | 9.82% |
VDIGX Vanguard Dividend Growth Fund | 1.65% | 1.69% | 1.67% | 1.46% | 1.62% | 1.72% | 2.15% | 1.92% | 1.92% | 1.93% | 1.91% | 1.80% |
Drawdowns
PEYAX vs. VDIGX - Drawdown Comparison
The maximum PEYAX drawdown since its inception was -50.96%, which is greater than VDIGX's maximum drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for PEYAX and VDIGX. For additional features, visit the drawdowns tool.
Volatility
PEYAX vs. VDIGX - Volatility Comparison
Putnam Large Cap Value Fund (PEYAX) has a higher volatility of 3.41% compared to Vanguard Dividend Growth Fund (VDIGX) at 2.51%. This indicates that PEYAX's price experiences larger fluctuations and is considered to be riskier than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.