PMVAX vs. PGOYX
Compare and contrast key facts about Putnam Sustainable Future Fund (PMVAX) and Putnam Large Cap Growth Y (PGOYX).
PMVAX is managed by Putnam. It was launched on Nov 1, 1999. PGOYX is managed by Putnam. It was launched on Aug 27, 1999.
Performance
PMVAX vs. PGOYX - Performance Comparison
Loading graphics...
PMVAX vs. PGOYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
PGOYX Putnam Large Cap Growth Y | -8.75% | 14.56% | 33.58% | 44.57% | -30.25% | 22.95% | 38.79% | 36.76% | 2.58% | 31.29% |
Returns By Period
In the year-to-date period, PMVAX achieves a -8.08% return, which is significantly higher than PGOYX's -8.75% return. Over the past 10 years, PMVAX has underperformed PGOYX with an annualized return of 8.17%, while PGOYX has yielded a comparatively higher 16.93% 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%
PGOYX
- 1D
- 1.02%
- 1M
- -4.07%
- YTD
- -8.75%
- 6M
- -8.50%
- 1Y
- 15.12%
- 3Y*
- 20.93%
- 5Y*
- 11.28%
- 10Y*
- 16.93%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PMVAX vs. PGOYX - Expense Ratio Comparison
PMVAX has a 1.00% expense ratio, which is higher than PGOYX's 0.65% expense ratio.
Return for Risk
PMVAX vs. PGOYX — Risk / Return Rank
PMVAX
PGOYX
PMVAX vs. PGOYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Putnam Sustainable Future Fund (PMVAX) and Putnam Large Cap Growth Y (PGOYX). 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 | PGOYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.27 | 0.72 | -0.45 |
Sortino ratioReturn per unit of downside risk | 0.54 | 1.19 | -0.65 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.17 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.37 | 1.05 | -0.68 |
Martin ratioReturn relative to average drawdown | 1.14 | 3.53 | -2.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PMVAX | PGOYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | 0.72 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | 0.52 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.80 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.32 | +0.10 |
Correlation
The correlation between PMVAX and PGOYX 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. PGOYX - Dividend Comparison
PMVAX's dividend yield for the trailing twelve months is around 15.49%, more than PGOYX's 5.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PGOYX Putnam Large Cap Growth Y | 5.74% | 5.23% | 4.25% | 0.46% | 7.30% | 8.55% | 3.12% | 3.65% | 7.92% | 2.05% | 0.02% | 5.78% |
Drawdowns
PMVAX vs. PGOYX - Drawdown Comparison
The maximum PMVAX drawdown since its inception was -61.94%, smaller than the maximum PGOYX drawdown of -76.03%. Use the drawdown chart below to compare losses from any high point for PMVAX and PGOYX.
Loading graphics...
Drawdown Indicators
| PMVAX | PGOYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.94% | -76.03% | +14.09% |
Max Drawdown (1Y)Largest decline over 1 year | -14.96% | -16.34% | +1.38% |
Max Drawdown (5Y)Largest decline over 5 years | -44.20% | -34.01% | -10.19% |
Max Drawdown (10Y)Largest decline over 10 years | -44.20% | -34.01% | -10.19% |
Current DrawdownCurrent decline from peak | -18.10% | -12.36% | -5.74% |
Average DrawdownAverage peak-to-trough decline | -11.00% | -31.71% | +20.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.83% | 4.84% | -0.01% |
Volatility
PMVAX vs. PGOYX - Volatility Comparison
The current volatility for Putnam Sustainable Future Fund (PMVAX) is 6.53%, while Putnam Large Cap Growth Y (PGOYX) has a volatility of 6.97%. This indicates that PMVAX experiences smaller price fluctuations and is considered to be less risky than PGOYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PMVAX | PGOYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 6.97% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 12.39% | 12.75% | -0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.90% | 22.43% | -0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.26% | 21.67% | -0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.40% | 21.15% | -0.75% |