PGEOX vs. PTLC
Compare and contrast key facts about George Putnam Balanced Fund (PGEOX) and Pacer Trendpilot US Large Cap ETF (PTLC).
PGEOX is managed by Putnam. It was launched on Nov 5, 1937. PTLC is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer Trendpilot U.S. Large Cap Index. It was launched on Jun 11, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PGEOX or PTLC.
Key characteristics
| PGEOX | PTLC | |
|---|---|---|
| YTD Return | 18.17% | 26.39% |
| 1Y Return | 24.95% | 34.24% |
| 3Y Return (Ann) | 5.79% | 11.21% |
| 5Y Return (Ann) | 10.01% | 12.12% |
| Sharpe Ratio | 3.17 | 3.04 |
| Sortino Ratio | 4.49 | 4.04 |
| Omega Ratio | 1.60 | 1.57 |
| Calmar Ratio | 4.55 | 4.37 |
| Martin Ratio | 20.31 | 19.72 |
| Ulcer Index | 1.33% | 1.87% |
| Daily Std Dev | 8.50% | 12.12% |
| Max Drawdown | -49.24% | -26.63% |
| Current Drawdown | -0.59% | -0.20% |
Correlation
The correlation between PGEOX and PTLC is 0.81, 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.
Performance
PGEOX vs. PTLC - Performance Comparison
In the year-to-date period, PGEOX achieves a 18.17% return, which is significantly lower than PTLC's 26.39% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PGEOX vs. PTLC - Expense Ratio Comparison
PGEOX has a 0.94% expense ratio, which is higher than PTLC's 0.60% expense ratio.
Risk-Adjusted Performance
PGEOX vs. PTLC - Risk-Adjusted Performance 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.
Dividends
PGEOX vs. PTLC - Dividend Comparison
PGEOX's dividend yield for the trailing twelve months is around 1.20%, more than PTLC's 0.93% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGEOX George Putnam Balanced Fund | 1.20% | 1.10% | 0.89% | 0.61% | 1.05% | 2.58% | 1.43% | 1.10% | 1.18% | 1.13% | 1.26% | 1.31% |
PTLC Pacer Trendpilot US Large Cap ETF | 0.93% | 1.18% | 1.26% | 0.73% | 1.08% | 1.10% | 1.00% | 0.97% | 1.08% | 0.43% | 0.00% | 0.00% |
Drawdowns
PGEOX vs. PTLC - Drawdown Comparison
The maximum PGEOX drawdown since its inception was -49.24%, 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. For additional features, visit the drawdowns tool.
Volatility
PGEOX vs. PTLC - Volatility Comparison
The current volatility for George Putnam Balanced Fund (PGEOX) is 2.48%, while Pacer Trendpilot US Large Cap ETF (PTLC) has a volatility of 3.81%. 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.