PGGIX vs. VTIIX
Compare and contrast key facts about Putnam Global Income Trust (PGGIX) and Vanguard Total International Bond II Index Fund Investor Class (VTIIX).
PGGIX is managed by Putnam. It was launched on May 31, 1987. VTIIX is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index Hedged. It was launched on Feb 17, 2021.
Performance
PGGIX vs. VTIIX - Performance Comparison
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PGGIX vs. VTIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PGGIX Putnam Global Income Trust | -1.37% | 6.27% | -0.26% | 5.27% | -15.05% | -4.48% |
VTIIX Vanguard Total International Bond II Index Fund Investor Class | -0.72% | 2.95% | 3.82% | 8.72% | -13.03% | -0.52% |
Returns By Period
In the year-to-date period, PGGIX achieves a -1.37% return, which is significantly lower than VTIIX's -0.72% return.
PGGIX
- 1D
- 0.20%
- 1M
- -2.94%
- YTD
- -1.37%
- 6M
- -0.87%
- 1Y
- 2.99%
- 3Y*
- 2.53%
- 5Y*
- -2.06%
- 10Y*
- 0.65%
VTIIX
- 1D
- 0.35%
- 1M
- -2.60%
- YTD
- -0.72%
- 6M
- -0.24%
- 1Y
- 2.40%
- 3Y*
- 3.68%
- 5Y*
- 0.08%
- 10Y*
- —
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PGGIX vs. VTIIX - Expense Ratio Comparison
PGGIX has a 0.91% expense ratio, which is higher than VTIIX's 0.11% expense ratio.
Return for Risk
PGGIX vs. VTIIX — Risk / Return Rank
PGGIX
VTIIX
PGGIX vs. VTIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Putnam Global Income Trust (PGGIX) and Vanguard Total International Bond II Index Fund Investor Class (VTIIX). 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.
| PGGIX | VTIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.75 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.20 | 1.06 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.14 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.09 | 0.89 | +0.19 |
Martin ratioReturn relative to average drawdown | 4.51 | 3.81 | +0.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PGGIX | VTIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.75 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.41 | 0.02 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.14 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | -0.01 | +0.80 |
Correlation
The correlation between PGGIX and VTIIX is 0.76, 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
PGGIX vs. VTIIX - Dividend Comparison
PGGIX's dividend yield for the trailing twelve months is around 3.52%, less than VTIIX's 4.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGGIX Putnam Global Income Trust | 3.52% | 3.86% | 2.79% | 2.17% | 2.06% | 1.72% | 1.65% | 2.04% | 2.42% | 3.17% | 3.29% | 2.44% |
VTIIX Vanguard Total International Bond II Index Fund Investor Class | 4.07% | 4.21% | 4.46% | 4.16% | 0.89% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PGGIX vs. VTIIX - Drawdown Comparison
The maximum PGGIX drawdown since its inception was -26.81%, which is greater than VTIIX's maximum drawdown of -15.95%. Use the drawdown chart below to compare losses from any high point for PGGIX and VTIIX.
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Drawdown Indicators
| PGGIX | VTIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.81% | -15.95% | -10.86% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -2.94% | -0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -23.55% | -15.95% | -7.60% |
Max Drawdown (10Y)Largest decline over 10 years | -25.24% | — | — |
Current DrawdownCurrent decline from peak | -12.61% | -2.60% | -10.01% |
Average DrawdownAverage peak-to-trough decline | -4.46% | -6.19% | +1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.76% | 0.69% | +0.07% |
Volatility
PGGIX vs. VTIIX - Volatility Comparison
Putnam Global Income Trust (PGGIX) and Vanguard Total International Bond II Index Fund Investor Class (VTIIX) have volatilities of 1.56% and 1.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PGGIX | VTIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.56% | 1.50% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 2.28% | 2.13% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.56% | 3.20% | +0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.11% | 4.47% | +0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.57% | 4.45% | +0.12% |