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PNRAX vs. FAGCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PNRAX vs. FAGCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Research Fund (PNRAX) and Fidelity Advisor Growth Opportunities Fund Class I (FAGCX). The values are adjusted to include any dividend payments, if applicable.

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PNRAX vs. FAGCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PNRAX
Putnam Research Fund
-3.29%18.11%26.21%28.83%-17.45%24.32%20.01%32.83%-4.81%23.19%
FAGCX
Fidelity Advisor Growth Opportunities Fund Class I
-9.48%22.47%39.06%45.51%-32.60%16.63%74.20%47.51%19.08%37.70%

Returns By Period

In the year-to-date period, PNRAX achieves a -3.29% return, which is significantly higher than FAGCX's -9.48% return. Over the past 10 years, PNRAX has underperformed FAGCX with an annualized return of 14.63%, while FAGCX has yielded a comparatively higher 22.70% annualized return.


PNRAX

1D
3.01%
1M
-4.49%
YTD
-3.29%
6M
-0.60%
1Y
20.82%
3Y*
20.08%
5Y*
12.29%
10Y*
14.63%

FAGCX

1D
4.77%
1M
-5.79%
YTD
-9.48%
6M
-8.40%
1Y
23.02%
3Y*
25.13%
5Y*
10.36%
10Y*
22.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PNRAX vs. FAGCX - Expense Ratio Comparison

PNRAX has a 1.03% expense ratio, which is higher than FAGCX's 0.79% expense ratio.


Return for Risk

PNRAX vs. FAGCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PNRAX
PNRAX Risk / Return Rank: 7070
Overall Rank
PNRAX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
PNRAX Sortino Ratio Rank: 6565
Sortino Ratio Rank
PNRAX Omega Ratio Rank: 6868
Omega Ratio Rank
PNRAX Calmar Ratio Rank: 7272
Calmar Ratio Rank
PNRAX Martin Ratio Rank: 8383
Martin Ratio Rank

FAGCX
FAGCX Risk / Return Rank: 5454
Overall Rank
FAGCX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FAGCX Sortino Ratio Rank: 5454
Sortino Ratio Rank
FAGCX Omega Ratio Rank: 5252
Omega Ratio Rank
FAGCX Calmar Ratio Rank: 6161
Calmar Ratio Rank
FAGCX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PNRAX vs. FAGCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Research Fund (PNRAX) and Fidelity Advisor Growth Opportunities Fund Class I (FAGCX). 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.


PNRAXFAGCXDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.00

+0.15

Sortino ratio

Return per unit of downside risk

1.71

1.53

+0.19

Omega ratio

Gain probability vs. loss probability

1.27

1.22

+0.05

Calmar ratio

Return relative to maximum drawdown

1.78

1.48

+0.29

Martin ratio

Return relative to average drawdown

8.70

5.36

+3.34

PNRAX vs. FAGCX - Sharpe Ratio Comparison

The current PNRAX Sharpe Ratio is 1.15, which is comparable to the FAGCX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of PNRAX and FAGCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PNRAXFAGCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.00

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.41

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.93

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.48

-0.02

Correlation

The correlation between PNRAX and FAGCX is 0.90, 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

PNRAX vs. FAGCX - Dividend Comparison

PNRAX's dividend yield for the trailing twelve months is around 11.88%, more than FAGCX's 4.05% yield.


TTM20252024202320222021202020192018201720162015
PNRAX
Putnam Research Fund
11.88%11.49%7.57%0.28%9.46%7.67%2.02%7.24%15.09%1.57%1.06%1.19%
FAGCX
Fidelity Advisor Growth Opportunities Fund Class I
4.05%3.67%0.00%0.00%11.34%14.14%7.31%7.69%14.30%8.00%15.78%16.11%

Drawdowns

PNRAX vs. FAGCX - Drawdown Comparison

The maximum PNRAX drawdown since its inception was -57.49%, smaller than the maximum FAGCX drawdown of -69.09%. Use the drawdown chart below to compare losses from any high point for PNRAX and FAGCX.


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Drawdown Indicators


PNRAXFAGCXDifference

Max Drawdown

Largest peak-to-trough decline

-57.49%

-69.09%

+11.60%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-16.10%

+3.82%

Max Drawdown (5Y)

Largest decline over 5 years

-24.37%

-38.72%

+14.35%

Max Drawdown (10Y)

Largest decline over 10 years

-33.35%

-38.72%

+5.37%

Current Drawdown

Current decline from peak

-5.47%

-12.10%

+6.63%

Average Drawdown

Average peak-to-trough decline

-12.11%

-18.84%

+6.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

4.46%

-1.95%

Volatility

PNRAX vs. FAGCX - Volatility Comparison

The current volatility for Putnam Research Fund (PNRAX) is 5.44%, while Fidelity Advisor Growth Opportunities Fund Class I (FAGCX) has a volatility of 8.51%. This indicates that PNRAX experiences smaller price fluctuations and is considered to be less risky than FAGCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PNRAXFAGCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

8.51%

-3.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.74%

14.81%

-5.07%

Volatility (1Y)

Calculated over the trailing 1-year period

18.57%

24.42%

-5.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.09%

25.44%

-8.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.95%

24.42%

-6.47%