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PFUT vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFUT vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Sustainable Future ETF (PFUT) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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PFUT vs. VOO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PFUT
Putnam Sustainable Future ETF
-7.59%2.22%13.60%29.98%-33.60%0.62%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%14.51%

Returns By Period

In the year-to-date period, PFUT achieves a -7.59% return, which is significantly lower than VOO's -4.42% return.


PFUT

1D
2.92%
1M
-5.82%
YTD
-7.59%
6M
-9.75%
1Y
5.81%
3Y*
8.63%
5Y*
10Y*

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PFUT vs. VOO - Expense Ratio Comparison

PFUT has a 0.64% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

PFUT vs. VOO — Risk / Return Rank

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

PFUT
PFUT Risk / Return Rank: 1919
Overall Rank
PFUT Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
PFUT Sortino Ratio Rank: 2020
Sortino Ratio Rank
PFUT Omega Ratio Rank: 2020
Omega Ratio Rank
PFUT Calmar Ratio Rank: 2020
Calmar Ratio Rank
PFUT Martin Ratio Rank: 1919
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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.

PFUT vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Sustainable Future ETF (PFUT) and Vanguard S&P 500 ETF (VOO). 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.


PFUTVOODifference

Sharpe ratio

Return per unit of total volatility

0.26

0.98

-0.72

Sortino ratio

Return per unit of downside risk

0.54

1.50

-0.96

Omega ratio

Gain probability vs. loss probability

1.07

1.23

-0.16

Calmar ratio

Return relative to maximum drawdown

0.37

1.53

-1.17

Martin ratio

Return relative to average drawdown

1.11

7.29

-6.18

PFUT vs. VOO - Sharpe Ratio Comparison

The current PFUT Sharpe Ratio is 0.26, which is lower than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of PFUT and VOO, 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


PFUTVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

0.98

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

0.83

-0.90

Correlation

The correlation between PFUT and VOO is 0.88, 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

PFUT vs. VOO - Dividend Comparison

PFUT has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20252024202320222021202020192018201720162015
PFUT
Putnam Sustainable Future ETF
0.00%0.00%0.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

PFUT vs. VOO - Drawdown Comparison

The maximum PFUT drawdown since its inception was -44.86%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PFUT and VOO.


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Drawdown Indicators


PFUTVOODifference

Max Drawdown

Largest peak-to-trough decline

-44.86%

-33.99%

-10.87%

Max Drawdown (1Y)

Largest decline over 1 year

-14.88%

-11.98%

-2.90%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-18.58%

-6.29%

-12.29%

Average Drawdown

Average peak-to-trough decline

-21.44%

-3.72%

-17.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

2.52%

+2.40%

Volatility

PFUT vs. VOO - Volatility Comparison

Putnam Sustainable Future ETF (PFUT) has a higher volatility of 6.40% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that PFUT's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFUTVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

5.29%

+1.11%

Volatility (6M)

Calculated over the trailing 6-month period

12.45%

9.44%

+3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

22.41%

18.10%

+4.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.86%

16.82%

+5.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.86%

17.99%

+3.87%