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PNSAX vs. XSVM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PNSAX vs. XSVM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Small Cap Growth Fund (PNSAX) and Invesco S&P SmallCap Value with Momentum ETF (XSVM). The values are adjusted to include any dividend payments, if applicable.

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PNSAX vs. XSVM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PNSAX
Putnam Small Cap Growth Fund
-0.28%8.91%22.98%22.87%-28.10%14.38%47.65%37.60%-2.46%20.19%
XSVM
Invesco S&P SmallCap Value with Momentum ETF
6.63%7.47%2.30%20.20%-13.63%56.36%5.08%30.01%-12.33%3.62%

Returns By Period

In the year-to-date period, PNSAX achieves a -0.28% return, which is significantly lower than XSVM's 6.63% return. Over the past 10 years, PNSAX has outperformed XSVM with an annualized return of 13.98%, while XSVM has yielded a comparatively lower 12.22% annualized return.


PNSAX

1D
5.00%
1M
-7.90%
YTD
-0.28%
6M
-2.39%
1Y
20.42%
3Y*
15.34%
5Y*
5.04%
10Y*
13.98%

XSVM

1D
0.60%
1M
-2.33%
YTD
6.63%
6M
8.31%
1Y
22.91%
3Y*
12.18%
5Y*
6.23%
10Y*
12.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PNSAX vs. XSVM - Expense Ratio Comparison

PNSAX has a 1.23% expense ratio, which is higher than XSVM's 0.39% expense ratio.


Return for Risk

PNSAX vs. XSVM — Risk / Return Rank

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

PNSAX
PNSAX Risk / Return Rank: 4444
Overall Rank
PNSAX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
PNSAX Sortino Ratio Rank: 4242
Sortino Ratio Rank
PNSAX Omega Ratio Rank: 3333
Omega Ratio Rank
PNSAX Calmar Ratio Rank: 5959
Calmar Ratio Rank
PNSAX Martin Ratio Rank: 4949
Martin Ratio Rank

XSVM
XSVM Risk / Return Rank: 5858
Overall Rank
XSVM Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
XSVM Sortino Ratio Rank: 5959
Sortino Ratio Rank
XSVM Omega Ratio Rank: 5252
Omega Ratio Rank
XSVM Calmar Ratio Rank: 6666
Calmar Ratio Rank
XSVM Martin Ratio Rank: 5656
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.

PNSAX vs. XSVM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Small Cap Growth Fund (PNSAX) and Invesco S&P SmallCap Value with Momentum ETF (XSVM). 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.


PNSAXXSVMDifference

Sharpe ratio

Return per unit of total volatility

0.86

1.03

-0.17

Sortino ratio

Return per unit of downside risk

1.36

1.57

-0.22

Omega ratio

Gain probability vs. loss probability

1.17

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

1.49

1.75

-0.26

Martin ratio

Return relative to average drawdown

5.15

5.69

-0.54

PNSAX vs. XSVM - Sharpe Ratio Comparison

The current PNSAX Sharpe Ratio is 0.86, which is comparable to the XSVM Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of PNSAX and XSVM, 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


PNSAXXSVMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.03

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.27

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.49

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.35

+0.07

Correlation

The correlation between PNSAX and XSVM is 0.81, 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

PNSAX vs. XSVM - Dividend Comparison

PNSAX's dividend yield for the trailing twelve months is around 0.43%, less than XSVM's 1.99% yield.


TTM20252024202320222021202020192018201720162015
PNSAX
Putnam Small Cap Growth Fund
0.43%0.42%0.00%0.00%0.00%15.27%4.87%1.93%1.88%0.00%0.00%0.00%
XSVM
Invesco S&P SmallCap Value with Momentum ETF
1.99%2.29%1.69%1.31%1.79%1.23%1.21%1.22%2.54%1.90%2.29%2.68%

Drawdowns

PNSAX vs. XSVM - Drawdown Comparison

The maximum PNSAX drawdown since its inception was -69.47%, which is greater than XSVM's maximum drawdown of -62.57%. Use the drawdown chart below to compare losses from any high point for PNSAX and XSVM.


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Drawdown Indicators


PNSAXXSVMDifference

Max Drawdown

Largest peak-to-trough decline

-69.47%

-62.57%

-6.90%

Max Drawdown (1Y)

Largest decline over 1 year

-14.00%

-13.35%

-0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-38.77%

-26.21%

-12.56%

Max Drawdown (10Y)

Largest decline over 10 years

-38.77%

-49.02%

+10.25%

Current Drawdown

Current decline from peak

-9.70%

-5.23%

-4.47%

Average Drawdown

Average peak-to-trough decline

-23.68%

-11.65%

-12.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.05%

4.11%

-0.06%

Volatility

PNSAX vs. XSVM - Volatility Comparison

Putnam Small Cap Growth Fund (PNSAX) has a higher volatility of 10.40% compared to Invesco S&P SmallCap Value with Momentum ETF (XSVM) at 5.34%. This indicates that PNSAX's price experiences larger fluctuations and is considered to be riskier than XSVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PNSAXXSVMDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.40%

5.34%

+5.06%

Volatility (6M)

Calculated over the trailing 6-month period

17.67%

13.20%

+4.47%

Volatility (1Y)

Calculated over the trailing 1-year period

24.86%

22.34%

+2.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.05%

22.98%

+0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.43%

25.07%

-1.64%