PGEOX vs. VSMGX
Compare and contrast key facts about George Putnam Balanced Fund (PGEOX) and Vanguard LifeStrategy Moderate Growth Fund (VSMGX).
PGEOX is managed by Putnam. It was launched on Nov 5, 1937. VSMGX is managed by Vanguard. It was launched on Sep 30, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PGEOX or VSMGX.
Key characteristics
| PGEOX | VSMGX | |
|---|---|---|
| YTD Return | 17.73% | 11.07% |
| 1Y Return | 24.77% | 16.41% |
| 3Y Return (Ann) | 5.70% | 1.12% |
| 5Y Return (Ann) | 9.92% | 5.45% |
| 10Y Return (Ann) | 8.84% | 5.53% |
| Sharpe Ratio | 2.92 | 2.16 |
| Sortino Ratio | 4.11 | 3.09 |
| Omega Ratio | 1.55 | 1.40 |
| Calmar Ratio | 4.13 | 1.41 |
| Martin Ratio | 18.45 | 12.98 |
| Ulcer Index | 1.33% | 1.26% |
| Daily Std Dev | 8.38% | 7.59% |
| Max Drawdown | -49.24% | -41.18% |
| Current Drawdown | -0.96% | -1.15% |
Correlation
The correlation between PGEOX and VSMGX is 0.91, 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. VSMGX - Performance Comparison
In the year-to-date period, PGEOX achieves a 17.73% return, which is significantly higher than VSMGX's 11.07% return. Over the past 10 years, PGEOX has outperformed VSMGX with an annualized return of 8.84%, while VSMGX has yielded a comparatively lower 5.53% annualized 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. VSMGX - Expense Ratio Comparison
PGEOX has a 0.94% expense ratio, which is higher than VSMGX's 0.13% expense ratio.
Risk-Adjusted Performance
PGEOX vs. VSMGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for George Putnam Balanced Fund (PGEOX) and Vanguard LifeStrategy Moderate Growth Fund (VSMGX). 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. VSMGX - Dividend Comparison
PGEOX's dividend yield for the trailing twelve months is around 1.20%, less than VSMGX's 2.60% 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% |
VSMGX Vanguard LifeStrategy Moderate Growth Fund | 2.60% | 2.63% | 2.10% | 1.91% | 1.71% | 2.45% | 2.65% | 2.15% | 2.22% | 2.19% | 2.10% | 1.93% |
Drawdowns
PGEOX vs. VSMGX - Drawdown Comparison
The maximum PGEOX drawdown since its inception was -49.24%, which is greater than VSMGX's maximum drawdown of -41.18%. Use the drawdown chart below to compare losses from any high point for PGEOX and VSMGX. For additional features, visit the drawdowns tool.
Volatility
PGEOX vs. VSMGX - Volatility Comparison
George Putnam Balanced Fund (PGEOX) has a higher volatility of 2.49% compared to Vanguard LifeStrategy Moderate Growth Fund (VSMGX) at 2.02%. This indicates that PGEOX's price experiences larger fluctuations and is considered to be riskier than VSMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.