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PGEOX vs. AOR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PGEOX and AOR is 0.90, 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.


-0.50.00.51.00.9

Performance

PGEOX vs. AOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in George Putnam Balanced Fund (PGEOX) and iShares Core Growth Allocation ETF (AOR). The values are adjusted to include any dividend payments, if applicable.

240.00%260.00%280.00%300.00%320.00%340.00%360.00%JulyAugustSeptemberOctoberNovemberDecember
338.16%
252.07%
PGEOX
AOR

Key characteristics

Sharpe Ratio

PGEOX:

1.57

AOR:

1.57

Sortino Ratio

PGEOX:

2.09

AOR:

2.20

Omega Ratio

PGEOX:

1.29

AOR:

1.28

Calmar Ratio

PGEOX:

2.65

AOR:

2.72

Martin Ratio

PGEOX:

8.96

AOR:

9.78

Ulcer Index

PGEOX:

1.61%

AOR:

1.27%

Daily Std Dev

PGEOX:

9.22%

AOR:

7.90%

Max Drawdown

PGEOX:

-49.24%

AOR:

-24.44%

Current Drawdown

PGEOX:

-4.81%

AOR:

-2.61%

Returns By Period

In the year-to-date period, PGEOX achieves a 13.15% return, which is significantly higher than AOR's 11.01% return. Over the past 10 years, PGEOX has outperformed AOR with an annualized return of 8.24%, while AOR has yielded a comparatively lower 6.24% annualized return.


PGEOX

YTD

13.15%

1M

-3.67%

6M

2.00%

1Y

13.70%

5Y*

8.47%

10Y*

8.24%

AOR

YTD

11.01%

1M

-0.24%

6M

4.22%

1Y

11.67%

5Y*

6.15%

10Y*

6.24%

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PGEOX vs. AOR - Expense Ratio Comparison

PGEOX has a 0.94% expense ratio, which is higher than AOR's 0.25% expense ratio.


PGEOX
George Putnam Balanced Fund
Expense ratio chart for PGEOX: current value at 0.94% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.94%
Expense ratio chart for AOR: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

PGEOX vs. AOR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for George Putnam Balanced Fund (PGEOX) and iShares Core Growth Allocation ETF (AOR). 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 PGEOX, currently valued at 1.57, compared to the broader market-1.000.001.002.003.004.001.571.57
The chart of Sortino ratio for PGEOX, currently valued at 2.09, compared to the broader market-2.000.002.004.006.008.0010.002.092.20
The chart of Omega ratio for PGEOX, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.003.501.291.28
The chart of Calmar ratio for PGEOX, currently valued at 2.65, compared to the broader market0.002.004.006.008.0010.0012.0014.002.652.72
The chart of Martin ratio for PGEOX, currently valued at 8.96, compared to the broader market0.0020.0040.0060.008.969.78
PGEOX
AOR

The current PGEOX Sharpe Ratio is 1.57, which is comparable to the AOR Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of PGEOX and AOR, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.57
1.57
PGEOX
AOR

Dividends

PGEOX vs. AOR - Dividend Comparison

PGEOX's dividend yield for the trailing twelve months is around 0.96%, less than AOR's 3.56% yield.


TTM20232022202120202019201820172016201520142013
PGEOX
George Putnam Balanced Fund
0.96%1.10%0.89%0.61%1.05%2.58%1.43%1.10%1.18%1.13%1.26%1.31%
AOR
iShares Core Growth Allocation ETF
2.65%2.50%2.12%1.64%1.89%2.56%2.49%4.51%2.16%2.12%2.11%1.92%

Drawdowns

PGEOX vs. AOR - Drawdown Comparison

The maximum PGEOX drawdown since its inception was -49.24%, which is greater than AOR's maximum drawdown of -24.44%. Use the drawdown chart below to compare losses from any high point for PGEOX and AOR. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.81%
-2.61%
PGEOX
AOR

Volatility

PGEOX vs. AOR - Volatility Comparison

George Putnam Balanced Fund (PGEOX) has a higher volatility of 4.22% compared to iShares Core Growth Allocation ETF (AOR) at 2.51%. This indicates that PGEOX's price experiences larger fluctuations and is considered to be riskier than AOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%JulyAugustSeptemberOctoberNovemberDecember
4.22%
2.51%
PGEOX
AOR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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