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PGTYX vs. LCSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PGTYX vs. LCSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Global Technology Fund (PGTYX) and LoCorr Long/Short Commodity Strategies Fund (LCSIX). The values are adjusted to include any dividend payments, if applicable.

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PGTYX vs. LCSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGTYX
Putnam Global Technology Fund
-8.01%23.31%27.88%53.82%-32.30%11.72%70.92%47.50%-6.72%47.05%
LCSIX
LoCorr Long/Short Commodity Strategies Fund
2.78%1.13%-8.29%-3.07%6.04%14.90%9.90%-5.97%15.16%6.19%

Returns By Period

In the year-to-date period, PGTYX achieves a -8.01% return, which is significantly lower than LCSIX's 2.78% return. Over the past 10 years, PGTYX has outperformed LCSIX with an annualized return of 20.82%, while LCSIX has yielded a comparatively lower 2.75% annualized return.


PGTYX

1D
-1.60%
1M
-8.35%
YTD
-8.01%
6M
-7.68%
1Y
30.83%
3Y*
21.76%
5Y*
10.37%
10Y*
20.82%

LCSIX

1D
0.57%
1M
0.91%
YTD
2.78%
6M
1.28%
1Y
0.27%
3Y*
-2.12%
5Y*
2.03%
10Y*
2.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PGTYX vs. LCSIX - Expense Ratio Comparison

PGTYX has a 0.62% expense ratio, which is lower than LCSIX's 1.75% expense ratio.


Return for Risk

PGTYX vs. LCSIX — Risk / Return Rank

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

PGTYX
PGTYX Risk / Return Rank: 6666
Overall Rank
PGTYX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PGTYX Sortino Ratio Rank: 6666
Sortino Ratio Rank
PGTYX Omega Ratio Rank: 6262
Omega Ratio Rank
PGTYX Calmar Ratio Rank: 7979
Calmar Ratio Rank
PGTYX Martin Ratio Rank: 6262
Martin Ratio Rank

LCSIX
LCSIX Risk / Return Rank: 99
Overall Rank
LCSIX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
LCSIX Sortino Ratio Rank: 77
Sortino Ratio Rank
LCSIX Omega Ratio Rank: 77
Omega Ratio Rank
LCSIX Calmar Ratio Rank: 1111
Calmar Ratio Rank
LCSIX Martin Ratio Rank: 99
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.

PGTYX vs. LCSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Global Technology Fund (PGTYX) and LoCorr Long/Short Commodity Strategies Fund (LCSIX). 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.


PGTYXLCSIXDifference

Sharpe ratio

Return per unit of total volatility

1.09

0.15

+0.93

Sortino ratio

Return per unit of downside risk

1.63

0.25

+1.38

Omega ratio

Gain probability vs. loss probability

1.23

1.03

+0.19

Calmar ratio

Return relative to maximum drawdown

1.84

0.24

+1.60

Martin ratio

Return relative to average drawdown

5.89

0.49

+5.40

PGTYX vs. LCSIX - Sharpe Ratio Comparison

The current PGTYX Sharpe Ratio is 1.09, which is higher than the LCSIX Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of PGTYX and LCSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PGTYXLCSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.15

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.37

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.41

+0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.46

+0.38

Correlation

The correlation between PGTYX and LCSIX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

PGTYX vs. LCSIX - Dividend Comparison

PGTYX's dividend yield for the trailing twelve months is around 11.77%, more than LCSIX's 2.26% yield.


TTM20252024202320222021202020192018201720162015
PGTYX
Putnam Global Technology Fund
11.77%10.83%6.40%0.57%1.71%21.15%13.60%2.63%9.44%6.75%1.01%4.56%
LCSIX
LoCorr Long/Short Commodity Strategies Fund
2.26%2.32%2.75%1.88%10.75%7.14%2.94%0.54%12.36%0.02%3.21%7.36%

Drawdowns

PGTYX vs. LCSIX - Drawdown Comparison

The maximum PGTYX drawdown since its inception was -42.09%, which is greater than LCSIX's maximum drawdown of -25.13%. Use the drawdown chart below to compare losses from any high point for PGTYX and LCSIX.


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Drawdown Indicators


PGTYXLCSIXDifference

Max Drawdown

Largest peak-to-trough decline

-42.09%

-25.13%

-16.96%

Max Drawdown (1Y)

Largest decline over 1 year

-14.51%

-4.31%

-10.20%

Max Drawdown (5Y)

Largest decline over 5 years

-42.09%

-13.21%

-28.88%

Max Drawdown (10Y)

Largest decline over 10 years

-42.09%

-13.71%

-28.38%

Current Drawdown

Current decline from peak

-13.58%

-8.74%

-4.84%

Average Drawdown

Average peak-to-trough decline

-6.66%

-6.33%

-0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.54%

2.15%

+2.39%

Volatility

PGTYX vs. LCSIX - Volatility Comparison

Putnam Global Technology Fund (PGTYX) has a higher volatility of 8.10% compared to LoCorr Long/Short Commodity Strategies Fund (LCSIX) at 1.44%. This indicates that PGTYX's price experiences larger fluctuations and is considered to be riskier than LCSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PGTYXLCSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.10%

1.44%

+6.66%

Volatility (6M)

Calculated over the trailing 6-month period

16.61%

5.31%

+11.30%

Volatility (1Y)

Calculated over the trailing 1-year period

28.03%

6.96%

+21.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.67%

5.58%

+19.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.87%

6.71%

+17.16%