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PMOTX vs. RBSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PMOTX vs. RBSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Mortgage Opportunities Fund (PMOTX) and RBC BlueBay Strategic Income Fund (RBSIX). The values are adjusted to include any dividend payments, if applicable.

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PMOTX vs. RBSIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PMOTX
Putnam Mortgage Opportunities Fund
2.63%3.83%10.08%6.71%4.33%-2.67%
RBSIX
RBC BlueBay Strategic Income Fund
-0.20%5.50%9.33%9.74%0.35%-0.21%

Returns By Period

In the year-to-date period, PMOTX achieves a 2.63% return, which is significantly higher than RBSIX's -0.20% return.


PMOTX

1D
0.00%
1M
1.01%
YTD
2.63%
6M
2.29%
1Y
5.17%
3Y*
7.85%
5Y*
4.12%
10Y*
4.33%

RBSIX

1D
-0.10%
1M
-1.08%
YTD
-0.20%
6M
0.73%
1Y
4.34%
3Y*
7.65%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PMOTX vs. RBSIX - Expense Ratio Comparison

PMOTX has a 0.47% expense ratio, which is lower than RBSIX's 0.63% expense ratio.


Return for Risk

PMOTX vs. RBSIX — Risk / Return Rank

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

PMOTX
PMOTX Risk / Return Rank: 8989
Overall Rank
PMOTX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PMOTX Sortino Ratio Rank: 8484
Sortino Ratio Rank
PMOTX Omega Ratio Rank: 8787
Omega Ratio Rank
PMOTX Calmar Ratio Rank: 9696
Calmar Ratio Rank
PMOTX Martin Ratio Rank: 9292
Martin Ratio Rank

RBSIX
RBSIX Risk / Return Rank: 9090
Overall Rank
RBSIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
RBSIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
RBSIX Omega Ratio Rank: 9696
Omega Ratio Rank
RBSIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
RBSIX Martin Ratio Rank: 7777
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.

PMOTX vs. RBSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Mortgage Opportunities Fund (PMOTX) and RBC BlueBay Strategic Income Fund (RBSIX). 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.


PMOTXRBSIXDifference

Sharpe ratio

Return per unit of total volatility

1.66

2.43

-0.77

Sortino ratio

Return per unit of downside risk

2.23

3.35

-1.12

Omega ratio

Gain probability vs. loss probability

1.37

1.58

-0.21

Calmar ratio

Return relative to maximum drawdown

3.54

2.18

+1.37

Martin ratio

Return relative to average drawdown

11.03

7.45

+3.58

PMOTX vs. RBSIX - Sharpe Ratio Comparison

The current PMOTX Sharpe Ratio is 1.66, which is lower than the RBSIX Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of PMOTX and RBSIX, 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


PMOTXRBSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

2.43

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

1.53

-0.71

Correlation

The correlation between PMOTX and RBSIX is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PMOTX vs. RBSIX - Dividend Comparison

PMOTX's dividend yield for the trailing twelve months is around 4.23%, less than RBSIX's 4.70% yield.


TTM202520242023202220212020201920182017
PMOTX
Putnam Mortgage Opportunities Fund
4.23%4.26%6.11%7.73%5.17%4.72%3.64%6.83%5.94%0.77%
RBSIX
RBC BlueBay Strategic Income Fund
4.70%5.31%4.46%7.65%5.37%0.19%0.00%0.00%0.00%0.00%

Drawdowns

PMOTX vs. RBSIX - Drawdown Comparison

The maximum PMOTX drawdown since its inception was -17.57%, which is greater than RBSIX's maximum drawdown of -4.09%. Use the drawdown chart below to compare losses from any high point for PMOTX and RBSIX.


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Drawdown Indicators


PMOTXRBSIXDifference

Max Drawdown

Largest peak-to-trough decline

-17.57%

-4.09%

-13.48%

Max Drawdown (1Y)

Largest decline over 1 year

-1.56%

-1.69%

+0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-6.67%

Max Drawdown (10Y)

Largest decline over 10 years

-17.57%

Current Drawdown

Current decline from peak

0.00%

-1.37%

+1.37%

Average Drawdown

Average peak-to-trough decline

-3.04%

-0.79%

-2.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

0.58%

-0.08%

Volatility

PMOTX vs. RBSIX - Volatility Comparison

Putnam Mortgage Opportunities Fund (PMOTX) has a higher volatility of 1.17% compared to RBC BlueBay Strategic Income Fund (RBSIX) at 0.57%. This indicates that PMOTX's price experiences larger fluctuations and is considered to be riskier than RBSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PMOTXRBSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

0.57%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

2.56%

1.11%

+1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

3.23%

1.85%

+1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.52%

3.60%

-0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.72%

3.60%

+1.12%