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PGEOX vs. PGOYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PGEOX vs. PGOYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in George Putnam Balanced Fund (PGEOX) and Putnam Large Cap Growth Y (PGOYX). The values are adjusted to include any dividend payments, if applicable.

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PGEOX vs. PGOYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGEOX
George Putnam Balanced Fund
-2.12%14.02%20.65%19.93%-17.59%13.80%9.25%22.61%-3.03%15.02%
PGOYX
Putnam Large Cap Growth Y
-9.67%14.56%33.58%44.57%-30.25%22.95%38.79%36.76%2.58%31.29%

Returns By Period

In the year-to-date period, PGEOX achieves a -2.12% return, which is significantly higher than PGOYX's -9.67% return. Over the past 10 years, PGEOX has underperformed PGOYX with an annualized return of 9.24%, while PGOYX has yielded a comparatively higher 16.81% annualized return.


PGEOX

1D
1.97%
1M
-3.41%
YTD
-2.12%
6M
-0.19%
1Y
14.34%
3Y*
15.19%
5Y*
8.00%
10Y*
9.24%

PGOYX

1D
3.70%
1M
-5.89%
YTD
-9.67%
6M
-9.44%
1Y
14.92%
3Y*
20.52%
5Y*
11.05%
10Y*
16.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PGEOX vs. PGOYX - Expense Ratio Comparison

PGEOX has a 0.94% expense ratio, which is higher than PGOYX's 0.65% expense ratio.


Return for Risk

PGEOX vs. PGOYX — Risk / Return Rank

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

PGEOX
PGEOX Risk / Return Rank: 7575
Overall Rank
PGEOX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PGEOX Sortino Ratio Rank: 7171
Sortino Ratio Rank
PGEOX Omega Ratio Rank: 7272
Omega Ratio Rank
PGEOX Calmar Ratio Rank: 7777
Calmar Ratio Rank
PGEOX Martin Ratio Rank: 8484
Martin Ratio Rank

PGOYX
PGOYX Risk / Return Rank: 3030
Overall Rank
PGOYX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
PGOYX Sortino Ratio Rank: 3232
Sortino Ratio Rank
PGOYX Omega Ratio Rank: 3030
Omega Ratio Rank
PGOYX Calmar Ratio Rank: 3232
Calmar Ratio Rank
PGOYX Martin Ratio Rank: 2929
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.

PGEOX vs. PGOYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for George Putnam Balanced Fund (PGEOX) and Putnam Large Cap Growth Y (PGOYX). 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.


PGEOXPGOYXDifference

Sharpe ratio

Return per unit of total volatility

1.28

0.71

+0.56

Sortino ratio

Return per unit of downside risk

1.86

1.18

+0.68

Omega ratio

Gain probability vs. loss probability

1.28

1.17

+0.12

Calmar ratio

Return relative to maximum drawdown

1.90

0.98

+0.92

Martin ratio

Return relative to average drawdown

8.97

3.34

+5.62

PGEOX vs. PGOYX - Sharpe Ratio Comparison

The current PGEOX Sharpe Ratio is 1.28, which is higher than the PGOYX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of PGEOX and PGOYX, 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


PGEOXPGOYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

0.71

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.51

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.80

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.32

+0.10

Correlation

The correlation between PGEOX and PGOYX is 0.87, 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

PGEOX vs. PGOYX - Dividend Comparison

PGEOX's dividend yield for the trailing twelve months is around 7.96%, more than PGOYX's 5.79% yield.


TTM20252024202320222021202020192018201720162015
PGEOX
George Putnam Balanced Fund
7.96%8.13%7.99%1.10%0.89%7.75%1.05%5.22%9.04%1.10%1.18%1.13%
PGOYX
Putnam Large Cap Growth Y
5.79%5.23%4.25%0.46%7.30%8.55%3.12%3.65%7.92%2.05%0.02%5.78%

Drawdowns

PGEOX vs. PGOYX - Drawdown Comparison

The maximum PGEOX drawdown since its inception was -50.63%, smaller than the maximum PGOYX drawdown of -76.03%. Use the drawdown chart below to compare losses from any high point for PGEOX and PGOYX.


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Drawdown Indicators


PGEOXPGOYXDifference

Max Drawdown

Largest peak-to-trough decline

-50.63%

-76.03%

+25.40%

Max Drawdown (1Y)

Largest decline over 1 year

-7.97%

-16.34%

+8.37%

Max Drawdown (5Y)

Largest decline over 5 years

-21.36%

-34.01%

+12.65%

Max Drawdown (10Y)

Largest decline over 10 years

-23.00%

-34.01%

+11.01%

Current Drawdown

Current decline from peak

-3.86%

-13.24%

+9.38%

Average Drawdown

Average peak-to-trough decline

-11.78%

-31.72%

+19.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

4.78%

-3.09%

Volatility

PGEOX vs. PGOYX - Volatility Comparison

The current volatility for George Putnam Balanced Fund (PGEOX) is 3.85%, while Putnam Large Cap Growth Y (PGOYX) has a volatility of 6.88%. This indicates that PGEOX experiences smaller price fluctuations and is considered to be less risky than PGOYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PGEOXPGOYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

6.88%

-3.03%

Volatility (6M)

Calculated over the trailing 6-month period

6.41%

12.72%

-6.31%

Volatility (1Y)

Calculated over the trailing 1-year period

11.58%

22.41%

-10.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.40%

21.68%

-10.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.59%

21.15%

-9.56%