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PMVAX vs. PGTYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PMVAX vs. PGTYX - Performance Comparison

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

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Returns By Period

In the year-to-date period, PMVAX achieves a 1.73% return, which is significantly lower than PGTYX's 24.87% return. Over the past 10 years, PMVAX has underperformed PGTYX with an annualized return of 8.85%, while PGTYX has yielded a comparatively higher 23.63% 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%

PGTYX

1D
5.46%
1M
-4.06%
6M
23.41%
YTD
24.87%
1Y
39.74%
3Y*
28.57%
5Y*
15.58%
10Y*
23.63%
ALL TIME*
20.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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. PGTYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
PGTYX
Putnam Global Technology Fund
24.87%23.31%27.88%53.82%-32.30%11.72%70.92%47.50%-6.72%47.05%

Correlation

The correlation between PMVAX and PGTYX is 0.74, 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.

0.74

Correlation (3Y)
Balances recent behavior with more history.

0.77

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.83

Correlation (10Y)
Provides a long-term view across more market conditions.

0.82

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2008

0.82

The correlation between PMVAX and PGTYX has been stable across timeframes, ranging from 0.74 to 0.83 - a consistent structural relationship.

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Return for Risk

PMVAX vs. PGTYX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PMVAX
PMVAX Risk / Return Rank: 44
Overall Rank
PMVAX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
PMVAX Sortino Ratio Rank: 44
Sortino Ratio Rank
PMVAX Omega Ratio Rank: 44
Omega Ratio Rank
PMVAX Calmar Ratio Rank: 44
Calmar Ratio Rank
PMVAX Martin Ratio Rank: 44
Martin Ratio Rank

PGTYX
PGTYX Risk / Return Rank: 5151
Overall Rank
PGTYX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
PGTYX Sortino Ratio Rank: 4848
Sortino Ratio Rank
PGTYX Omega Ratio Rank: 4848
Omega Ratio Rank
PGTYX Calmar Ratio Rank: 6060
Calmar Ratio Rank
PGTYX Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PMVAX vs. PGTYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Sustainable Future Fund (PMVAX) and Putnam Global Technology Fund (PGTYX). 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.


PMVAXPGTYXDifference
Sharpe ratioReturn per unit of total volatility

-1.36

Sortino ratioReturn per unit of downside risk

-1.75

Omega ratioGain probability vs. loss probability

1.01

1.24

-0.23

Calmar ratioReturn relative to maximum drawdown

-0.03

2.00

-2.03

Martin ratioReturn relative to average drawdown

-0.09

6.28

-6.37

PMVAX vs. PGTYX - Sharpe Ratio Comparison

The current PMVAX Sharpe Ratio is -0.03, which is lower than the PGTYX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of PMVAX and PGTYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PMVAX vs. PGTYX - Drawdown Comparison

The maximum PMVAX drawdown since its inception was -61.94%, which is greater than PGTYX's maximum drawdown of -42.09%. Use the drawdown chart below to compare losses from any high point for PMVAX and PGTYX.


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Drawdown Indicators


PMVAXPGTYXDifference

Max Drawdown

Largest peak-to-trough decline

-61.94%

-42.09%

-19.85%

Max Drawdown (1Y)

Largest decline over 1 year

-14.96%

-17.94%

+2.98%

Max Drawdown (3Y)

Largest decline over 3 years

-27.38%

-28.36%

+0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-44.20%

-42.09%

-2.11%

Max Drawdown (10Y)

Largest decline over 10 years

-44.20%

-42.09%

-2.11%

Current Drawdown

Current decline from peak

-9.36%

-13.46%

+4.10%

Average Drawdown

Average peak-to-trough decline

-10.98%

-6.63%

-4.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.33%

5.70%

-0.37%

Volatility

PMVAX vs. PGTYX - Volatility Comparison

The current volatility for Putnam Sustainable Future Fund (PMVAX) is 5.64%, while Putnam Global Technology Fund (PGTYX) has a volatility of 10.48%. This indicates that PMVAX experiences smaller price fluctuations and is considered to be less risky than PGTYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PMVAXPGTYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

10.48%

-4.84%

Volatility (6M)

Calculated over the trailing 6-month period

14.31%

23.11%

-8.80%

Volatility (1Y)

Calculated over the trailing 1-year period

17.65%

26.81%

-9.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.54%

25.89%

-4.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.50%

24.53%

-4.03%

PMVAX vs. PGTYX - Expense Ratio Comparison

PMVAX has a 1.00% expense ratio, which is higher than PGTYX's 0.62% expense ratio.


Dividends

PMVAX vs. PGTYX - Dividend Comparison

PMVAX's dividend yield for the trailing twelve months is around 14.00%, more than PGTYX's 8.67% yield.


PositionTTM20252024202320222021202020192018201720162015
PGTYX
Putnam Global Technology Fund
8.67%10.83%6.40%0.57%1.71%21.15%13.60%2.63%9.44%6.75%1.01%4.56%
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 PGTYX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PGTYX has higher volatility (10.48%) compared to PMVAX (5.64%). In terms of maximum drawdown, PMVAX dropped -61.94% vs PGTYX's -42.09%.

PGTYX currently has the higher Sharpe Ratio (1.34 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.

Portfolio Optimizer

Find the right allocation for PMVAX and PGTYX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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