PMVAX vs. PEYAX
Compare and contrast key facts about Putnam Sustainable Future Fund (PMVAX) and Putnam Large Cap Value Fund (PEYAX).
PMVAX is managed by Putnam. It was launched on Nov 1, 1999. PEYAX is managed by Putnam. It was launched on Jun 15, 1977.
Performance
PMVAX vs. PEYAX - Performance Comparison
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PMVAX vs. PEYAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PMVAX Putnam Sustainable Future Fund | -10.75% | 2.64% | 14.87% | 28.60% | -33.93% | 5.99% | 52.93% | 29.77% | -7.08% | 10.61% |
PEYAX Putnam Large Cap Value Fund | -1.32% | 20.09% | 18.99% | 15.09% | -8.37% | 26.84% | 5.87% | 29.94% | -8.63% | 18.79% |
Returns By Period
In the year-to-date period, PMVAX achieves a -10.75% return, which is significantly lower than PEYAX's -1.32% return. Over the past 10 years, PMVAX has underperformed PEYAX with an annualized return of 7.85%, while PEYAX has yielded a comparatively higher 12.25% annualized return.
PMVAX
- 1D
- -0.93%
- 1M
- -8.87%
- YTD
- -10.75%
- 6M
- -12.14%
- 1Y
- 2.78%
- 3Y*
- 7.60%
- 5Y*
- -1.52%
- 10Y*
- 7.85%
PEYAX
- 1D
- -0.15%
- 1M
- -6.34%
- YTD
- -1.32%
- 6M
- 4.60%
- 1Y
- 15.85%
- 3Y*
- 16.83%
- 5Y*
- 11.15%
- 10Y*
- 12.25%
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PMVAX vs. PEYAX - Expense Ratio Comparison
PMVAX has a 1.00% expense ratio, which is higher than PEYAX's 0.88% expense ratio.
Return for Risk
PMVAX vs. PEYAX — Risk / Return Rank
PMVAX
PEYAX
PMVAX vs. PEYAX - 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 (PEYAX). 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.
| PMVAX | PEYAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.11 | 1.11 | -1.00 |
Sortino ratioReturn per unit of downside risk | 0.32 | 1.57 | -1.25 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.24 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.02 | 1.31 | -1.29 |
Martin ratioReturn relative to average drawdown | 0.06 | 5.88 | -5.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PMVAX | PEYAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.11 | 1.11 | -1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.07 | 0.76 | -0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.72 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.36 | +0.05 |
Correlation
The correlation between PMVAX and PEYAX is 0.86, 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. PEYAX - Dividend Comparison
PMVAX's dividend yield for the trailing twelve months is around 15.96%, more than PEYAX's 5.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PMVAX Putnam Sustainable Future Fund | 15.96% | 14.24% | 12.53% | 0.00% | 0.00% | 16.32% | 10.06% | 2.67% | 31.09% | 4.49% | 2.25% | 8.33% |
PEYAX Putnam Large Cap Value Fund | 5.15% | 5.36% | 6.80% | 4.93% | 1.21% | 7.09% | 5.97% | 3.79% | 5.67% | 3.31% | 2.27% | 5.86% |
Drawdowns
PMVAX vs. PEYAX - Drawdown Comparison
The maximum PMVAX drawdown since its inception was -61.94%, which is greater than PEYAX's maximum drawdown of -56.92%. Use the drawdown chart below to compare losses from any high point for PMVAX and PEYAX.
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Drawdown Indicators
| PMVAX | PEYAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.94% | -56.92% | -5.02% |
Max Drawdown (1Y)Largest decline over 1 year | -14.96% | -11.77% | -3.19% |
Max Drawdown (5Y)Largest decline over 5 years | -44.20% | -15.31% | -28.89% |
Max Drawdown (10Y)Largest decline over 10 years | -44.20% | -36.06% | -8.14% |
Current DrawdownCurrent decline from peak | -20.48% | -7.23% | -13.25% |
Average DrawdownAverage peak-to-trough decline | -11.00% | -14.10% | +3.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.77% | 2.63% | +2.14% |
Volatility
PMVAX vs. PEYAX - Volatility Comparison
Putnam Sustainable Future Fund (PMVAX) has a higher volatility of 5.58% compared to Putnam Large Cap Value Fund (PEYAX) at 3.58%. This indicates that PMVAX's price experiences larger fluctuations and is considered to be riskier than PEYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PMVAX | PEYAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.58% | 3.58% | +2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 12.03% | 7.95% | +4.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.74% | 15.36% | +6.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.23% | 14.68% | +6.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.37% | 17.05% | +3.32% |