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PEYAX vs. VIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

PEYAX vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Large Cap Value Fund (PEYAX) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
10.65%
11.90%
PEYAX
VIG

Returns By Period

In the year-to-date period, PEYAX achieves a 24.90% return, which is significantly higher than VIG's 19.54% return. Over the past 10 years, PEYAX has underperformed VIG with an annualized return of 7.83%, while VIG has yielded a comparatively higher 11.65% annualized return.


PEYAX

YTD

24.90%

1M

1.73%

6M

10.65%

1Y

27.72%

5Y (annualized)

9.43%

10Y (annualized)

7.83%

VIG

YTD

19.54%

1M

0.68%

6M

11.90%

1Y

25.17%

5Y (annualized)

12.78%

10Y (annualized)

11.65%

Key characteristics


PEYAXVIG
Sharpe Ratio2.642.57
Sortino Ratio3.503.62
Omega Ratio1.471.47
Calmar Ratio3.665.06
Martin Ratio19.7816.59
Ulcer Index1.42%1.55%
Daily Std Dev10.68%9.99%
Max Drawdown-50.96%-46.81%
Current Drawdown-0.80%-1.02%

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PEYAX vs. VIG - Expense Ratio Comparison

PEYAX has a 0.88% expense ratio, which is higher than VIG's 0.06% expense ratio.


PEYAX
Putnam Large Cap Value Fund
Expense ratio chart for PEYAX: current value at 0.88% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.88%
Expense ratio chart for VIG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Correlation

-0.50.00.51.00.9

The correlation between PEYAX and VIG is 0.91, 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. VIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Large Cap Value Fund (PEYAX) and Vanguard Dividend Appreciation ETF (VIG). 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.


Sharpe ratio
The chart of Sharpe ratio for PEYAX, currently valued at 2.64, compared to the broader market-1.000.001.002.003.004.005.002.642.57
The chart of Sortino ratio for PEYAX, currently valued at 3.50, compared to the broader market0.005.0010.003.503.62
The chart of Omega ratio for PEYAX, currently valued at 1.47, compared to the broader market1.002.003.004.001.471.47
The chart of Calmar ratio for PEYAX, currently valued at 3.66, compared to the broader market0.005.0010.0015.0020.003.665.06
The chart of Martin ratio for PEYAX, currently valued at 19.78, compared to the broader market0.0020.0040.0060.0080.00100.0019.7816.59
PEYAX
VIG

The current PEYAX Sharpe Ratio is 2.64, which is comparable to the VIG Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of PEYAX and VIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.64
2.57
PEYAX
VIG

Dividends

PEYAX vs. VIG - Dividend Comparison

PEYAX's dividend yield for the trailing twelve months is around 1.20%, less than VIG's 1.70% yield.


TTM20232022202120202019201820172016201520142013
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%
VIG
Vanguard Dividend Appreciation ETF
1.70%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%

Drawdowns

PEYAX vs. VIG - Drawdown Comparison

The maximum PEYAX drawdown since its inception was -50.96%, which is greater than VIG's maximum drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for PEYAX and VIG. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.80%
-1.02%
PEYAX
VIG

Volatility

PEYAX vs. VIG - Volatility Comparison

The current volatility for Putnam Large Cap Value Fund (PEYAX) is 3.41%, while Vanguard Dividend Appreciation ETF (VIG) has a volatility of 3.70%. This indicates that PEYAX experiences smaller price fluctuations and is considered to be less risky than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%JuneJulyAugustSeptemberOctoberNovember
3.41%
3.70%
PEYAX
VIG