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PINCX vs. PMYYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PINCX vs. PMYYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Income Fund (PINCX) and Putnam Multi-Cap Core Fund (PMYYX). The values are adjusted to include any dividend payments, if applicable.

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PINCX vs. PMYYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PINCX
Putnam Income Fund
-0.19%7.51%2.59%4.79%-12.96%-5.39%7.06%11.19%0.46%5.83%
PMYYX
Putnam Multi-Cap Core Fund
-7.83%17.33%26.46%27.98%-15.94%30.93%17.69%32.52%-7.91%24.00%

Returns By Period

In the year-to-date period, PINCX achieves a -0.19% return, which is significantly higher than PMYYX's -7.83% return. Over the past 10 years, PINCX has underperformed PMYYX with an annualized return of 2.11%, while PMYYX has yielded a comparatively higher 14.69% annualized return.


PINCX

1D
0.40%
1M
-1.96%
YTD
-0.19%
6M
1.07%
1Y
4.58%
3Y*
4.25%
5Y*
-0.54%
10Y*
2.11%

PMYYX

1D
-0.22%
1M
-7.86%
YTD
-7.83%
6M
-4.48%
1Y
13.59%
3Y*
18.00%
5Y*
11.50%
10Y*
14.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PINCX vs. PMYYX - Expense Ratio Comparison

PINCX has a 0.73% expense ratio, which is higher than PMYYX's 0.71% expense ratio.


Return for Risk

PINCX vs. PMYYX — Risk / Return Rank

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

PINCX
PINCX Risk / Return Rank: 6464
Overall Rank
PINCX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
PINCX Sortino Ratio Rank: 6060
Sortino Ratio Rank
PINCX Omega Ratio Rank: 5353
Omega Ratio Rank
PINCX Calmar Ratio Rank: 8080
Calmar Ratio Rank
PINCX Martin Ratio Rank: 6565
Martin Ratio Rank

PMYYX
PMYYX Risk / Return Rank: 3939
Overall Rank
PMYYX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
PMYYX Sortino Ratio Rank: 3939
Sortino Ratio Rank
PMYYX Omega Ratio Rank: 4343
Omega Ratio Rank
PMYYX Calmar Ratio Rank: 3737
Calmar Ratio Rank
PMYYX Martin Ratio Rank: 4242
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.

PINCX vs. PMYYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Income Fund (PINCX) and Putnam Multi-Cap Core Fund (PMYYX). 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.


PINCXPMYYXDifference

Sharpe ratio

Return per unit of total volatility

1.09

0.79

+0.30

Sortino ratio

Return per unit of downside risk

1.56

1.22

+0.34

Omega ratio

Gain probability vs. loss probability

1.21

1.18

+0.03

Calmar ratio

Return relative to maximum drawdown

1.90

0.97

+0.93

Martin ratio

Return relative to average drawdown

6.11

4.27

+1.84

PINCX vs. PMYYX - Sharpe Ratio Comparison

The current PINCX Sharpe Ratio is 1.09, which is higher than the PMYYX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of PINCX and PMYYX, 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


PINCXPMYYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.79

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

0.69

-0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.80

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.86

-0.10

Correlation

The correlation between PINCX and PMYYX is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

PINCX vs. PMYYX - Dividend Comparison

PINCX's dividend yield for the trailing twelve months is around 4.51%, more than PMYYX's 3.00% yield.


TTM20252024202320222021202020192018201720162015
PINCX
Putnam Income Fund
4.51%4.63%8.70%7.35%7.70%2.15%5.46%4.65%3.57%3.46%3.21%3.03%
PMYYX
Putnam Multi-Cap Core Fund
3.00%2.76%4.47%2.62%5.26%9.25%2.41%4.76%2.36%2.71%1.21%1.26%

Drawdowns

PINCX vs. PMYYX - Drawdown Comparison

The maximum PINCX drawdown since its inception was -30.57%, smaller than the maximum PMYYX drawdown of -35.25%. Use the drawdown chart below to compare losses from any high point for PINCX and PMYYX.


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Drawdown Indicators


PINCXPMYYXDifference

Max Drawdown

Largest peak-to-trough decline

-30.57%

-35.25%

+4.68%

Max Drawdown (1Y)

Largest decline over 1 year

-2.75%

-12.27%

+9.52%

Max Drawdown (5Y)

Largest decline over 5 years

-20.78%

-23.52%

+2.74%

Max Drawdown (10Y)

Largest decline over 10 years

-22.16%

-35.25%

+13.09%

Current Drawdown

Current decline from peak

-5.01%

-10.02%

+5.01%

Average Drawdown

Average peak-to-trough decline

-4.33%

-4.16%

-0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

2.78%

-1.93%

Volatility

PINCX vs. PMYYX - Volatility Comparison

The current volatility for Putnam Income Fund (PINCX) is 1.45%, while Putnam Multi-Cap Core Fund (PMYYX) has a volatility of 4.27%. This indicates that PINCX experiences smaller price fluctuations and is considered to be less risky than PMYYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PINCXPMYYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

4.27%

-2.82%

Volatility (6M)

Calculated over the trailing 6-month period

2.41%

9.04%

-6.63%

Volatility (1Y)

Calculated over the trailing 1-year period

4.22%

18.08%

-13.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.18%

16.79%

-10.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

18.37%

-13.11%