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PMVAX vs. BARAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PMVAX vs. BARAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Sustainable Future Fund (PMVAX) and Baron Asset Fund (BARAX). The values are adjusted to include any dividend payments, if applicable.

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PMVAX vs. BARAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PMVAX
Putnam Sustainable Future Fund
-8.08%2.64%14.87%28.60%-33.93%5.99%52.93%29.77%-7.08%10.61%
BARAX
Baron Asset Fund
-7.87%7.89%10.35%17.05%-26.06%13.88%32.98%37.64%-0.15%26.18%

Returns By Period

The year-to-date returns for both investments are quite close, with PMVAX having a -8.08% return and BARAX slightly higher at -7.87%. Over the past 10 years, PMVAX has underperformed BARAX with an annualized return of 8.17%, while BARAX has yielded a comparatively higher 10.32% annualized return.


PMVAX

1D
3.00%
1M
-5.93%
YTD
-8.08%
6M
-9.98%
1Y
4.97%
3Y*
8.66%
5Y*
-1.23%
10Y*
8.17%

BARAX

1D
1.64%
1M
-5.84%
YTD
-7.87%
6M
-0.37%
1Y
2.50%
3Y*
6.84%
5Y*
1.42%
10Y*
10.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PMVAX vs. BARAX - Expense Ratio Comparison

PMVAX has a 1.00% expense ratio, which is lower than BARAX's 1.29% expense ratio.


Return for Risk

PMVAX vs. BARAX — Risk / Return Rank

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

PMVAX
PMVAX Risk / Return Rank: 99
Overall Rank
PMVAX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
PMVAX Sortino Ratio Rank: 99
Sortino Ratio Rank
PMVAX Omega Ratio Rank: 99
Omega Ratio Rank
PMVAX Calmar Ratio Rank: 1111
Calmar Ratio Rank
PMVAX Martin Ratio Rank: 1010
Martin Ratio Rank

BARAX
BARAX Risk / Return Rank: 99
Overall Rank
BARAX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BARAX Sortino Ratio Rank: 77
Sortino Ratio Rank
BARAX Omega Ratio Rank: 77
Omega Ratio Rank
BARAX Calmar Ratio Rank: 1212
Calmar Ratio Rank
BARAX Martin Ratio Rank: 1111
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.

PMVAX vs. BARAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Sustainable Future Fund (PMVAX) and Baron Asset Fund (BARAX). 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.


PMVAXBARAXDifference

Sharpe ratio

Return per unit of total volatility

0.27

0.13

+0.14

Sortino ratio

Return per unit of downside risk

0.54

0.35

+0.20

Omega ratio

Gain probability vs. loss probability

1.07

1.04

+0.03

Calmar ratio

Return relative to maximum drawdown

0.37

0.36

+0.01

Martin ratio

Return relative to average drawdown

1.14

0.90

+0.23

PMVAX vs. BARAX - Sharpe Ratio Comparison

The current PMVAX Sharpe Ratio is 0.27, which is higher than the BARAX Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of PMVAX and BARAX, 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


PMVAXBARAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

0.13

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.07

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.52

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.49

-0.07

Correlation

The correlation between PMVAX and BARAX is 0.88, 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.


Dividends

PMVAX vs. BARAX - Dividend Comparison

PMVAX's dividend yield for the trailing twelve months is around 15.49%, more than BARAX's 12.49% yield.


TTM20252024202320222021202020192018201720162015
PMVAX
Putnam Sustainable Future Fund
15.49%14.24%12.53%0.00%0.00%16.32%10.06%2.67%31.09%4.49%2.25%8.33%
BARAX
Baron Asset Fund
12.49%11.51%19.23%3.48%0.01%7.65%3.05%1.78%7.42%7.25%4.88%11.50%

Drawdowns

PMVAX vs. BARAX - Drawdown Comparison

The maximum PMVAX drawdown since its inception was -61.94%, roughly equal to the maximum BARAX drawdown of -59.71%. Use the drawdown chart below to compare losses from any high point for PMVAX and BARAX.


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Drawdown Indicators


PMVAXBARAXDifference

Max Drawdown

Largest peak-to-trough decline

-61.94%

-59.71%

-2.23%

Max Drawdown (1Y)

Largest decline over 1 year

-14.96%

-11.12%

-3.84%

Max Drawdown (5Y)

Largest decline over 5 years

-44.20%

-37.53%

-6.67%

Max Drawdown (10Y)

Largest decline over 10 years

-44.20%

-37.53%

-6.67%

Current Drawdown

Current decline from peak

-18.10%

-9.28%

-8.82%

Average Drawdown

Average peak-to-trough decline

-11.00%

-11.44%

+0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.83%

4.44%

+0.39%

Volatility

PMVAX vs. BARAX - Volatility Comparison

Putnam Sustainable Future Fund (PMVAX) has a higher volatility of 6.53% compared to Baron Asset Fund (BARAX) at 3.90%. This indicates that PMVAX's price experiences larger fluctuations and is considered to be riskier than BARAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PMVAXBARAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.53%

3.90%

+2.63%

Volatility (6M)

Calculated over the trailing 6-month period

12.39%

11.83%

+0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

21.90%

19.02%

+2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.26%

19.56%

+1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.40%

19.79%

+0.61%