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PMYYX vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

PMYYX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Multi-Cap Core Fund (PMYYX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.33%
10.52%
PMYYX
SCHD

Returns By Period

In the year-to-date period, PMYYX achieves a 27.11% return, which is significantly higher than SCHD's 16.58% return. Both investments have delivered pretty close results over the past 10 years, with PMYYX having a 11.04% annualized return and SCHD not far ahead at 11.44%.


PMYYX

YTD

27.11%

1M

0.94%

6M

12.33%

1Y

31.95%

5Y (annualized)

12.65%

10Y (annualized)

11.04%

SCHD

YTD

16.58%

1M

-0.07%

6M

10.53%

1Y

26.04%

5Y (annualized)

12.78%

10Y (annualized)

11.44%

Key characteristics


PMYYXSCHD
Sharpe Ratio2.622.41
Sortino Ratio3.473.46
Omega Ratio1.481.42
Calmar Ratio3.033.46
Martin Ratio17.2113.08
Ulcer Index1.87%2.04%
Daily Std Dev12.34%11.08%
Max Drawdown-35.25%-33.37%
Current Drawdown-1.93%-1.27%

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PMYYX vs. SCHD - Expense Ratio Comparison

PMYYX has a 0.71% expense ratio, which is higher than SCHD's 0.06% expense ratio.


PMYYX
Putnam Multi-Cap Core Fund
Expense ratio chart for PMYYX: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Correlation

-0.50.00.51.00.8

The correlation between PMYYX and SCHD is 0.84, 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.

Risk-Adjusted Performance

PMYYX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Multi-Cap Core Fund (PMYYX) and Schwab US Dividend Equity ETF (SCHD). 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.


Sharpe ratio
The chart of Sharpe ratio for PMYYX, currently valued at 2.62, compared to the broader market0.002.004.002.622.41
The chart of Sortino ratio for PMYYX, currently valued at 3.47, compared to the broader market0.005.0010.003.473.46
The chart of Omega ratio for PMYYX, currently valued at 1.48, compared to the broader market1.002.003.004.001.481.42
The chart of Calmar ratio for PMYYX, currently valued at 3.03, compared to the broader market0.005.0010.0015.0020.0025.003.033.46
The chart of Martin ratio for PMYYX, currently valued at 17.21, compared to the broader market0.0020.0040.0060.0080.00100.0017.2113.08
PMYYX
SCHD

The current PMYYX Sharpe Ratio is 2.62, which is comparable to the SCHD Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of PMYYX and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.62
2.41
PMYYX
SCHD

Dividends

PMYYX vs. SCHD - Dividend Comparison

PMYYX's dividend yield for the trailing twelve months is around 0.75%, less than SCHD's 3.39% yield.


TTM20232022202120202019201820172016201520142013
PMYYX
Putnam Multi-Cap Core Fund
0.75%0.95%0.32%0.99%1.07%1.74%0.00%1.44%1.21%2.29%2.15%10.12%
SCHD
Schwab US Dividend Equity ETF
3.39%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

PMYYX vs. SCHD - Drawdown Comparison

The maximum PMYYX drawdown since its inception was -35.25%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for PMYYX and SCHD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.93%
-1.27%
PMYYX
SCHD

Volatility

PMYYX vs. SCHD - Volatility Comparison

Putnam Multi-Cap Core Fund (PMYYX) has a higher volatility of 4.28% compared to Schwab US Dividend Equity ETF (SCHD) at 3.60%. This indicates that PMYYX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.28%
3.60%
PMYYX
SCHD