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PGHAX vs. PHSTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PGHAX vs. PHSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Global Health Care Fund (PGHAX) and Putnam Global Health Care Fund (PHSTX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PGHAX achieves a -2.28% return, which is significantly higher than PHSTX's -2.43% return.


PGHAX

1D
-1.09%
1M
-1.42%
YTD
-2.28%
6M
-2.44%
1Y
16.08%
3Y*
7.10%
5Y*
6.28%
10Y*

PHSTX

1D
-1.11%
1M
-1.46%
YTD
-2.43%
6M
-2.59%
1Y
15.68%
3Y*
6.74%
5Y*
5.89%
10Y*
9.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PGHAX vs. PHSTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PGHAX
Putnam Global Health Care Fund
-2.28%15.58%1.69%9.48%-4.39%19.99%13.35%
PHSTX
Putnam Global Health Care Fund
-2.43%15.20%1.35%9.11%-4.88%19.60%12.64%

Correlation

The correlation between PGHAX and PHSTX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2020

1.00

The correlation between PGHAX and PHSTX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

PGHAX vs. PHSTX — Risk / Return Rank

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

PGHAX
PGHAX Risk / Return Rank: 1717
Overall Rank
PGHAX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
PGHAX Sortino Ratio Rank: 1919
Sortino Ratio Rank
PGHAX Omega Ratio Rank: 1515
Omega Ratio Rank
PGHAX Calmar Ratio Rank: 2121
Calmar Ratio Rank
PGHAX Martin Ratio Rank: 1515
Martin Ratio Rank

PHSTX
PHSTX Risk / Return Rank: 1717
Overall Rank
PHSTX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
PHSTX Sortino Ratio Rank: 1818
Sortino Ratio Rank
PHSTX Omega Ratio Rank: 1515
Omega Ratio Rank
PHSTX Calmar Ratio Rank: 2020
Calmar Ratio Rank
PHSTX Martin Ratio Rank: 1515
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.

PGHAX vs. PHSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Global Health Care Fund (PGHAX) and Putnam Global Health Care Fund (PHSTX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PGHAXPHSTXDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.19

1.19

0.00

Calmar ratioReturn relative to maximum drawdown

1.60

1.56

+0.05

Martin ratioReturn relative to average drawdown

3.96

3.84

+0.13

PGHAX vs. PHSTX - Sharpe Ratio Comparison

The current PGHAX Sharpe Ratio is 1.07, which is comparable to the PHSTX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of PGHAX and PHSTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PGHAX vs. PHSTX - Drawdown Comparison

The maximum PGHAX drawdown since its inception was -20.52%, smaller than the maximum PHSTX drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for PGHAX and PHSTX.


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Drawdown Indicators


PGHAXPHSTXDifference

Max Drawdown

Largest peak-to-trough decline

-20.52%

-45.51%

+24.99%

Max Drawdown (1Y)

Largest decline over 1 year

-9.68%

-9.71%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-20.52%

-20.71%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-20.52%

-20.71%

+0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-25.51%

Current Drawdown

Current decline from peak

-6.35%

-6.46%

+0.11%

Average Drawdown

Average peak-to-trough decline

-5.64%

-9.92%

+4.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.90%

3.93%

-0.03%

Volatility

PGHAX vs. PHSTX - Volatility Comparison

Putnam Global Health Care Fund (PGHAX) and Putnam Global Health Care Fund (PHSTX) have volatilities of 4.94% and 4.94%, 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


PGHAXPHSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

4.94%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

10.39%

10.39%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

14.45%

14.45%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.45%

14.48%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.43%

15.80%

-1.37%

PGHAX vs. PHSTX - Expense Ratio Comparison

PGHAX has a 0.72% expense ratio, which is lower than PHSTX's 1.05% expense ratio.


Dividends

PGHAX vs. PHSTX - Dividend Comparison

PGHAX's dividend yield for the trailing twelve months is around 1.90%, more than PHSTX's 1.83% yield.


PositionTTM20252024202320222021202020192018201720162015
PGHAX
Putnam Global Health Care Fund
1.90%1.86%4.71%5.33%7.48%11.17%8.93%0.00%0.00%0.00%0.00%0.00%
PHSTX
Putnam Global Health Care Fund
1.83%1.79%4.92%5.62%7.82%11.98%9.58%5.72%6.82%17.31%10.65%13.06%

Frequently Asked Questions


With a correlation of 1.00, PGHAX and PHSTX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

PHSTX has higher volatility (4.94%) compared to PGHAX (4.94%). In terms of maximum drawdown, PGHAX dropped -20.52% vs PHSTX's -45.51%.

PGHAX currently has the higher Sharpe Ratio (1.07 vs 1.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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