PNOPX vs. VTI
Compare and contrast key facts about Putnam Sustainable Leaders Fund (PNOPX) and Vanguard Total Stock Market ETF (VTI).
PNOPX is managed by Putnam. It was launched on Aug 31, 1990. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PNOPX or VTI.
Key characteristics
| PNOPX | VTI | |
|---|---|---|
| YTD Return | 26.46% | 26.15% |
| 1Y Return | 30.59% | 35.28% |
| 3Y Return (Ann) | -0.61% | 8.67% |
| 5Y Return (Ann) | 7.49% | 15.15% |
| 10Y Return (Ann) | 8.01% | 12.89% |
| Sharpe Ratio | 2.47 | 3.04 |
| Sortino Ratio | 3.22 | 4.05 |
| Omega Ratio | 1.46 | 1.57 |
| Calmar Ratio | 1.26 | 4.47 |
| Martin Ratio | 14.38 | 19.73 |
| Ulcer Index | 2.31% | 1.94% |
| Daily Std Dev | 13.40% | 12.58% |
| Max Drawdown | -73.96% | -55.45% |
| Current Drawdown | -2.34% | -0.44% |
Correlation
The correlation between PNOPX and VTI is 0.94, 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. VTI - Performance Comparison
The year-to-date returns for both stocks are quite close, with PNOPX having a 26.46% return and VTI slightly lower at 26.15%. Over the past 10 years, PNOPX has underperformed VTI with an annualized return of 8.01%, while VTI has yielded a comparatively higher 12.89% 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. VTI - Expense Ratio Comparison
PNOPX has a 0.99% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
PNOPX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Putnam Sustainable Leaders Fund (PNOPX) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
PNOPX's dividend yield for the trailing twelve months is around 0.14%, less than VTI's 1.26% 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% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
PNOPX vs. VTI - Drawdown Comparison
The maximum PNOPX drawdown since its inception was -73.96%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for PNOPX and VTI. For additional features, visit the drawdowns tool.
Volatility
PNOPX vs. VTI - Volatility Comparison
The current volatility for Putnam Sustainable Leaders Fund (PNOPX) is 3.50%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 3.97%. This indicates that PNOPX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.