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PIM vs. PPT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PIM vs. PPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Master Intermediate Income Trust (PIM) and Putnam Premier Income Trust (PPT). 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 PPT's 1.92% return. Both investments have delivered pretty close results over the past 10 years, with PIM having a 4.81% annualized return and PPT not far ahead at 4.97%.


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%

PPT

1D
0.00%
1M
1.03%
YTD
1.92%
6M
0.46%
1Y
10.26%
3Y*
9.03%
5Y*
2.47%
10Y*
4.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PIM vs. PPT - 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%
PPT
Putnam Premier Income Trust
1.92%8.39%8.80%7.43%-7.75%-1.72%-6.54%25.53%-6.36%13.78%

Correlation

The correlation between PIM and PPT is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.45

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

0.47

Correlation (All Time)
Calculated using the full available price history since Apr 20, 1988

0.33

The correlation between PIM and PPT shifts across timeframes, from 0.33 (all time) to 0.47 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

PIM vs. PPT — 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

PPT
PPT Risk / Return Rank: 1313
Overall Rank
PPT Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
PPT Sortino Ratio Rank: 1111
Sortino Ratio Rank
PPT Omega Ratio Rank: 99
Omega Ratio Rank
PPT Calmar Ratio Rank: 2222
Calmar Ratio Rank
PPT Martin Ratio Rank: 1515
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. PPT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Master Intermediate Income Trust (PIM) and Putnam Premier Income Trust (PPT). 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.


PIMPPTDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.03

-0.13

Sortino ratio

Return per unit of downside risk

1.53

1.61

-0.08

Omega ratio

Gain probability vs. loss probability

1.17

1.19

-0.02

Calmar ratio

Return relative to maximum drawdown

1.62

1.91

-0.28

Martin ratio

Return relative to average drawdown

4.29

5.37

-1.08

PIM vs. PPT - Sharpe Ratio Comparison

The current PIM Sharpe Ratio is 0.91, which is comparable to the PPT Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of PIM and PPT, 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


PIMPPTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.03

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.21

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.34

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.16

+0.01

Drawdowns

PIM vs. PPT - Drawdown Comparison

The maximum PIM drawdown since its inception was -43.27%, smaller than the maximum PPT drawdown of -49.76%. Use the drawdown chart below to compare losses from any high point for PIM and PPT.


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Drawdown Indicators


PIMPPTDifference

Max Drawdown

Largest peak-to-trough decline

-43.27%

-49.76%

+6.49%

Max Drawdown (1Y)

Largest decline over 1 year

-6.45%

-5.05%

-1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-18.39%

-18.92%

+0.53%

Max Drawdown (10Y)

Largest decline over 10 years

-28.15%

-31.79%

+3.64%

Current Drawdown

Current decline from peak

-1.99%

-2.57%

+0.58%

Average Drawdown

Average peak-to-trough decline

-9.55%

-11.27%

+1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

1.79%

+0.65%

Volatility

PIM vs. PPT - Volatility Comparison

Putnam Master Intermediate Income Trust (PIM) has a higher volatility of 4.77% compared to Putnam Premier Income Trust (PPT) at 4.40%. This indicates that PIM's price experiences larger fluctuations and is considered to be riskier than PPT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PIMPPTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

4.40%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

8.80%

7.56%

+1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

11.07%

10.35%

+0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.63%

12.03%

-1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.07%

14.47%

-1.40%

Dividends

PIM vs. PPT - Dividend Comparison

PIM's dividend yield for the trailing twelve months is around 8.06%, less than PPT's 8.84% 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%
PPT
Putnam Premier Income Trust
8.84%8.81%8.76%8.74%8.60%7.31%8.84%7.73%6.84%5.85%6.28%6.30%