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PEYAX vs. VGRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PEYAX vs. VGRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Large Cap Value Fund (PEYAX) and JPMorgan U.S. Value Fund (VGRIX). The values are adjusted to include any dividend payments, if applicable.

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PEYAX vs. VGRIX - 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%
VGRIX
JPMorgan U.S. Value Fund
-1.34%13.64%16.17%9.18%-2.56%26.83%4.27%27.84%-7.71%17.13%

Returns By Period

The year-to-date returns for both stocks are quite close, with PEYAX having a -1.32% return and VGRIX slightly lower at -1.34%. Over the past 10 years, PEYAX has outperformed VGRIX with an annualized return of 12.25%, while VGRIX has yielded a comparatively lower 11.16% 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%

VGRIX

1D
-0.04%
1M
-6.60%
YTD
-1.34%
6M
2.60%
1Y
10.03%
3Y*
12.66%
5Y*
9.50%
10Y*
11.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PEYAX vs. VGRIX - Expense Ratio Comparison

PEYAX has a 0.88% expense ratio, which is lower than VGRIX's 0.94% expense ratio.


Return for Risk

PEYAX vs. VGRIX — 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

VGRIX
VGRIX Risk / Return Rank: 3434
Overall Rank
VGRIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VGRIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
VGRIX Omega Ratio Rank: 3535
Omega Ratio Rank
VGRIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
VGRIX Martin Ratio Rank: 3535
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. VGRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Large Cap Value Fund (PEYAX) and JPMorgan U.S. Value Fund (VGRIX). 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.


PEYAXVGRIXDifference

Sharpe ratio

Return per unit of total volatility

1.11

0.75

+0.36

Sortino ratio

Return per unit of downside risk

1.57

1.11

+0.46

Omega ratio

Gain probability vs. loss probability

1.24

1.17

+0.07

Calmar ratio

Return relative to maximum drawdown

1.31

0.88

+0.43

Martin ratio

Return relative to average drawdown

5.88

3.69

+2.19

PEYAX vs. VGRIX - Sharpe Ratio Comparison

The current PEYAX Sharpe Ratio is 1.11, which is higher than the VGRIX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of PEYAX and VGRIX, 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


PEYAXVGRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.75

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.66

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.65

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.63

-0.27

Correlation

The correlation between PEYAX and VGRIX is 0.92, 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

PEYAX vs. VGRIX - Dividend Comparison

PEYAX's dividend yield for the trailing twelve months is around 5.15%, less than VGRIX's 5.27% 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%
VGRIX
JPMorgan U.S. Value Fund
5.27%5.20%4.20%1.39%1.49%2.74%2.46%3.43%6.70%5.30%6.18%7.23%

Drawdowns

PEYAX vs. VGRIX - Drawdown Comparison

The maximum PEYAX drawdown since its inception was -56.92%, roughly equal to the maximum VGRIX drawdown of -58.30%. Use the drawdown chart below to compare losses from any high point for PEYAX and VGRIX.


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Drawdown Indicators


PEYAXVGRIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.92%

-58.30%

+1.38%

Max Drawdown (1Y)

Largest decline over 1 year

-11.77%

-11.05%

-0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-15.31%

-15.36%

+0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-36.06%

-38.59%

+2.53%

Current Drawdown

Current decline from peak

-7.23%

-7.48%

+0.25%

Average Drawdown

Average peak-to-trough decline

-14.10%

-7.86%

-6.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.64%

-0.01%

Volatility

PEYAX vs. VGRIX - Volatility Comparison

Putnam Large Cap Value Fund (PEYAX) and JPMorgan U.S. Value Fund (VGRIX) have volatilities of 3.58% and 3.56%, 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


PEYAXVGRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.58%

3.56%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

7.95%

7.80%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

15.36%

15.16%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.68%

14.39%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

17.32%

-0.27%