PNOPX vs. VT
Compare and contrast key facts about Putnam Sustainable Leaders Fund (PNOPX) and Vanguard Total World Stock ETF (VT).
PNOPX is managed by Putnam. It was launched on Aug 31, 1990. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PNOPX or VT.
Key characteristics
| PNOPX | VT | |
|---|---|---|
| YTD Return | 26.46% | 18.43% |
| 1Y Return | 30.59% | 26.74% |
| 3Y Return (Ann) | -0.61% | 5.61% |
| 5Y Return (Ann) | 7.49% | 11.17% |
| 10Y Return (Ann) | 8.01% | 9.42% |
| Sharpe Ratio | 2.47 | 2.52 |
| Sortino Ratio | 3.22 | 3.45 |
| Omega Ratio | 1.46 | 1.46 |
| Calmar Ratio | 1.26 | 3.65 |
| Martin Ratio | 14.38 | 16.54 |
| Ulcer Index | 2.31% | 1.79% |
| Daily Std Dev | 13.40% | 11.78% |
| Max Drawdown | -73.96% | -50.27% |
| Current Drawdown | -2.34% | -1.17% |
Correlation
The correlation between PNOPX and VT is 0.91, 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
PNOPX vs. VT - Performance Comparison
In the year-to-date period, PNOPX achieves a 26.46% return, which is significantly higher than VT's 18.43% return. Over the past 10 years, PNOPX has underperformed VT with an annualized return of 8.01%, while VT has yielded a comparatively higher 9.42% annualized return. 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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PNOPX vs. VT - Expense Ratio Comparison
PNOPX has a 0.99% expense ratio, which is higher than VT's 0.07% expense ratio.
Risk-Adjusted Performance
PNOPX vs. VT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Putnam Sustainable Leaders Fund (PNOPX) and Vanguard Total World Stock ETF (VT). 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
PNOPX vs. VT - Dividend Comparison
PNOPX's dividend yield for the trailing twelve months is around 0.14%, less than VT's 1.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PNOPX Putnam Sustainable Leaders Fund | 0.14% | 0.18% | 0.00% | 0.48% | 0.30% | 0.33% | 0.06% | 0.50% | 0.00% | 13.21% | 13.23% | 0.22% |
VT Vanguard Total World Stock ETF | 1.84% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
Drawdowns
PNOPX vs. VT - Drawdown Comparison
The maximum PNOPX drawdown since its inception was -73.96%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for PNOPX and VT. For additional features, visit the drawdowns tool.
Volatility
PNOPX vs. VT - Volatility Comparison
Putnam Sustainable Leaders Fund (PNOPX) has a higher volatility of 3.50% compared to Vanguard Total World Stock ETF (VT) at 3.14%. This indicates that PNOPX's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.