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POGAX vs. VTMGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

POGAX vs. VTMGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Growth Opportunities Fund (POGAX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). The values are adjusted to include any dividend payments, if applicable.

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POGAX vs. VTMGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POGAX
Putnam Growth Opportunities Fund
-12.94%14.28%33.22%44.22%-30.43%22.64%38.44%36.44%2.29%30.97%
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
-0.48%35.17%3.03%17.65%-15.33%11.39%10.25%22.04%-14.48%26.39%

Returns By Period

In the year-to-date period, POGAX achieves a -12.94% return, which is significantly lower than VTMGX's -0.48% return. Over the past 10 years, POGAX has outperformed VTMGX with an annualized return of 16.09%, while VTMGX has yielded a comparatively lower 8.99% annualized return.


POGAX

1D
-0.55%
1M
-9.00%
YTD
-12.94%
6M
-12.36%
1Y
11.50%
3Y*
18.78%
5Y*
10.34%
10Y*
16.09%

VTMGX

1D
0.05%
1M
-11.62%
YTD
-0.48%
6M
5.23%
1Y
25.87%
3Y*
14.82%
5Y*
8.15%
10Y*
8.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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POGAX vs. VTMGX - Expense Ratio Comparison

POGAX has a 0.99% expense ratio, which is higher than VTMGX's 0.07% expense ratio.


Return for Risk

POGAX vs. VTMGX — Risk / Return Rank

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

POGAX
POGAX Risk / Return Rank: 2121
Overall Rank
POGAX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
POGAX Sortino Ratio Rank: 2424
Sortino Ratio Rank
POGAX Omega Ratio Rank: 2323
Omega Ratio Rank
POGAX Calmar Ratio Rank: 1818
Calmar Ratio Rank
POGAX Martin Ratio Rank: 1818
Martin Ratio Rank

VTMGX
VTMGX Risk / Return Rank: 8181
Overall Rank
VTMGX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VTMGX Sortino Ratio Rank: 8080
Sortino Ratio Rank
VTMGX Omega Ratio Rank: 7878
Omega Ratio Rank
VTMGX Calmar Ratio Rank: 8383
Calmar Ratio Rank
VTMGX Martin Ratio Rank: 8181
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.

POGAX vs. VTMGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Growth Opportunities Fund (POGAX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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.


POGAXVTMGXDifference

Sharpe ratio

Return per unit of total volatility

0.52

1.51

-0.99

Sortino ratio

Return per unit of downside risk

0.91

2.01

-1.10

Omega ratio

Gain probability vs. loss probability

1.13

1.30

-0.17

Calmar ratio

Return relative to maximum drawdown

0.52

2.01

-1.49

Martin ratio

Return relative to average drawdown

1.82

7.98

-6.16

POGAX vs. VTMGX - Sharpe Ratio Comparison

The current POGAX Sharpe Ratio is 0.52, which is lower than the VTMGX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of POGAX and VTMGX, 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


POGAXVTMGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

1.51

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.52

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.55

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.28

+0.13

Correlation

The correlation between POGAX and VTMGX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

POGAX vs. VTMGX - Dividend Comparison

POGAX's dividend yield for the trailing twelve months is around 6.53%, more than VTMGX's 3.01% yield.


TTM20252024202320222021202020192018201720162015
POGAX
Putnam Growth Opportunities Fund
6.53%5.68%4.58%0.49%7.80%9.08%3.29%3.83%7.98%1.89%0.01%5.70%
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
3.01%3.20%3.34%3.14%2.88%3.14%2.02%3.03%3.33%2.77%3.06%2.91%

Drawdowns

POGAX vs. VTMGX - Drawdown Comparison

The maximum POGAX drawdown since its inception was -76.55%, which is greater than VTMGX's maximum drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for POGAX and VTMGX.


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Drawdown Indicators


POGAXVTMGXDifference

Max Drawdown

Largest peak-to-trough decline

-76.55%

-60.58%

-15.97%

Max Drawdown (1Y)

Largest decline over 1 year

-16.42%

-11.67%

-4.75%

Max Drawdown (5Y)

Largest decline over 5 years

-34.15%

-29.71%

-4.44%

Max Drawdown (10Y)

Largest decline over 10 years

-34.15%

-35.68%

+1.53%

Current Drawdown

Current decline from peak

-16.42%

-11.62%

-4.80%

Average Drawdown

Average peak-to-trough decline

-29.19%

-14.74%

-14.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.73%

2.94%

+1.79%

Volatility

POGAX vs. VTMGX - Volatility Comparison

The current volatility for Putnam Growth Opportunities Fund (POGAX) is 5.57%, while Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has a volatility of 7.09%. This indicates that POGAX experiences smaller price fluctuations and is considered to be less risky than VTMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


POGAXVTMGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

7.09%

-1.52%

Volatility (6M)

Calculated over the trailing 6-month period

12.20%

10.91%

+1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

22.15%

16.47%

+5.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.62%

15.60%

+6.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.12%

16.42%

+4.70%