PMYYX vs. VOO
Compare and contrast key facts about Putnam Multi-Cap Core Fund (PMYYX) and Vanguard S&P 500 ETF (VOO).
PMYYX is managed by Putnam. It was launched on Sep 24, 2010. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PMYYX or VOO.
Performance
PMYYX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, PMYYX achieves a 27.95% return, which is significantly higher than VOO's 26.16% return. Over the past 10 years, PMYYX has underperformed VOO with an annualized return of 11.05%, while VOO has yielded a comparatively higher 13.18% annualized return.
PMYYX
27.95%
1.88%
14.09%
31.76%
12.74%
11.05%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| PMYYX | VOO | |
|---|---|---|
| Sharpe Ratio | 2.64 | 2.70 |
| Sortino Ratio | 3.49 | 3.60 |
| Omega Ratio | 1.49 | 1.50 |
| Calmar Ratio | 3.05 | 3.90 |
| Martin Ratio | 17.24 | 17.65 |
| Ulcer Index | 1.88% | 1.86% |
| Daily Std Dev | 12.30% | 12.19% |
| Max Drawdown | -35.25% | -33.99% |
| Current Drawdown | -1.28% | -0.86% |
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PMYYX vs. VOO - Expense Ratio Comparison
PMYYX has a 0.71% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between PMYYX and VOO 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.
Risk-Adjusted Performance
PMYYX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Putnam Multi-Cap Core Fund (PMYYX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
PMYYX's dividend yield for the trailing twelve months is around 0.75%, less than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
PMYYX vs. VOO - Drawdown Comparison
The maximum PMYYX drawdown since its inception was -35.25%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PMYYX and VOO. For additional features, visit the drawdowns tool.
Volatility
PMYYX vs. VOO - Volatility Comparison
Putnam Multi-Cap Core Fund (PMYYX) has a higher volatility of 4.19% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that PMYYX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.