PMYYX vs. ITOT
Compare and contrast key facts about Putnam Multi-Cap Core Fund (PMYYX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
PMYYX is managed by Putnam. It was launched on Sep 24, 2010. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PMYYX or ITOT.
Key characteristics
| PMYYX | ITOT | |
|---|---|---|
| YTD Return | 29.27% | 26.33% |
| 1Y Return | 39.30% | 40.61% |
| 3Y Return (Ann) | 6.61% | 8.74% |
| 5Y Return (Ann) | 13.06% | 15.33% |
| 10Y Return (Ann) | 11.35% | 12.98% |
| Sharpe Ratio | 3.07 | 3.10 |
| Sortino Ratio | 4.05 | 4.13 |
| Omega Ratio | 1.57 | 1.58 |
| Calmar Ratio | 2.91 | 4.24 |
| Martin Ratio | 20.51 | 20.25 |
| Ulcer Index | 1.86% | 1.95% |
| Daily Std Dev | 12.46% | 12.73% |
| Max Drawdown | -35.25% | -55.21% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between PMYYX and ITOT is 0.96, 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.
Performance
PMYYX vs. ITOT - Performance Comparison
In the year-to-date period, PMYYX achieves a 29.27% return, which is significantly higher than ITOT's 26.33% return. Over the past 10 years, PMYYX has underperformed ITOT with an annualized return of 11.35%, while ITOT has yielded a comparatively higher 12.98% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PMYYX vs. ITOT - Expense Ratio Comparison
PMYYX has a 0.71% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Risk-Adjusted Performance
PMYYX vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Putnam Multi-Cap Core Fund (PMYYX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.
Dividends
PMYYX vs. ITOT - Dividend Comparison
PMYYX's dividend yield for the trailing twelve months is around 0.74%, less than ITOT's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PMYYX Putnam Multi-Cap Core Fund | 0.74% | 0.95% | 0.32% | 0.99% | 1.07% | 1.74% | 0.00% | 1.44% | 1.21% | 2.29% | 2.15% | 10.12% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.20% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
Drawdowns
PMYYX vs. ITOT - Drawdown Comparison
The maximum PMYYX drawdown since its inception was -35.25%, smaller than the maximum ITOT drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for PMYYX and ITOT. For additional features, visit the drawdowns tool.
Volatility
PMYYX vs. ITOT - Volatility Comparison
Putnam Multi-Cap Core Fund (PMYYX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT) have volatilities of 4.13% and 4.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.