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PHSTX vs. SHPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PHSTX vs. SHPAX - Performance Comparison

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

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PHSTX vs. SHPAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PHSTX
Putnam Global Health Care Fund
-5.20%15.20%1.35%9.11%-4.88%19.60%15.94%30.26%-0.76%15.30%
SHPAX
Saratoga Health & Biotechnology Fund
-1.13%17.43%0.26%-0.36%1.93%16.71%3.52%27.67%-5.30%11.78%

Returns By Period

In the year-to-date period, PHSTX achieves a -5.20% return, which is significantly lower than SHPAX's -1.13% return. Over the past 10 years, PHSTX has outperformed SHPAX with an annualized return of 8.86%, while SHPAX has yielded a comparatively lower 6.84% annualized return.


PHSTX

1D
0.66%
1M
-9.12%
YTD
-5.20%
6M
5.37%
1Y
3.92%
3Y*
7.27%
5Y*
6.39%
10Y*
8.86%

SHPAX

1D
0.96%
1M
-6.99%
YTD
-1.13%
6M
10.24%
1Y
12.17%
3Y*
6.93%
5Y*
5.73%
10Y*
6.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PHSTX vs. SHPAX - Expense Ratio Comparison

PHSTX has a 1.05% expense ratio, which is lower than SHPAX's 2.90% expense ratio.


Return for Risk

PHSTX vs. SHPAX — Risk / Return Rank

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

PHSTX
PHSTX Risk / Return Rank: 1111
Overall Rank
PHSTX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
PHSTX Sortino Ratio Rank: 1010
Sortino Ratio Rank
PHSTX Omega Ratio Rank: 1010
Omega Ratio Rank
PHSTX Calmar Ratio Rank: 1313
Calmar Ratio Rank
PHSTX Martin Ratio Rank: 1111
Martin Ratio Rank

SHPAX
SHPAX Risk / Return Rank: 4040
Overall Rank
SHPAX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SHPAX Sortino Ratio Rank: 3333
Sortino Ratio Rank
SHPAX Omega Ratio Rank: 2626
Omega Ratio Rank
SHPAX Calmar Ratio Rank: 6666
Calmar Ratio Rank
SHPAX Martin Ratio Rank: 4141
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. SHPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Global Health Care Fund (PHSTX) and Saratoga Health & Biotechnology Fund (SHPAX). 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.


PHSTXSHPAXDifference

Sharpe ratio

Return per unit of total volatility

0.24

0.78

-0.53

Sortino ratio

Return per unit of downside risk

0.45

1.18

-0.73

Omega ratio

Gain probability vs. loss probability

1.06

1.15

-0.09

Calmar ratio

Return relative to maximum drawdown

0.35

1.56

-1.21

Martin ratio

Return relative to average drawdown

0.82

4.30

-3.48

PHSTX vs. SHPAX - Sharpe Ratio Comparison

The current PHSTX Sharpe Ratio is 0.24, which is lower than the SHPAX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of PHSTX and SHPAX, 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


PHSTXSHPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

0.78

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.41

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.41

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.30

+0.31

Correlation

The correlation between PHSTX and SHPAX is 0.87, 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

PHSTX vs. SHPAX - Dividend Comparison

PHSTX's dividend yield for the trailing twelve months is around 1.88%, less than SHPAX's 3.70% yield.


TTM20252024202320222021202020192018201720162015
PHSTX
Putnam Global Health Care Fund
1.88%1.79%4.92%5.62%7.82%11.98%9.58%5.72%6.82%17.31%10.65%13.06%
SHPAX
Saratoga Health & Biotechnology Fund
3.70%3.66%1.35%5.38%6.34%3.76%13.82%13.24%22.00%17.98%12.52%10.70%

Drawdowns

PHSTX vs. SHPAX - Drawdown Comparison

The maximum PHSTX drawdown since its inception was -45.51%, smaller than the maximum SHPAX drawdown of -69.50%. Use the drawdown chart below to compare losses from any high point for PHSTX and SHPAX.


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Drawdown Indicators


PHSTXSHPAXDifference

Max Drawdown

Largest peak-to-trough decline

-45.51%

-69.50%

+23.99%

Max Drawdown (1Y)

Largest decline over 1 year

-10.02%

-7.87%

-2.15%

Max Drawdown (5Y)

Largest decline over 5 years

-20.71%

-16.32%

-4.39%

Max Drawdown (10Y)

Largest decline over 10 years

-25.51%

-28.05%

+2.54%

Current Drawdown

Current decline from peak

-9.12%

-6.99%

-2.13%

Average Drawdown

Average peak-to-trough decline

-9.93%

-28.07%

+18.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.74%

2.86%

+1.88%

Volatility

PHSTX vs. SHPAX - Volatility Comparison

The current volatility for Putnam Global Health Care Fund (PHSTX) is 4.25%, while Saratoga Health & Biotechnology Fund (SHPAX) has a volatility of 4.62%. This indicates that PHSTX experiences smaller price fluctuations and is considered to be less risky than SHPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHSTXSHPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

4.62%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

9.95%

9.76%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

16.72%

16.57%

+0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.21%

14.19%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.79%

16.57%

-0.78%