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PLDR vs. FFLC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PLDR and FFLC is 0.90, 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.


Performance

PLDR vs. FFLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Sustainable Leaders ETF (PLDR) and Fidelity Fundamental Large Cap Core ETF (FFLC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PLDR:

0.29

FFLC:

0.54

Sortino Ratio

PLDR:

0.57

FFLC:

0.92

Omega Ratio

PLDR:

1.08

FFLC:

1.13

Calmar Ratio

PLDR:

0.28

FFLC:

0.58

Martin Ratio

PLDR:

0.94

FFLC:

2.11

Ulcer Index

PLDR:

6.83%

FFLC:

5.44%

Daily Std Dev

PLDR:

18.25%

FFLC:

20.05%

Max Drawdown

PLDR:

-29.57%

FFLC:

-19.72%

Current Drawdown

PLDR:

-7.18%

FFLC:

-3.71%

Returns By Period

In the year-to-date period, PLDR achieves a -2.05% return, which is significantly lower than FFLC's 1.49% return.


PLDR

YTD

-2.05%

1M

13.07%

6M

-2.92%

1Y

5.18%

5Y*

N/A

10Y*

N/A

FFLC

YTD

1.49%

1M

13.51%

6M

0.70%

1Y

10.83%

5Y*

N/A

10Y*

N/A

*Annualized

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PLDR vs. FFLC - Expense Ratio Comparison

PLDR has a 0.59% expense ratio, which is higher than FFLC's 0.38% expense ratio.


Risk-Adjusted Performance

PLDR vs. FFLC — Risk-Adjusted Performance Rank

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

PLDR
The Risk-Adjusted Performance Rank of PLDR is 3232
Overall Rank
The Sharpe Ratio Rank of PLDR is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of PLDR is 3131
Sortino Ratio Rank
The Omega Ratio Rank of PLDR is 3333
Omega Ratio Rank
The Calmar Ratio Rank of PLDR is 3434
Calmar Ratio Rank
The Martin Ratio Rank of PLDR is 3131
Martin Ratio Rank

FFLC
The Risk-Adjusted Performance Rank of FFLC is 5555
Overall Rank
The Sharpe Ratio Rank of FFLC is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of FFLC is 5454
Sortino Ratio Rank
The Omega Ratio Rank of FFLC is 5656
Omega Ratio Rank
The Calmar Ratio Rank of FFLC is 5959
Calmar Ratio Rank
The Martin Ratio Rank of FFLC is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PLDR vs. FFLC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Sustainable Leaders ETF (PLDR) and Fidelity Fundamental Large Cap Core ETF (FFLC). 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.


The current PLDR Sharpe Ratio is 0.29, which is lower than the FFLC Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of PLDR and FFLC, 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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Dividends

PLDR vs. FFLC - Dividend Comparison

PLDR's dividend yield for the trailing twelve months is around 0.39%, less than FFLC's 0.93% yield.


TTM20242023202220212020
PLDR
Putnam Sustainable Leaders ETF
0.39%0.38%0.56%0.63%0.39%0.00%
FFLC
Fidelity Fundamental Large Cap Core ETF
0.93%0.82%0.57%1.67%1.68%0.89%

Drawdowns

PLDR vs. FFLC - Drawdown Comparison

The maximum PLDR drawdown since its inception was -29.57%, which is greater than FFLC's maximum drawdown of -19.72%. Use the drawdown chart below to compare losses from any high point for PLDR and FFLC. For additional features, visit the drawdowns tool.


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Volatility

PLDR vs. FFLC - Volatility Comparison

The current volatility for Putnam Sustainable Leaders ETF (PLDR) is 5.18%, while Fidelity Fundamental Large Cap Core ETF (FFLC) has a volatility of 5.52%. This indicates that PLDR experiences smaller price fluctuations and is considered to be less risky than FFLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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