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PGRI vs. PVAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PGRI vs. PVAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam International Stock ETF (PGRI) and Putnam Focused Large Cap Value ETF (PVAL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PGRI achieves a 8.61% return, which is significantly lower than PVAL's 13.74% return.


PGRI

1D
0.26%
1M
0.82%
6M
6.03%
YTD
8.61%
1Y
3Y*
5Y*
10Y*

PVAL

1D
0.41%
1M
1.92%
6M
11.27%
YTD
13.74%
1Y
28.00%
3Y*
22.66%
5Y*
16.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PGRI vs. PVAL - Yearly Performance Comparison


2026 (YTD)2025
PGRI
Putnam International Stock ETF
8.61%-1.11%
PVAL
Putnam Focused Large Cap Value ETF
13.74%6.36%

Correlation

The correlation between PGRI and PVAL is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 23, 2025

0.68

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Return for Risk

PGRI vs. PVAL — Risk / Return Rank

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

PGRI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


PVAL
PVAL Risk / Return Rank: 9090
Overall Rank
PVAL Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
PVAL Sortino Ratio Rank: 9292
Sortino Ratio Rank
PVAL Omega Ratio Rank: 9090
Omega Ratio Rank
PVAL Calmar Ratio Rank: 8787
Calmar Ratio Rank
PVAL Martin Ratio Rank: 8787
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.

PGRI vs. PVAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam International Stock ETF (PGRI) and Putnam Focused Large Cap Value ETF (PVAL). 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.


PGRIPVALDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.46

Calmar ratioReturn relative to maximum drawdown

3.89

Martin ratioReturn relative to average drawdown

14.65

PGRI vs. PVAL - Sharpe Ratio Comparison


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Drawdowns

PGRI vs. PVAL - Drawdown Comparison

The maximum PGRI drawdown since its inception was -12.87%, smaller than the maximum PVAL drawdown of -16.64%. Use the drawdown chart below to compare losses from any high point for PGRI and PVAL.


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Drawdown Indicators


PGRIPVALDifference

Max Drawdown

Largest peak-to-trough decline

-12.87%

-16.64%

+3.77%

Max Drawdown (1Y)

Largest decline over 1 year

-7.22%

Max Drawdown (3Y)

Largest decline over 3 years

-15.42%

Max Drawdown (5Y)

Largest decline over 5 years

-16.64%

Current Drawdown

Current decline from peak

-3.58%

-0.59%

-2.99%

Average Drawdown

Average peak-to-trough decline

-3.04%

-2.98%

-0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

Volatility

PGRI vs. PVAL - Volatility Comparison


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Volatility by Period


PGRIPVALDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.44%

Volatility (6M)

Calculated over the trailing 6-month period

8.59%

Volatility (1Y)

Calculated over the trailing 1-year period

20.77%

11.11%

+9.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.77%

15.26%

+5.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.77%

15.19%

+5.58%

PGRI vs. PVAL - Expense Ratio Comparison

Both PGRI and PVAL have an expense ratio of 0.55%.


Dividends

PGRI vs. PVAL - Dividend Comparison

PGRI's dividend yield for the trailing twelve months is around 0.11%, less than PVAL's 0.94% yield.


PositionTTM20252024202320222021
PGRI
Putnam International Stock ETF
0.11%0.12%0.00%0.00%0.00%0.00%
PVAL
Putnam Focused Large Cap Value ETF
0.94%1.00%1.34%1.33%0.59%0.47%

Frequently Asked Questions


PGRI and PVAL have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.55% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

PGRI and PVAL have the same expense ratio: 0.55% per year.

PVAL has the higher dividend yield at 0.94%, compared with 0.11% for PGRI.

PGRI is categorized as Actively Managed, while PVAL is Large Cap Value Equities.

Portfolio Optimizer

Find the right allocation for PGRI and PVAL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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