PMYYX vs. SSSYX
Compare and contrast key facts about Putnam Multi-Cap Core Fund (PMYYX) and State Street Equity 500 Index Fund Class K (SSSYX).
PMYYX is managed by Putnam. It was launched on Sep 24, 2010. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
PMYYX vs. SSSYX - Performance Comparison
Loading graphics...
PMYYX vs. SSSYX - 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% |
SSSYX State Street Equity 500 Index Fund Class K | -4.34% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
Returns By Period
In the year-to-date period, PMYYX achieves a -5.13% return, which is significantly lower than SSSYX's -4.34% return. Over the past 10 years, PMYYX has outperformed SSSYX with an annualized return of 15.02%, while SSSYX has yielded a comparatively lower 14.02% 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%
SSSYX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.15%
- 1Y
- 17.29%
- 3Y*
- 18.28%
- 5Y*
- 11.75%
- 10Y*
- 14.02%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PMYYX vs. SSSYX - Expense Ratio Comparison
PMYYX has a 0.71% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
PMYYX vs. SSSYX — Risk / Return Rank
PMYYX
SSSYX
PMYYX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Putnam Multi-Cap Core Fund (PMYYX) and State Street Equity 500 Index Fund Class K (SSSYX). 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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.97 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.42 | 1.49 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.43 | 1.52 | -0.10 |
Martin ratioReturn relative to average drawdown | 6.20 | 7.30 | -1.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PMYYX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.97 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.70 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.11 | +0.71 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.11 | +0.77 |
Correlation
The correlation between PMYYX and SSSYX is 0.97, 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. SSSYX - Dividend Comparison
PMYYX's dividend yield for the trailing twelve months is around 2.91%, more than SSSYX's 1.51% 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% |
SSSYX State Street Equity 500 Index Fund Class K | 1.51% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
PMYYX vs. SSSYX - Drawdown Comparison
The maximum PMYYX drawdown since its inception was -35.25%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for PMYYX and SSSYX.
Loading graphics...
Drawdown Indicators
| PMYYX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.25% | -91.48% | +56.23% |
Max Drawdown (1Y)Largest decline over 1 year | -12.27% | -12.10% | -0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -23.52% | -24.49% | +0.97% |
Max Drawdown (10Y)Largest decline over 10 years | -35.25% | -91.48% | +56.23% |
Current DrawdownCurrent decline from peak | -7.38% | -6.22% | -1.16% |
Average DrawdownAverage peak-to-trough decline | -4.16% | -4.20% | +0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.52% | +0.30% |
Volatility
PMYYX vs. SSSYX - Volatility Comparison
Putnam Multi-Cap Core Fund (PMYYX) and State Street Equity 500 Index Fund Class K (SSSYX) have volatilities of 5.38% and 5.34%, 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.
Loading graphics...
Volatility by Period
| PMYYX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 5.34% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 9.49% | 9.53% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.27% | 18.29% | -0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.83% | 16.89% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.39% | 124.43% | -106.04% |