PNGAX vs. DODFX
Compare and contrast key facts about Putnam International Value Fund (PNGAX) and Dodge & Cox International Stock Fund (DODFX).
PNGAX is managed by Putnam. It was launched on Jul 31, 1996. DODFX is managed by Dodge & Cox.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PNGAX or DODFX.
Key characteristics
| PNGAX | DODFX | |
|---|---|---|
| YTD Return | 9.88% | 9.46% |
| 1Y Return | 21.12% | 20.05% |
| 3Y Return (Ann) | 6.01% | 5.27% |
| 5Y Return (Ann) | 8.27% | 7.63% |
| 10Y Return (Ann) | 5.04% | 4.97% |
| Sharpe Ratio | 1.70 | 1.54 |
| Sortino Ratio | 2.35 | 2.20 |
| Omega Ratio | 1.30 | 1.27 |
| Calmar Ratio | 2.82 | 2.34 |
| Martin Ratio | 9.20 | 7.06 |
| Ulcer Index | 2.33% | 2.78% |
| Daily Std Dev | 12.60% | 12.78% |
| Max Drawdown | -62.85% | -63.23% |
| Current Drawdown | -4.49% | -5.05% |
Correlation
The correlation between PNGAX and DODFX is 0.92, 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
PNGAX vs. DODFX - Performance Comparison
The year-to-date returns for both stocks are quite close, with PNGAX having a 9.88% return and DODFX slightly lower at 9.46%. Both investments have delivered pretty close results over the past 10 years, with PNGAX having a 5.04% annualized return and DODFX not far behind at 4.97%. 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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PNGAX vs. DODFX - Expense Ratio Comparison
PNGAX has a 1.27% expense ratio, which is higher than DODFX's 0.62% expense ratio.
Risk-Adjusted Performance
PNGAX vs. DODFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Putnam International Value Fund (PNGAX) and Dodge & Cox International Stock Fund (DODFX). 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
PNGAX vs. DODFX - Dividend Comparison
PNGAX's dividend yield for the trailing twelve months is around 2.14%, more than DODFX's 2.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PNGAX Putnam International Value Fund | 2.14% | 2.35% | 1.63% | 1.16% | 1.59% | 2.21% | 2.31% | 1.11% | 2.23% | 1.09% | 2.01% | 2.66% |
DODFX Dodge & Cox International Stock Fund | 2.09% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 2.23% | 2.30% | 2.37% | 1.61% |
Drawdowns
PNGAX vs. DODFX - Drawdown Comparison
The maximum PNGAX drawdown since its inception was -62.85%, roughly equal to the maximum DODFX drawdown of -63.23%. Use the drawdown chart below to compare losses from any high point for PNGAX and DODFX. For additional features, visit the drawdowns tool.
Volatility
PNGAX vs. DODFX - Volatility Comparison
Putnam International Value Fund (PNGAX) has a higher volatility of 3.50% compared to Dodge & Cox International Stock Fund (DODFX) at 3.21%. This indicates that PNGAX's price experiences larger fluctuations and is considered to be riskier than DODFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.