PNSAX vs. UBVLX
Compare and contrast key facts about Putnam Small Cap Growth Fund (PNSAX) and Undiscovered Managers Behavioral Value Fund (UBVLX).
PNSAX is managed by Putnam. It was launched on Dec 31, 1997. UBVLX is managed by Blackrock. It was launched on Dec 28, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PNSAX or UBVLX.
Key characteristics
| PNSAX | UBVLX | |
|---|---|---|
| YTD Return | 34.30% | 15.61% |
| 1Y Return | 52.45% | 26.63% |
| 3Y Return (Ann) | -1.40% | 2.96% |
| 5Y Return (Ann) | 11.03% | 8.80% |
| 10Y Return (Ann) | 10.83% | 6.32% |
| Sharpe Ratio | 2.74 | 1.45 |
| Sortino Ratio | 3.67 | 2.22 |
| Omega Ratio | 1.45 | 1.27 |
| Calmar Ratio | 1.40 | 1.74 |
| Martin Ratio | 17.93 | 8.60 |
| Ulcer Index | 2.95% | 3.04% |
| Daily Std Dev | 19.31% | 18.04% |
| Max Drawdown | -61.15% | -69.52% |
| Current Drawdown | -5.34% | -1.00% |
Correlation
The correlation between PNSAX and UBVLX is 0.84, 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
PNSAX vs. UBVLX - Performance Comparison
In the year-to-date period, PNSAX achieves a 34.30% return, which is significantly higher than UBVLX's 15.61% return. Over the past 10 years, PNSAX has outperformed UBVLX with an annualized return of 10.83%, while UBVLX has yielded a comparatively lower 6.32% 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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PNSAX vs. UBVLX - Expense Ratio Comparison
PNSAX has a 1.23% expense ratio, which is higher than UBVLX's 0.90% expense ratio.
Risk-Adjusted Performance
PNSAX vs. UBVLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Putnam Small Cap Growth Fund (PNSAX) and Undiscovered Managers Behavioral Value Fund (UBVLX). 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
PNSAX vs. UBVLX - Dividend Comparison
PNSAX has not paid dividends to shareholders, while UBVLX's dividend yield for the trailing twelve months is around 1.49%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PNSAX Putnam Small Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UBVLX Undiscovered Managers Behavioral Value Fund | 1.49% | 1.72% | 1.13% | 0.99% | 0.90% | 0.80% | 1.54% | 2.59% | 0.99% | 0.86% | 1.08% | 0.63% |
Drawdowns
PNSAX vs. UBVLX - Drawdown Comparison
The maximum PNSAX drawdown since its inception was -61.15%, smaller than the maximum UBVLX drawdown of -69.52%. Use the drawdown chart below to compare losses from any high point for PNSAX and UBVLX. For additional features, visit the drawdowns tool.
Volatility
PNSAX vs. UBVLX - Volatility Comparison
The current volatility for Putnam Small Cap Growth Fund (PNSAX) is 5.94%, while Undiscovered Managers Behavioral Value Fund (UBVLX) has a volatility of 7.03%. This indicates that PNSAX experiences smaller price fluctuations and is considered to be less risky than UBVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.