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PGEOX vs. PTLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PGEOX vs. PTLC - Performance Comparison

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

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Returns By Period

In the year-to-date period, PGEOX achieves a 7.88% return, which is significantly higher than PTLC's 4.41% return. Over the past 10 years, PGEOX has underperformed PTLC with an annualized return of 10.15%, while PTLC has yielded a comparatively higher 11.47% annualized return.


PGEOX

1D
0.73%
1M
1.05%
YTD
7.88%
6M
7.68%
1Y
20.45%
3Y*
16.99%
5Y*
9.46%
10Y*
10.15%

PTLC

1D
-0.43%
1M
0.05%
YTD
4.41%
6M
3.92%
1Y
20.14%
3Y*
13.96%
5Y*
10.42%
10Y*
11.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PGEOX vs. PTLC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGEOX
George Putnam Balanced Fund
7.88%14.02%20.65%19.93%-17.59%13.80%9.25%22.61%-3.03%15.02%
PTLC
Pacer Trendpilot US Large Cap ETF
4.41%5.10%24.31%16.78%-8.62%27.90%-1.15%17.58%1.49%21.41%

Correlation

The correlation between PGEOX and PTLC is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (10Y)
Calculated over the trailing 10-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2015

0.82

The correlation between PGEOX and PTLC shifts across timeframes, from 0.81 (5 years) to 0.97 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PGEOX vs. PTLC — Risk / Return Rank

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

PGEOX
PGEOX Risk / Return Rank: 8080
Overall Rank
PGEOX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
PGEOX Sortino Ratio Rank: 7676
Sortino Ratio Rank
PGEOX Omega Ratio Rank: 7575
Omega Ratio Rank
PGEOX Calmar Ratio Rank: 8282
Calmar Ratio Rank
PGEOX Martin Ratio Rank: 8989
Martin Ratio Rank

PTLC
PTLC Risk / Return Rank: 5050
Overall Rank
PTLC Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
PTLC Sortino Ratio Rank: 4747
Sortino Ratio Rank
PTLC Omega Ratio Rank: 4949
Omega Ratio Rank
PTLC Calmar Ratio Rank: 4848
Calmar Ratio Rank
PTLC Martin Ratio Rank: 5353
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. PTLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for George Putnam Balanced Fund (PGEOX) and Pacer Trendpilot US Large Cap ETF (PTLC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PGEOXPTLCDifference
Sharpe ratioReturn per unit of total volatility

+0.66

Sortino ratioReturn per unit of downside risk

+1.05

Omega ratioGain probability vs. loss probability

1.45

1.30

+0.14

Calmar ratioReturn relative to maximum drawdown

3.55

2.31

+1.24

Martin ratioReturn relative to average drawdown

16.10

8.89

+7.20

PGEOX vs. PTLC - Sharpe Ratio Comparison

The current PGEOX Sharpe Ratio is 2.37, which is higher than the PTLC Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of PGEOX and PTLC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PGEOX vs. PTLC - Drawdown Comparison

The maximum PGEOX drawdown since its inception was -50.63%, which is greater than PTLC's maximum drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for PGEOX and PTLC.


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Drawdown Indicators


PGEOXPTLCDifference

Max Drawdown

Largest peak-to-trough decline

-50.63%

-26.63%

-24.00%

Max Drawdown (1Y)

Largest decline over 1 year

-5.72%

-8.77%

+3.05%

Max Drawdown (3Y)

Largest decline over 3 years

-12.61%

-15.17%

+2.56%

Max Drawdown (5Y)

Largest decline over 5 years

-21.36%

-15.17%

-6.19%

Max Drawdown (10Y)

Largest decline over 10 years

-23.00%

-26.63%

+3.63%

Current Drawdown

Current decline from peak

-0.92%

-1.79%

+0.87%

Average Drawdown

Average peak-to-trough decline

-11.73%

-5.63%

-6.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

2.27%

-1.01%

Volatility

PGEOX vs. PTLC - Volatility Comparison

The current volatility for George Putnam Balanced Fund (PGEOX) is 3.43%, while Pacer Trendpilot US Large Cap ETF (PTLC) has a volatility of 4.71%. This indicates that PGEOX experiences smaller price fluctuations and is considered to be less risky than PTLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PGEOXPTLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.43%

4.71%

-1.28%

Volatility (6M)

Calculated over the trailing 6-month period

6.99%

9.10%

-2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

8.58%

11.91%

-3.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.48%

11.86%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.66%

13.23%

-1.57%

PGEOX vs. PTLC - Expense Ratio Comparison

PGEOX has a 0.94% expense ratio, which is higher than PTLC's 0.60% expense ratio.


Dividends

PGEOX vs. PTLC - Dividend Comparison

PGEOX's dividend yield for the trailing twelve months is around 7.60%, more than PTLC's 1.02% yield.


PositionTTM20252024202320222021202020192018201720162015
PGEOX
George Putnam Balanced Fund
7.60%8.13%7.99%1.10%0.89%7.75%1.05%5.22%9.04%1.10%1.18%1.13%
PTLC
Pacer Trendpilot US Large Cap ETF
1.02%1.06%0.67%1.18%1.26%0.73%1.08%1.10%1.00%0.97%1.08%0.42%

Frequently Asked Questions


With a correlation of 0.97, PGEOX and PTLC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

PTLC has higher volatility (4.71%) compared to PGEOX (3.43%). In terms of maximum drawdown, PGEOX dropped -50.63% vs PTLC's -26.63%.

PGEOX currently has the higher Sharpe Ratio (2.37 vs 1.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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