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PIM vs. GUGAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PIM vs. GUGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Master Intermediate Income Trust (PIM) and GMO Multi-Sector Fixed Income Fund (GUGAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PIM achieves a 0.06% return, which is significantly lower than GUGAX's 0.96% return. Over the past 10 years, PIM has outperformed GUGAX with an annualized return of 4.81%, while GUGAX has yielded a comparatively lower 1.56% annualized return.


PIM

1D
0.46%
1M
3.70%
YTD
0.06%
6M
0.55%
1Y
10.81%
3Y*
10.15%
5Y*
2.78%
10Y*
4.81%

GUGAX

1D
0.00%
1M
0.00%
YTD
0.96%
6M
1.39%
1Y
7.67%
3Y*
3.85%
5Y*
-0.05%
10Y*
1.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PIM vs. GUGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PIM
Putnam Master Intermediate Income Trust
0.06%10.91%10.88%8.45%-12.49%-0.44%-2.97%20.68%-5.10%10.52%
GUGAX
GMO Multi-Sector Fixed Income Fund
0.96%7.29%0.96%6.02%-14.52%-3.17%4.91%9.66%2.13%4.44%

Correlation

The correlation between PIM and GUGAX is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

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

0.24

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

0.24

Correlation (All Time)
Calculated using the full available price history since Jan 5, 1998

0.11

The correlation between PIM and GUGAX shifts across timeframes, from 0.11 (all time) to 0.24 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

PIM vs. GUGAX — Risk / Return Rank

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

PIM
PIM Risk / Return Rank: 1010
Overall Rank
PIM Sharpe Ratio Rank: 88
Sharpe Ratio Rank
PIM Sortino Ratio Rank: 1010
Sortino Ratio Rank
PIM Omega Ratio Rank: 77
Omega Ratio Rank
PIM Calmar Ratio Rank: 1616
Calmar Ratio Rank
PIM Martin Ratio Rank: 1111
Martin Ratio Rank

GUGAX
GUGAX Risk / Return Rank: 3737
Overall Rank
GUGAX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
GUGAX Sortino Ratio Rank: 5050
Sortino Ratio Rank
GUGAX Omega Ratio Rank: 4343
Omega Ratio Rank
GUGAX Calmar Ratio Rank: 2323
Calmar Ratio Rank
GUGAX Martin Ratio Rank: 2525
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.

PIM vs. GUGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Master Intermediate Income Trust (PIM) and GMO Multi-Sector Fixed Income Fund (GUGAX). 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.


PIMGUGAXDifference

Sharpe ratio

Return per unit of total volatility

0.91

2.01

-1.10

Sortino ratio

Return per unit of downside risk

1.53

3.17

-1.65

Omega ratio

Gain probability vs. loss probability

1.17

1.40

-0.23

Calmar ratio

Return relative to maximum drawdown

1.62

1.84

-0.22

Martin ratio

Return relative to average drawdown

4.29

6.82

-2.54

PIM vs. GUGAX - Sharpe Ratio Comparison

The current PIM Sharpe Ratio is 0.91, which is lower than the GUGAX Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of PIM and GUGAX, 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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Sharpe Ratios by Period


PIMGUGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

2.01

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

-0.01

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.29

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.08

+0.09

Drawdowns

PIM vs. GUGAX - Drawdown Comparison

The maximum PIM drawdown since its inception was -43.27%, which is greater than GUGAX's maximum drawdown of -38.57%. Use the drawdown chart below to compare losses from any high point for PIM and GUGAX.


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Drawdown Indicators


PIMGUGAXDifference

Max Drawdown

Largest peak-to-trough decline

-43.27%

-38.57%

-4.70%

Max Drawdown (1Y)

Largest decline over 1 year

-6.45%

-1.84%

-4.61%

Max Drawdown (5Y)

Largest decline over 5 years

-18.39%

-20.53%

+2.14%

Max Drawdown (10Y)

Largest decline over 10 years

-28.15%

-23.06%

-5.09%

Current Drawdown

Current decline from peak

-1.99%

-6.72%

+4.73%

Average Drawdown

Average peak-to-trough decline

-9.55%

-11.29%

+1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

0.83%

+1.61%

Volatility

PIM vs. GUGAX - Volatility Comparison

Putnam Master Intermediate Income Trust (PIM) has a higher volatility of 4.77% compared to GMO Multi-Sector Fixed Income Fund (GUGAX) at 0.00%. This indicates that PIM's price experiences larger fluctuations and is considered to be riskier than GUGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PIMGUGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

0.00%

+4.77%

Volatility (6M)

Calculated over the trailing 6-month period

8.80%

1.76%

+7.04%

Volatility (1Y)

Calculated over the trailing 1-year period

11.07%

3.69%

+7.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.63%

6.56%

+4.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.07%

5.43%

+7.64%

PIM vs. GUGAX - Expense Ratio Comparison

PIM has a 1.09% expense ratio, which is higher than GUGAX's 0.45% expense ratio.


Dividends

PIM vs. GUGAX - Dividend Comparison

PIM's dividend yield for the trailing twelve months is around 8.06%, more than GUGAX's 4.52% yield.


TTM20252024202320222021202020192018201720162015
PIM
Putnam Master Intermediate Income Trust
8.06%7.90%8.10%8.28%8.25%6.68%8.32%7.59%6.82%6.54%6.77%6.86%
GUGAX
GMO Multi-Sector Fixed Income Fund
4.52%3.69%4.34%0.00%1.94%2.90%7.96%5.74%5.08%2.43%3.29%1.76%