PGOYX vs. IWY

In the year-to-date period, PGOYX achieves a -1.55% return, which is significantly lower than IWY's -1.33% return. Over the past 10 years, PGOYX has underperformed IWY with an annualized return of 15.80%, while IWY has yielded a comparatively higher 17.04% annualized return.

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PGOYX has a 0.65% expense ratio, which is higher than IWY's 0.20% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Putnam Large Cap Growth Y (PGOYX) and iShares Russell Top 200 Growth ETF (IWY). 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.

The current PGOYX Sharpe Ratio is 0.61, which is comparable to the IWY Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of PGOYX and IWY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PGOYX's dividend yield for the trailing twelve months is around 4.32%, more than IWY's 0.42% yield.

The maximum PGOYX drawdown since its inception was -76.03%, which is greater than IWY's maximum drawdown of -32.68%. Use the drawdown chart below to compare losses from any high point for PGOYX and IWY.

Putnam Large Cap Growth Y (PGOYX) and iShares Russell Top 200 Growth ETF (IWY) have volatilities of 5.55% and 5.68%, 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.