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PNSAX vs. TCMSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PNSAX and TCMSX 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.


-0.50.00.51.00.9

Performance

PNSAX vs. TCMSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Small Cap Growth Fund (PNSAX) and Voya Small Cap Growth Fund (TCMSX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
435.79%
122.48%
PNSAX
TCMSX

Key characteristics

Sharpe Ratio

PNSAX:

1.48

TCMSX:

0.54

Sortino Ratio

PNSAX:

2.10

TCMSX:

0.82

Omega Ratio

PNSAX:

1.25

TCMSX:

1.12

Calmar Ratio

PNSAX:

0.89

TCMSX:

0.40

Martin Ratio

PNSAX:

8.90

TCMSX:

2.86

Ulcer Index

PNSAX:

3.24%

TCMSX:

4.30%

Daily Std Dev

PNSAX:

19.48%

TCMSX:

22.85%

Max Drawdown

PNSAX:

-61.15%

TCMSX:

-60.13%

Current Drawdown

PNSAX:

-12.32%

TCMSX:

-21.30%

Returns By Period

In the year-to-date period, PNSAX achieves a 24.40% return, which is significantly higher than TCMSX's 9.31% return. Over the past 10 years, PNSAX has outperformed TCMSX with an annualized return of 9.66%, while TCMSX has yielded a comparatively lower 3.17% annualized return.


PNSAX

YTD

24.40%

1M

-4.28%

6M

9.66%

1Y

26.36%

5Y*

8.70%

10Y*

9.66%

TCMSX

YTD

9.31%

1M

-14.56%

6M

-1.43%

1Y

9.34%

5Y*

3.47%

10Y*

3.17%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PNSAX vs. TCMSX - Expense Ratio Comparison

PNSAX has a 1.23% expense ratio, which is higher than TCMSX's 0.93% expense ratio.


PNSAX
Putnam Small Cap Growth Fund
Expense ratio chart for PNSAX: current value at 1.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.23%
Expense ratio chart for TCMSX: current value at 0.93% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.93%

Risk-Adjusted Performance

PNSAX vs. TCMSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Small Cap Growth Fund (PNSAX) and Voya Small Cap Growth Fund (TCMSX). 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.


Sharpe ratio
The chart of Sharpe ratio for PNSAX, currently valued at 1.48, compared to the broader market-1.000.001.002.003.004.001.480.54
The chart of Sortino ratio for PNSAX, currently valued at 2.10, compared to the broader market-2.000.002.004.006.008.0010.002.100.82
The chart of Omega ratio for PNSAX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.251.12
The chart of Calmar ratio for PNSAX, currently valued at 0.89, compared to the broader market0.002.004.006.008.0010.0012.0014.000.890.40
The chart of Martin ratio for PNSAX, currently valued at 8.90, compared to the broader market0.0020.0040.0060.008.902.86
PNSAX
TCMSX

The current PNSAX Sharpe Ratio is 1.48, which is higher than the TCMSX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of PNSAX and TCMSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.48
0.54
PNSAX
TCMSX

Dividends

PNSAX vs. TCMSX - Dividend Comparison

Neither PNSAX nor TCMSX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PNSAX vs. TCMSX - Drawdown Comparison

The maximum PNSAX drawdown since its inception was -61.15%, roughly equal to the maximum TCMSX drawdown of -60.13%. Use the drawdown chart below to compare losses from any high point for PNSAX and TCMSX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-12.32%
-21.30%
PNSAX
TCMSX

Volatility

PNSAX vs. TCMSX - Volatility Comparison

The current volatility for Putnam Small Cap Growth Fund (PNSAX) is 5.60%, while Voya Small Cap Growth Fund (TCMSX) has a volatility of 12.84%. This indicates that PNSAX experiences smaller price fluctuations and is considered to be less risky than TCMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
5.60%
12.84%
PNSAX
TCMSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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