PGGIX vs. VTILX
Compare and contrast key facts about Putnam Global Income Trust (PGGIX) and Vanguard Total International Bond II Index Fund (VTILX).
PGGIX is managed by Putnam. It was launched on May 31, 1987. VTILX is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged). It was launched on Feb 26, 2021.
Performance
PGGIX vs. VTILX - Performance Comparison
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PGGIX vs. VTILX - 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% | -4.25% |
VTILX Vanguard Total International Bond II Index Fund | -0.76% | 2.96% | 3.91% | 8.85% | -13.01% | 0.38% |
Returns By Period
In the year-to-date period, PGGIX achieves a -1.37% return, which is significantly lower than VTILX's -0.76% 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%
VTILX
- 1D
- 0.31%
- 1M
- -2.59%
- YTD
- -0.76%
- 6M
- -0.29%
- 1Y
- 2.36%
- 3Y*
- 3.71%
- 5Y*
- 0.13%
- 10Y*
- —
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PGGIX vs. VTILX - Expense Ratio Comparison
PGGIX has a 0.91% expense ratio, which is higher than VTILX's 0.07% expense ratio.
Return for Risk
PGGIX vs. VTILX — Risk / Return Rank
PGGIX
VTILX
PGGIX vs. VTILX - 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 (VTILX). 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 | VTILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.79 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.20 | 1.10 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.14 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.09 | 0.92 | +0.17 |
Martin ratioReturn relative to average drawdown | 4.51 | 3.92 | +0.60 |
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 | VTILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.79 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.41 | 0.03 | -0.44 |
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 | 0.04 | +0.75 |
Correlation
The correlation between PGGIX and VTILX is 0.78, 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. VTILX - Dividend Comparison
PGGIX's dividend yield for the trailing twelve months is around 3.52%, less than VTILX's 4.13% 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% |
VTILX Vanguard Total International Bond II Index Fund | 4.13% | 4.27% | 4.52% | 4.22% | 0.94% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PGGIX vs. VTILX - Drawdown Comparison
The maximum PGGIX drawdown since its inception was -26.81%, which is greater than VTILX's maximum drawdown of -15.85%. Use the drawdown chart below to compare losses from any high point for PGGIX and VTILX.
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Drawdown Indicators
| PGGIX | VTILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.81% | -15.85% | -10.96% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -2.90% | -0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -23.55% | -15.85% | -7.70% |
Max Drawdown (10Y)Largest decline over 10 years | -25.24% | — | — |
Current DrawdownCurrent decline from peak | -12.61% | -2.59% | -10.02% |
Average DrawdownAverage peak-to-trough decline | -4.46% | -6.05% | +1.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.76% | 0.68% | +0.08% |
Volatility
PGGIX vs. VTILX - Volatility Comparison
Putnam Global Income Trust (PGGIX) has a higher volatility of 1.56% compared to Vanguard Total International Bond II Index Fund (VTILX) at 1.41%. This indicates that PGGIX's price experiences larger fluctuations and is considered to be riskier than VTILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PGGIX | VTILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.56% | 1.41% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 2.28% | 2.02% | +0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.56% | 3.04% | +0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.11% | 4.39% | +0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.57% | 4.37% | +0.20% |