PortfoliosLab logoPortfoliosLab logo
PGTYX vs. VTCAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PGTYX vs. VTCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Global Technology Fund (PGTYX) and Vanguard Communication Services Index Fund Admiral Shares (VTCAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PGTYX vs. VTCAX - 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%
VTCAX
Vanguard Communication Services Index Fund Admiral Shares
-10.02%26.27%33.10%44.73%-38.78%14.09%28.95%28.03%-16.51%-5.57%

Returns By Period

In the year-to-date period, PGTYX achieves a -8.01% return, which is significantly higher than VTCAX's -10.02% return. Over the past 10 years, PGTYX has outperformed VTCAX with an annualized return of 20.82%, while VTCAX has yielded a comparatively lower 8.09% 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%

VTCAX

1D
0.56%
1M
-9.34%
YTD
-10.02%
6M
-6.89%
1Y
18.31%
3Y*
22.92%
5Y*
7.15%
10Y*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PGTYX vs. VTCAX - Expense Ratio Comparison

PGTYX has a 0.62% expense ratio, which is higher than VTCAX's 0.10% expense ratio.


Return for Risk

PGTYX vs. VTCAX — 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

VTCAX
VTCAX Risk / Return Rank: 4848
Overall Rank
VTCAX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VTCAX Sortino Ratio Rank: 5656
Sortino Ratio Rank
VTCAX Omega Ratio Rank: 5151
Omega Ratio Rank
VTCAX Calmar Ratio Rank: 4444
Calmar Ratio Rank
VTCAX Martin Ratio Rank: 4040
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. VTCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Global Technology Fund (PGTYX) and Vanguard Communication Services Index Fund Admiral Shares (VTCAX). 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.


PGTYXVTCAXDifference

Sharpe ratio

Return per unit of total volatility

1.09

0.94

+0.15

Sortino ratio

Return per unit of downside risk

1.63

1.48

+0.15

Omega ratio

Gain probability vs. loss probability

1.23

1.20

+0.03

Calmar ratio

Return relative to maximum drawdown

1.84

1.11

+0.73

Martin ratio

Return relative to average drawdown

5.89

4.16

+1.73

PGTYX vs. VTCAX - Sharpe Ratio Comparison

The current PGTYX Sharpe Ratio is 1.09, which is comparable to the VTCAX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of PGTYX and VTCAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PGTYXVTCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.94

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.34

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.39

+0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.41

+0.43

Correlation

The correlation between PGTYX and VTCAX is 0.70, 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

PGTYX vs. VTCAX - Dividend Comparison

PGTYX's dividend yield for the trailing twelve months is around 11.77%, more than VTCAX's 1.09% 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%
VTCAX
Vanguard Communication Services Index Fund Admiral Shares
1.09%0.95%1.06%1.04%0.88%1.20%0.73%0.89%2.77%3.84%2.68%3.55%

Drawdowns

PGTYX vs. VTCAX - Drawdown Comparison

The maximum PGTYX drawdown since its inception was -42.09%, smaller than the maximum VTCAX drawdown of -57.11%. Use the drawdown chart below to compare losses from any high point for PGTYX and VTCAX.


Loading graphics...

Drawdown Indicators


PGTYXVTCAXDifference

Max Drawdown

Largest peak-to-trough decline

-42.09%

-57.11%

+15.02%

Max Drawdown (1Y)

Largest decline over 1 year

-14.51%

-13.56%

-0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-42.09%

-46.58%

+4.49%

Max Drawdown (10Y)

Largest decline over 10 years

-42.09%

-46.58%

+4.49%

Current Drawdown

Current decline from peak

-13.58%

-13.08%

-0.50%

Average Drawdown

Average peak-to-trough decline

-6.66%

-11.96%

+5.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.54%

3.61%

+0.93%

Volatility

PGTYX vs. VTCAX - Volatility Comparison

Putnam Global Technology Fund (PGTYX) has a higher volatility of 8.10% compared to Vanguard Communication Services Index Fund Admiral Shares (VTCAX) at 5.02%. This indicates that PGTYX's price experiences larger fluctuations and is considered to be riskier than VTCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PGTYXVTCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.10%

5.02%

+3.08%

Volatility (6M)

Calculated over the trailing 6-month period

16.61%

11.16%

+5.45%

Volatility (1Y)

Calculated over the trailing 1-year period

28.03%

20.09%

+7.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.67%

21.23%

+3.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.87%

20.95%

+2.92%