PMYYX vs. FTCS
Compare and contrast key facts about Putnam Multi-Cap Core Fund (PMYYX) and First Trust Capital Strength ETF (FTCS).
PMYYX is managed by Putnam. It was launched on Sep 24, 2010. FTCS is a passively managed fund by First Trust that tracks the performance of the The NASDAQ Capital Strength Index. It was launched on Jul 6, 2006.
Performance
PMYYX vs. FTCS - Performance Comparison
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PMYYX vs. FTCS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PMYYX Putnam Multi-Cap Core Fund | -5.13% | 17.33% | 26.46% | 27.98% | -15.94% | 30.93% | 17.69% | 32.52% | -7.91% | 24.00% |
FTCS First Trust Capital Strength ETF | 0.54% | 6.46% | 11.19% | 8.48% | -10.22% | 26.75% | 13.05% | 26.71% | -4.22% | 26.57% |
Returns By Period
In the year-to-date period, PMYYX achieves a -5.13% return, which is significantly lower than FTCS's 0.54% return. Over the past 10 years, PMYYX has outperformed FTCS with an annualized return of 15.02%, while FTCS has yielded a comparatively lower 10.24% annualized return.
PMYYX
- 1D
- 2.93%
- 1M
- -5.17%
- YTD
- -5.13%
- 6M
- -2.01%
- 1Y
- 16.54%
- 3Y*
- 19.14%
- 5Y*
- 11.88%
- 10Y*
- 15.02%
FTCS
- 1D
- -0.04%
- 1M
- -6.46%
- YTD
- 0.54%
- 6M
- 0.03%
- 1Y
- 4.55%
- 3Y*
- 9.73%
- 5Y*
- 6.79%
- 10Y*
- 10.24%
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PMYYX vs. FTCS - Expense Ratio Comparison
PMYYX has a 0.71% expense ratio, which is higher than FTCS's 0.56% expense ratio.
Return for Risk
PMYYX vs. FTCS — Risk / Return Rank
PMYYX
FTCS
PMYYX vs. FTCS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Putnam Multi-Cap Core Fund (PMYYX) and First Trust Capital Strength ETF (FTCS). 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.
| PMYYX | FTCS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.34 | +0.59 |
Sortino ratioReturn per unit of downside risk | 1.42 | 0.59 | +0.83 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.08 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.43 | 0.49 | +0.93 |
Martin ratioReturn relative to average drawdown | 6.20 | 1.87 | +4.33 |
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
| PMYYX | FTCS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.34 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.52 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.66 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.51 | +0.37 |
Correlation
The correlation between PMYYX and FTCS is 0.82, 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
PMYYX vs. FTCS - Dividend Comparison
PMYYX's dividend yield for the trailing twelve months is around 2.91%, more than FTCS's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PMYYX Putnam Multi-Cap Core Fund | 2.91% | 2.76% | 4.47% | 2.62% | 5.26% | 9.25% | 2.41% | 4.76% | 2.36% | 2.71% | 1.21% | 1.26% |
FTCS First Trust Capital Strength ETF | 1.12% | 1.04% | 1.33% | 1.47% | 1.23% | 1.06% | 0.93% | 1.26% | 1.26% | 1.15% | 1.43% | 1.50% |
Drawdowns
PMYYX vs. FTCS - Drawdown Comparison
The maximum PMYYX drawdown since its inception was -35.25%, smaller than the maximum FTCS drawdown of -53.64%. Use the drawdown chart below to compare losses from any high point for PMYYX and FTCS.
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Drawdown Indicators
| PMYYX | FTCS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.25% | -53.64% | +18.39% |
Max Drawdown (1Y)Largest decline over 1 year | -12.27% | -9.38% | -2.89% |
Max Drawdown (5Y)Largest decline over 5 years | -23.52% | -20.93% | -2.59% |
Max Drawdown (10Y)Largest decline over 10 years | -35.25% | -31.93% | -3.32% |
Current DrawdownCurrent decline from peak | -7.38% | -6.46% | -0.92% |
Average DrawdownAverage peak-to-trough decline | -4.16% | -6.93% | +2.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.46% | +0.36% |
Volatility
PMYYX vs. FTCS - Volatility Comparison
Putnam Multi-Cap Core Fund (PMYYX) has a higher volatility of 5.38% compared to First Trust Capital Strength ETF (FTCS) at 3.18%. This indicates that PMYYX's price experiences larger fluctuations and is considered to be riskier than FTCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PMYYX | FTCS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 3.18% | +2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.49% | 7.05% | +2.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.27% | 13.55% | +4.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.83% | 13.14% | +3.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.39% | 15.54% | +2.85% |