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PGGIX vs. POGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PGGIX vs. POGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Global Income Trust (PGGIX) and Putnam Growth Opportunities Fund (POGAX). The values are adjusted to include any dividend payments, if applicable.

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PGGIX vs. POGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGGIX
Putnam Global Income Trust
-0.97%6.27%-0.26%5.27%-15.05%-6.38%5.93%9.35%-2.36%7.24%
POGAX
Putnam Growth Opportunities Fund
-9.72%14.28%33.22%44.22%-30.43%22.64%38.44%36.44%2.29%30.97%

Returns By Period

In the year-to-date period, PGGIX achieves a -0.97% return, which is significantly higher than POGAX's -9.72% return. Over the past 10 years, PGGIX has underperformed POGAX with an annualized return of 0.69%, while POGAX has yielded a comparatively higher 16.52% annualized return.


PGGIX

1D
0.40%
1M
-2.07%
YTD
-0.97%
6M
-0.57%
1Y
3.10%
3Y*
2.67%
5Y*
-2.00%
10Y*
0.69%

POGAX

1D
3.70%
1M
-5.90%
YTD
-9.72%
6M
-9.55%
1Y
14.65%
3Y*
20.22%
5Y*
10.78%
10Y*
16.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PGGIX vs. POGAX - Expense Ratio Comparison

PGGIX has a 0.91% expense ratio, which is lower than POGAX's 0.99% expense ratio.


Return for Risk

PGGIX vs. POGAX — Risk / Return Rank

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

PGGIX
PGGIX Risk / Return Rank: 3636
Overall Rank
PGGIX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
PGGIX Sortino Ratio Rank: 3939
Sortino Ratio Rank
PGGIX Omega Ratio Rank: 2929
Omega Ratio Rank
PGGIX Calmar Ratio Rank: 3333
Calmar Ratio Rank
PGGIX Martin Ratio Rank: 3636
Martin Ratio Rank

POGAX
POGAX Risk / Return Rank: 3030
Overall Rank
POGAX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
POGAX Sortino Ratio Rank: 3232
Sortino Ratio Rank
POGAX Omega Ratio Rank: 3030
Omega Ratio Rank
POGAX Calmar Ratio Rank: 3333
Calmar Ratio Rank
POGAX 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.

PGGIX vs. POGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Global Income Trust (PGGIX) and Putnam Growth Opportunities Fund (POGAX). 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.


PGGIXPOGAXDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.70

+0.26

Sortino ratio

Return per unit of downside risk

1.36

1.17

+0.19

Omega ratio

Gain probability vs. loss probability

1.17

1.16

+0.01

Calmar ratio

Return relative to maximum drawdown

1.09

0.96

+0.13

Martin ratio

Return relative to average drawdown

4.41

3.26

+1.15

PGGIX vs. POGAX - Sharpe Ratio Comparison

The current PGGIX Sharpe Ratio is 0.96, which is higher than the POGAX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of PGGIX and POGAX, 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


PGGIXPOGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.70

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.39

0.50

-0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.78

-0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.42

+0.38

Correlation

The correlation between PGGIX and POGAX is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PGGIX vs. POGAX - Dividend Comparison

PGGIX's dividend yield for the trailing twelve months is around 3.51%, less than POGAX's 6.30% yield.


TTM20252024202320222021202020192018201720162015
PGGIX
Putnam Global Income Trust
3.51%3.86%2.79%2.17%2.06%1.72%1.65%2.04%2.42%3.17%3.29%2.44%
POGAX
Putnam Growth Opportunities Fund
6.30%5.68%4.58%0.49%7.80%9.08%3.29%3.83%7.98%1.89%0.01%5.70%

Drawdowns

PGGIX vs. POGAX - Drawdown Comparison

The maximum PGGIX drawdown since its inception was -26.81%, smaller than the maximum POGAX drawdown of -76.55%. Use the drawdown chart below to compare losses from any high point for PGGIX and POGAX.


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Drawdown Indicators


PGGIXPOGAXDifference

Max Drawdown

Largest peak-to-trough decline

-26.81%

-76.55%

+49.74%

Max Drawdown (1Y)

Largest decline over 1 year

-3.14%

-16.42%

+13.28%

Max Drawdown (5Y)

Largest decline over 5 years

-23.55%

-34.15%

+10.60%

Max Drawdown (10Y)

Largest decline over 10 years

-25.24%

-34.15%

+8.91%

Current Drawdown

Current decline from peak

-12.26%

-13.33%

+1.07%

Average Drawdown

Average peak-to-trough decline

-4.46%

-29.18%

+24.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

4.81%

-4.04%

Volatility

PGGIX vs. POGAX - Volatility Comparison

The current volatility for Putnam Global Income Trust (PGGIX) is 1.61%, while Putnam Growth Opportunities Fund (POGAX) has a volatility of 6.88%. This indicates that PGGIX experiences smaller price fluctuations and is considered to be less risky than POGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PGGIXPOGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

6.88%

-5.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.29%

12.74%

-10.45%

Volatility (1Y)

Calculated over the trailing 1-year period

3.58%

22.41%

-18.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.11%

21.67%

-16.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.57%

21.15%

-16.58%