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

Correlation

The correlation between PEYAX and VTV 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.


-0.50.00.51.0
Correlation: 0.9

Performance

PEYAX vs. VTV - Performance Comparison

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

450.00%500.00%550.00%600.00%650.00%700.00%NovemberDecember2025FebruaryMarchApril
646.54%
484.71%
PEYAX
VTV

Key characteristics

Sharpe Ratio

PEYAX:

0.35

VTV:

0.43

Sortino Ratio

PEYAX:

0.59

VTV:

0.70

Omega Ratio

PEYAX:

1.08

VTV:

1.10

Calmar Ratio

PEYAX:

0.36

VTV:

0.46

Martin Ratio

PEYAX:

1.45

VTV:

1.79

Ulcer Index

PEYAX:

3.79%

VTV:

3.70%

Daily Std Dev

PEYAX:

15.57%

VTV:

15.48%

Max Drawdown

PEYAX:

-50.78%

VTV:

-59.27%

Current Drawdown

PEYAX:

-8.34%

VTV:

-8.36%

Returns By Period

In the year-to-date period, PEYAX achieves a -2.00% return, which is significantly higher than VTV's -2.12% return. Over the past 10 years, PEYAX has outperformed VTV with an annualized return of 10.28%, while VTV has yielded a comparatively lower 9.56% annualized return.


PEYAX

YTD

-2.00%

1M

-4.94%

6M

-4.13%

1Y

5.46%

5Y*

16.58%

10Y*

10.28%

VTV

YTD

-2.12%

1M

-4.89%

6M

-4.01%

1Y

6.72%

5Y*

14.20%

10Y*

9.56%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PEYAX vs. VTV - Expense Ratio Comparison

PEYAX has a 0.88% expense ratio, which is higher than VTV's 0.04% expense ratio.


Expense ratio chart for PEYAX: current value is 0.88%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PEYAX: 0.88%
Expense ratio chart for VTV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTV: 0.04%

Risk-Adjusted Performance

PEYAX vs. VTV — Risk-Adjusted Performance Rank

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

PEYAX
The Risk-Adjusted Performance Rank of PEYAX is 4646
Overall Rank
The Sharpe Ratio Rank of PEYAX is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of PEYAX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of PEYAX is 4444
Omega Ratio Rank
The Calmar Ratio Rank of PEYAX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of PEYAX is 4747
Martin Ratio Rank

VTV
The Risk-Adjusted Performance Rank of VTV is 5353
Overall Rank
The Sharpe Ratio Rank of VTV is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of VTV is 5050
Sortino Ratio Rank
The Omega Ratio Rank of VTV is 5050
Omega Ratio Rank
The Calmar Ratio Rank of VTV is 5757
Calmar Ratio Rank
The Martin Ratio Rank of VTV is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PEYAX vs. VTV - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for PEYAX, currently valued at 0.35, compared to the broader market-1.000.001.002.003.00
PEYAX: 0.35
VTV: 0.43
The chart of Sortino ratio for PEYAX, currently valued at 0.59, compared to the broader market-2.000.002.004.006.008.00
PEYAX: 0.59
VTV: 0.70
The chart of Omega ratio for PEYAX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.00
PEYAX: 1.08
VTV: 1.10
The chart of Calmar ratio for PEYAX, currently valued at 0.36, compared to the broader market0.002.004.006.008.0010.00
PEYAX: 0.36
VTV: 0.46
The chart of Martin ratio for PEYAX, currently valued at 1.45, compared to the broader market0.0010.0020.0030.0040.00
PEYAX: 1.45
VTV: 1.79

The current PEYAX Sharpe Ratio is 0.35, which is comparable to the VTV Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of PEYAX and VTV, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.35
0.43
PEYAX
VTV

Dividends

PEYAX vs. VTV - Dividend Comparison

PEYAX's dividend yield for the trailing twelve months is around 7.02%, more than VTV's 2.38% yield.


TTM20242023202220212020201920182017201620152014
PEYAX
Putnam Large Cap Value Fund
7.02%6.80%5.20%7.04%7.09%5.97%3.79%6.18%3.31%2.27%5.86%9.81%
VTV
Vanguard Value ETF
2.38%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%

Drawdowns

PEYAX vs. VTV - Drawdown Comparison

The maximum PEYAX drawdown since its inception was -50.78%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for PEYAX and VTV. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.34%
-8.36%
PEYAX
VTV

Volatility

PEYAX vs. VTV - Volatility Comparison

Putnam Large Cap Value Fund (PEYAX) and Vanguard Value ETF (VTV) have volatilities of 11.54% and 11.20%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.54%
11.20%
PEYAX
VTV