PMVAX vs. TAAGX
PMVAX (Putnam Sustainable Future Fund) and TAAGX (Timothy Plan Aggressive Growth Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, PMVAX returned 8.85%/yr vs 15.35%/yr for TAAGX. Their correlation of 0.90 means they have usually moved in the same direction. PMVAX charges 1.00%/yr vs 1.61%/yr for TAAGX.
Performance
PMVAX vs. TAAGX - 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 TAAGX's 25.18% return. Over the past 10 years, PMVAX has underperformed TAAGX with an annualized return of 8.85%, while TAAGX has yielded a comparatively higher 15.35% 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%
TAAGX
- 1D
- 3.59%
- 1M
- -5.26%
- 6M
- 14.57%
- YTD
- 25.18%
- 1Y
- 40.21%
- 3Y*
- 27.60%
- 5Y*
- 13.88%
- 10Y*
- 15.35%
- ALL TIME*
- 6.19%
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. TAAGX - 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% |
TAAGX Timothy Plan Aggressive Growth Fund | 25.18% | 16.01% | 36.81% | 26.46% | -25.98% | 17.90% | 36.11% | 27.71% | -12.17% | 19.12% |
Correlation
The correlation between PMVAX and TAAGX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2000 | 0.90 |
The correlation between PMVAX and TAAGX has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.
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Return for Risk
PMVAX vs. TAAGX — Risk / Return Rank
PMVAX
TAAGX
PMVAX vs. TAAGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Putnam Sustainable Future Fund (PMVAX) and Timothy Plan Aggressive Growth Fund (TAAGX). 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 | TAAGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.25 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 2.43 | -2.46 |
| Martin ratioReturn relative to average drawdown | -0.09 | 9.82 | -9.91 |
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Drawdowns
PMVAX vs. TAAGX - Drawdown Comparison
The maximum PMVAX drawdown since its inception was -61.94%, roughly equal to the maximum TAAGX drawdown of -62.13%. Use the drawdown chart below to compare losses from any high point for PMVAX and TAAGX.
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Drawdown Indicators
| PMVAX | TAAGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.94% | -62.13% | +0.19% |
Max Drawdown (1Y)Largest decline over 1 year | -14.96% | -14.93% | -0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -27.38% | -29.24% | +1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -44.20% | -34.47% | -9.73% |
Max Drawdown (10Y)Largest decline over 10 years | -44.20% | -34.47% | -9.73% |
Current DrawdownCurrent decline from peak | -9.36% | -11.87% | +2.51% |
Average DrawdownAverage peak-to-trough decline | -10.98% | -18.61% | +7.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.33% | 3.72% | +1.61% |
Volatility
PMVAX vs. TAAGX - Volatility Comparison
The current volatility for Putnam Sustainable Future Fund (PMVAX) is 5.64%, while Timothy Plan Aggressive Growth Fund (TAAGX) has a volatility of 8.51%. This indicates that PMVAX experiences smaller price fluctuations and is considered to be less risky than TAAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PMVAX | TAAGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 8.51% | -2.87% |
Volatility (6M)Calculated over the trailing 6-month period | 14.31% | 20.25% | -5.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.65% | 24.34% | -6.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.54% | 24.00% | -2.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.50% | 22.54% | -2.04% |
PMVAX vs. TAAGX - Expense Ratio Comparison
PMVAX has a 1.00% expense ratio, which is lower than TAAGX's 1.61% expense ratio.
Dividends
PMVAX vs. TAAGX - Dividend Comparison
PMVAX's dividend yield for the trailing twelve months is around 14.00%, more than TAAGX's 2.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TAAGX Timothy Plan Aggressive Growth Fund | 2.75% | 3.44% | 17.62% | 3.12% | 3.06% | 8.89% | 5.75% | 0.00% | 7.57% | 0.00% | 0.00% | 15.71% |
Frequently Asked Questions
PMVAX and TAAGX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TAAGX has higher volatility (8.51%) compared to PMVAX (5.64%). In terms of maximum drawdown, PMVAX dropped -61.94% vs TAAGX's -62.13%.
TAAGX currently has the higher Sharpe Ratio (1.49 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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