PMVAX vs. VSNGX
PMVAX (Putnam Sustainable Future Fund) and VSNGX (JPMorgan Mid Cap Equity Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, PMVAX returned 8.85%/yr vs 11.64%/yr for VSNGX. Their correlation of 0.91 means they have usually moved in the same direction. PMVAX charges 1.00%/yr vs 0.89%/yr for VSNGX.
Performance
PMVAX vs. VSNGX - 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 VSNGX's 10.40% return. Over the past 10 years, PMVAX has underperformed VSNGX with an annualized return of 8.85%, while VSNGX has yielded a comparatively higher 11.64% 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%
VSNGX
- 1D
- 0.13%
- 1M
- -0.34%
- 6M
- 7.78%
- YTD
- 10.40%
- 1Y
- 13.55%
- 3Y*
- 13.03%
- 5Y*
- 7.10%
- 10Y*
- 11.64%
- ALL TIME*
- 10.87%
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. VSNGX - 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% |
VSNGX JPMorgan Mid Cap Equity Fund | 10.40% | 6.09% | 18.60% | 16.15% | -16.03% | 19.97% | 22.62% | 32.73% | -8.20% | 21.35% |
Correlation
The correlation between PMVAX and VSNGX is 0.83, 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. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 1999 | 0.91 |
The correlation between PMVAX and VSNGX has been stable across timeframes, ranging from 0.83 to 0.91 - a consistent structural relationship.
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Return for Risk
PMVAX vs. VSNGX — Risk / Return Rank
PMVAX
VSNGX
PMVAX vs. VSNGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Putnam Sustainable Future Fund (PMVAX) and JPMorgan Mid Cap Equity Fund (VSNGX). 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 | VSNGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.16 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 1.39 | -1.42 |
| Martin ratioReturn relative to average drawdown | -0.09 | 5.19 | -5.28 |
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Drawdowns
PMVAX vs. VSNGX - Drawdown Comparison
The maximum PMVAX drawdown since its inception was -61.94%, which is greater than VSNGX's maximum drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for PMVAX and VSNGX.
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Drawdown Indicators
| PMVAX | VSNGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.94% | -54.50% | -7.44% |
Max Drawdown (1Y)Largest decline over 1 year | -14.96% | -8.24% | -6.72% |
Max Drawdown (3Y)Largest decline over 3 years | -27.38% | -18.96% | -8.42% |
Max Drawdown (5Y)Largest decline over 5 years | -44.20% | -25.08% | -19.12% |
Max Drawdown (10Y)Largest decline over 10 years | -44.20% | -38.33% | -5.87% |
Current DrawdownCurrent decline from peak | -9.36% | -0.74% | -8.62% |
Average DrawdownAverage peak-to-trough decline | -10.98% | -7.40% | -3.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.33% | 2.21% | +3.12% |
Volatility
PMVAX vs. VSNGX - Volatility Comparison
Putnam Sustainable Future Fund (PMVAX) has a higher volatility of 5.64% compared to JPMorgan Mid Cap Equity Fund (VSNGX) at 2.59%. This indicates that PMVAX's price experiences larger fluctuations and is considered to be riskier than VSNGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PMVAX | VSNGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 2.59% | +3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 14.31% | 9.36% | +4.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.65% | 12.59% | +5.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.54% | 17.37% | +4.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.50% | 19.52% | +0.98% |
PMVAX vs. VSNGX - Expense Ratio Comparison
PMVAX has a 1.00% expense ratio, which is higher than VSNGX's 0.89% expense ratio.
Dividends
PMVAX vs. VSNGX - Dividend Comparison
PMVAX's dividend yield for the trailing twelve months is around 14.00%, more than VSNGX's 5.57% 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% |
VSNGX JPMorgan Mid Cap Equity Fund | 5.57% | 6.15% | 8.60% | 0.50% | 2.81% | 7.63% | 11.65% | 8.60% | 12.95% | 5.79% | 3.37% | 5.15% |
Frequently Asked Questions
PMVAX and VSNGX have a correlation of 0.83, 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 VSNGX (2.59%). In terms of maximum drawdown, PMVAX dropped -61.94% vs VSNGX's -54.50%.
VSNGX currently has the higher Sharpe Ratio (0.91 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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