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PHSTX vs. HGHYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PHSTX vs. HGHYX - Performance Comparison

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

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Returns By Period

In the year-to-date period, PHSTX achieves a 2.92% return, which is significantly lower than HGHYX's 4.50% return. Both investments have delivered pretty close results over the past 10 years, with PHSTX having a 9.17% annualized return and HGHYX not far ahead at 9.22%.


PHSTX

1D
-1.41%
1M
3.39%
6M
0.90%
YTD
2.92%
1Y
21.59%
3Y*
9.01%
5Y*
6.59%
10Y*
9.17%

HGHYX

1D
-1.62%
1M
4.82%
6M
2.29%
YTD
4.50%
1Y
29.88%
3Y*
7.80%
5Y*
2.75%
10Y*
9.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PHSTX vs. HGHYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PHSTX
Putnam Global Health Care Fund
2.92%15.20%1.35%9.11%-4.88%19.60%15.94%30.26%-0.76%15.30%
HGHYX
The Hartford Healthcare Fund
4.50%15.95%0.23%4.04%-11.48%10.24%23.07%41.54%-2.81%22.09%

Correlation

The correlation between PHSTX and HGHYX is 0.95 - 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

0.95

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

0.92

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

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2000

0.92

The correlation between PHSTX and HGHYX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

PHSTX vs. HGHYX — Risk / Return Rank

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

PHSTX
PHSTX Risk / Return Rank: 3636
Overall Rank
PHSTX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
PHSTX Sortino Ratio Rank: 4242
Sortino Ratio Rank
PHSTX Omega Ratio Rank: 3232
Omega Ratio Rank
PHSTX Calmar Ratio Rank: 4545
Calmar Ratio Rank
PHSTX Martin Ratio Rank: 2828
Martin Ratio Rank

HGHYX
HGHYX Risk / Return Rank: 5858
Overall Rank
HGHYX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
HGHYX Sortino Ratio Rank: 6868
Sortino Ratio Rank
HGHYX Omega Ratio Rank: 5252
Omega Ratio Rank
HGHYX Calmar Ratio Rank: 6868
Calmar Ratio Rank
HGHYX 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.

PHSTX vs. HGHYX - Risk-Adjusted Trends Comparison

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


PHSTXHGHYXDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.23

1.30

-0.07

Calmar ratioReturn relative to maximum drawdown

2.03

2.52

-0.49

Martin ratioReturn relative to average drawdown

4.96

6.81

-1.85

PHSTX vs. HGHYX - Sharpe Ratio Comparison

The current PHSTX Sharpe Ratio is 1.29, which is comparable to the HGHYX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of PHSTX and HGHYX, 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

PHSTX vs. HGHYX - Drawdown Comparison

The maximum PHSTX drawdown since its inception was -45.51%, which is greater than HGHYX's maximum drawdown of -42.58%. Use the drawdown chart below to compare losses from any high point for PHSTX and HGHYX.


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Drawdown Indicators


PHSTXHGHYXDifference

Max Drawdown

Largest peak-to-trough decline

-45.51%

-42.58%

-2.93%

Max Drawdown (1Y)

Largest decline over 1 year

-9.71%

-10.82%

+1.11%

Max Drawdown (3Y)

Largest decline over 3 years

-20.71%

-22.60%

+1.89%

Max Drawdown (5Y)

Largest decline over 5 years

-20.71%

-25.42%

+4.71%

Max Drawdown (10Y)

Largest decline over 10 years

-25.51%

-28.51%

+3.00%

Current Drawdown

Current decline from peak

-4.32%

-4.41%

+0.09%

Average Drawdown

Average peak-to-trough decline

-9.91%

-7.62%

-2.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.97%

4.00%

-0.03%

Volatility

PHSTX vs. HGHYX - Volatility Comparison

Putnam Global Health Care Fund (PHSTX) has a higher volatility of 5.84% compared to The Hartford Healthcare Fund (HGHYX) at 5.55%. This indicates that PHSTX's price experiences larger fluctuations and is considered to be riskier than HGHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHSTXHGHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.84%

5.55%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

11.41%

11.89%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

15.26%

15.96%

-0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.67%

16.05%

-1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.78%

17.75%

-1.97%

PHSTX vs. HGHYX - Expense Ratio Comparison

PHSTX has a 1.05% expense ratio, which is higher than HGHYX's 1.00% expense ratio.


Dividends

PHSTX vs. HGHYX - Dividend Comparison

PHSTX's dividend yield for the trailing twelve months is around 1.74%, less than HGHYX's 2.76% yield.


PositionTTM20252024202320222021202020192018201720162015
HGHYX
The Hartford Healthcare Fund
2.76%2.88%4.74%0.00%0.83%8.86%10.56%10.72%7.15%4.67%9.23%13.39%
PHSTX
Putnam Global Health Care Fund
1.74%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 0.95, PHSTX and HGHYX 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 (5.84%) compared to HGHYX (5.55%). In terms of maximum drawdown, PHSTX dropped -45.51% vs HGHYX's -42.58%.

HGHYX currently has the higher Sharpe Ratio (1.71 vs 1.29), 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.

Portfolio Optimizer

Find the right allocation for PHSTX and HGHYX

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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