POGAX vs. VUG

In the year-to-date period, POGAX achieves a 3.22% return, which is significantly lower than VUG's 3.65% return. Over the past 10 years, POGAX has underperformed VUG with an annualized return of 11.85%, while VUG has yielded a comparatively higher 15.66% annualized return.

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POGAX has a 0.99% expense ratio, which is higher than VUG's 0.04% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Putnam Growth Opportunities Fund (POGAX) and Vanguard Growth ETF (VUG). 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.

The current POGAX Sharpe Ratio is 1.13, which is comparable to the VUG Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of POGAX and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

POGAX has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.45%.

The maximum POGAX drawdown since its inception was -76.55%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for POGAX and VUG. For additional features, visit the drawdowns tool.

Putnam Growth Opportunities Fund (POGAX) has a higher volatility of 5.49% compared to Vanguard Growth ETF (VUG) at 4.79%. This indicates that POGAX's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.