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PMYYX vs. ITOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PMYYX vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Multi-Cap Core Fund (PMYYX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PMYYX achieves a 8.74% return, which is significantly lower than ITOT's 11.25% return. Over the past 10 years, PMYYX has outperformed ITOT with an annualized return of 16.38%, while ITOT has yielded a comparatively lower 15.01% annualized return.


PMYYX

1D
0.09%
1M
5.24%
YTD
8.74%
6M
9.42%
1Y
27.23%
3Y*
22.38%
5Y*
13.80%
10Y*
16.38%

ITOT

1D
-0.73%
1M
5.01%
YTD
11.25%
6M
11.12%
1Y
28.12%
3Y*
22.09%
5Y*
12.69%
10Y*
15.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PMYYX vs. ITOT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PMYYX
Putnam Multi-Cap Core Fund
8.74%17.33%26.46%27.98%-15.94%30.93%17.69%32.52%-7.91%24.00%
ITOT
iShares Core S&P Total U.S. Stock Market ETF
11.25%17.00%23.80%26.12%-19.47%25.68%20.71%30.67%-5.33%21.37%

Correlation

The correlation between PMYYX and ITOT is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Aug 6, 2012

0.97

The correlation between PMYYX and ITOT has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

PMYYX vs. ITOT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PMYYX
PMYYX Risk / Return Rank: 5959
Overall Rank
PMYYX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PMYYX Sortino Ratio Rank: 5858
Sortino Ratio Rank
PMYYX Omega Ratio Rank: 5757
Omega Ratio Rank
PMYYX Calmar Ratio Rank: 5454
Calmar Ratio Rank
PMYYX Martin Ratio Rank: 6363
Martin Ratio Rank

ITOT
ITOT Risk / Return Rank: 6868
Overall Rank
ITOT Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ITOT Sortino Ratio Rank: 6868
Sortino Ratio Rank
ITOT Omega Ratio Rank: 6767
Omega Ratio Rank
ITOT Calmar Ratio Rank: 6363
Calmar Ratio Rank
ITOT Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PMYYX vs. ITOT - Risk-Adjusted Trends 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.


PMYYXITOTDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.42

1.42

0.00

Calmar ratioReturn relative to maximum drawdown

2.80

3.17

-0.38

Martin ratioReturn relative to average drawdown

12.30

14.57

-2.27

PMYYX vs. ITOT - Sharpe Ratio Comparison

The current PMYYX Sharpe Ratio is 2.33, which is comparable to the ITOT Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of PMYYX and ITOT, 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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Sharpe Ratios by Period


PMYYXITOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

2.32

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.74

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

0.82

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.57

+0.36

Drawdowns

PMYYX vs. ITOT - Drawdown Comparison

The maximum PMYYX drawdown since its inception was -35.25%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for PMYYX and ITOT.


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Drawdown Indicators


PMYYXITOTDifference

Max Drawdown

Largest peak-to-trough decline

-35.25%

-55.20%

+19.95%

Max Drawdown (1Y)

Largest decline over 1 year

-10.02%

-8.90%

-1.12%

Max Drawdown (3Y)

Largest decline over 3 years

-18.92%

-19.44%

+0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-23.52%

-25.36%

+1.84%

Max Drawdown (10Y)

Largest decline over 10 years

-35.25%

-35.00%

-0.25%

Current Drawdown

Current decline from peak

0.00%

-0.73%

+0.73%

Average Drawdown

Average peak-to-trough decline

-4.12%

-6.97%

+2.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

1.94%

+0.34%

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 2.99% and 2.99%, 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.


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Volatility by Period


PMYYXITOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.99%

2.99%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

9.13%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

12.01%

12.20%

-0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.81%

17.36%

-0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.40%

18.26%

+0.14%

PMYYX vs. ITOT - Expense Ratio Comparison

PMYYX has a 0.71% expense ratio, which is higher than ITOT's 0.03% expense ratio.


Dividends

PMYYX vs. ITOT - Dividend Comparison

PMYYX's dividend yield for the trailing twelve months is around 2.54%, more than ITOT's 0.98% yield.


PositionTTM20252024202320222021202020192018201720162015
ITOT
iShares Core S&P Total U.S. Stock Market ETF
0.98%1.11%1.23%1.47%1.66%1.18%1.41%1.88%2.14%1.69%1.83%2.01%
PMYYX
Putnam Multi-Cap Core Fund
2.54%2.76%4.47%2.62%5.26%9.25%2.41%4.76%2.36%2.71%1.21%1.26%

Frequently Asked Questions


With a correlation of 0.97, PMYYX and ITOT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

ITOT has higher volatility (2.99%) compared to PMYYX (2.99%). In terms of maximum drawdown, PMYYX dropped -35.25% vs ITOT's -55.20%.

PMYYX currently has the higher Sharpe Ratio (2.33 vs 2.32), 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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