PMVAX vs. PEQSX
PMVAX (Putnam Sustainable Future Fund) and PEQSX (Putnam Large Cap Value Fund Class R6) are both mutual funds - PMVAX is a Mid Cap Growth Equities fund managed by Putnam, while PEQSX is a Large Cap Value Equities fund managed by Putnam. Over the past 10 years, PMVAX returned 8.85%/yr vs 14.31%/yr for PEQSX. Their 0.80 correlation means they have sometimes moved together and sometimes differently. PMVAX charges 1.00%/yr vs 0.54%/yr for PEQSX.
Performance
PMVAX vs. PEQSX - Performance Comparison
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Returns By Period
In the year-to-date period, PMVAX achieves a 1.73% return, which is significantly lower than PEQSX's 15.20% return. Over the past 10 years, PMVAX has underperformed PEQSX with an annualized return of 8.85%, while PEQSX has yielded a comparatively higher 14.31% annualized return.
PMVAX
- 1D
- 2.58%
- 1M
- -4.05%
- 6M
- 4.28%
- YTD
- 1.73%
- 1Y
- 1.86%
- 3Y*
- 9.24%
- 5Y*
- -1.18%
- 10Y*
- 8.85%
- ALL TIME*
- 9.24%
PEQSX
- 1D
- 1.28%
- 1M
- 2.67%
- 6M
- 11.34%
- YTD
- 15.20%
- 1Y
- 30.04%
- 3Y*
- 19.92%
- 5Y*
- 14.67%
- 10Y*
- 14.31%
- ALL TIME*
- 14.02%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PMVAX vs. PEQSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PMVAX Putnam Sustainable Future Fund | 1.73% | 2.64% | 14.87% | 28.60% | -33.93% | 5.99% | 52.93% | 29.77% | -7.08% | 10.61% |
PEQSX Putnam Large Cap Value Fund Class R6 | 15.20% | 20.49% | 19.41% | 15.45% | -2.74% | 27.33% | 6.23% | 29.79% | -8.29% | 19.15% |
Correlation
The correlation between PMVAX and PEQSX is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.68 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2012 | 0.80 |
The correlation between PMVAX and PEQSX shifts across timeframes, from 0.68 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PMVAX vs. PEQSX — Risk / Return Rank
PMVAX
PEQSX
PMVAX vs. PEQSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Putnam Sustainable Future Fund (PMVAX) and Putnam Large Cap Value Fund Class R6 (PEQSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PMVAX | PEQSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.53 | ||
| Sortino ratioReturn per unit of downside risk | -3.43 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.45 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 3.85 | -3.88 |
| Martin ratioReturn relative to average drawdown | -0.09 | 15.27 | -15.36 |
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Drawdowns
PMVAX vs. PEQSX - Drawdown Comparison
The maximum PMVAX drawdown since its inception was -61.94%, which is greater than PEQSX's maximum drawdown of -36.04%. Use the drawdown chart below to compare losses from any high point for PMVAX and PEQSX.
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Drawdown Indicators
| PMVAX | PEQSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.94% | -36.04% | -25.90% |
Max Drawdown (1Y)Largest decline over 1 year | -14.96% | -7.18% | -7.78% |
Max Drawdown (3Y)Largest decline over 3 years | -27.38% | -15.01% | -12.37% |
Max Drawdown (5Y)Largest decline over 5 years | -44.20% | -15.18% | -29.02% |
Max Drawdown (10Y)Largest decline over 10 years | -44.20% | -36.04% | -8.16% |
Current DrawdownCurrent decline from peak | -9.36% | 0.00% | -9.36% |
Average DrawdownAverage peak-to-trough decline | -10.98% | -3.18% | -7.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.33% | 1.81% | +3.52% |
Volatility
PMVAX vs. PEQSX - Volatility Comparison
Putnam Sustainable Future Fund (PMVAX) has a higher volatility of 5.64% compared to Putnam Large Cap Value Fund Class R6 (PEQSX) at 3.08%. This indicates that PMVAX's price experiences larger fluctuations and is considered to be riskier than PEQSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PMVAX | PEQSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 3.08% | +2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 14.31% | 8.44% | +5.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.65% | 11.06% | +6.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.54% | 14.50% | +7.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.50% | 16.95% | +3.55% |
PMVAX vs. PEQSX - Expense Ratio Comparison
PMVAX has a 1.00% expense ratio, which is higher than PEQSX's 0.54% expense ratio.
Dividends
PMVAX vs. PEQSX - Dividend Comparison
PMVAX's dividend yield for the trailing twelve months is around 14.00%, more than PEQSX's 4.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEQSX Putnam Large Cap Value Fund Class R6 | 4.86% | 5.69% | 7.14% | 5.26% | 7.40% | 7.40% | 6.30% | 3.66% | 6.08% | 3.56% | 2.66% | 6.31% |
PMVAX Putnam Sustainable Future Fund | 14.00% | 14.24% | 12.53% | 0.00% | 0.00% | 16.32% | 10.06% | 2.67% | 31.09% | 4.49% | 2.25% | 8.33% |
Frequently Asked Questions
PMVAX and PEQSX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PMVAX has higher volatility (5.64%) compared to PEQSX (3.08%). In terms of maximum drawdown, PMVAX dropped -61.94% vs PEQSX's -36.04%.
PEQSX currently has the higher Sharpe Ratio (2.50 vs -0.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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