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POVSX vs. IVFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

POVSX vs. IVFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam International Equity Fund (POVSX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX). The values are adjusted to include any dividend payments, if applicable.

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POVSX vs. IVFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POVSX
Putnam International Equity Fund
-1.70%37.27%-0.64%18.65%-14.84%8.95%11.78%25.50%-19.46%26.47%
IVFIX
Federated Hermes International Strategic Value Dividend Fund
5.22%31.79%1.91%11.05%-2.54%11.58%-1.74%20.15%-11.96%14.63%

Returns By Period

In the year-to-date period, POVSX achieves a -1.70% return, which is significantly lower than IVFIX's 5.22% return. Over the past 10 years, POVSX has outperformed IVFIX with an annualized return of 7.98%, while IVFIX has yielded a comparatively lower 7.06% annualized return.


POVSX

1D
0.27%
1M
-11.97%
YTD
-1.70%
6M
1.88%
1Y
23.67%
3Y*
13.34%
5Y*
7.44%
10Y*
7.98%

IVFIX

1D
0.21%
1M
-6.40%
YTD
5.22%
6M
10.50%
1Y
23.17%
3Y*
13.89%
5Y*
10.28%
10Y*
7.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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POVSX vs. IVFIX - Expense Ratio Comparison

POVSX has a 1.25% expense ratio, which is higher than IVFIX's 0.86% expense ratio.


Return for Risk

POVSX vs. IVFIX — Risk / Return Rank

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

POVSX
POVSX Risk / Return Rank: 7272
Overall Rank
POVSX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
POVSX Sortino Ratio Rank: 7070
Sortino Ratio Rank
POVSX Omega Ratio Rank: 6767
Omega Ratio Rank
POVSX Calmar Ratio Rank: 7474
Calmar Ratio Rank
POVSX Martin Ratio Rank: 7373
Martin Ratio Rank

IVFIX
IVFIX Risk / Return Rank: 9393
Overall Rank
IVFIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IVFIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
IVFIX Omega Ratio Rank: 9090
Omega Ratio Rank
IVFIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
IVFIX Martin Ratio Rank: 9797
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.

POVSX vs. IVFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam International Equity Fund (POVSX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX). 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.


POVSXIVFIXDifference

Sharpe ratio

Return per unit of total volatility

1.31

1.98

-0.67

Sortino ratio

Return per unit of downside risk

1.75

2.58

-0.83

Omega ratio

Gain probability vs. loss probability

1.25

1.41

-0.15

Calmar ratio

Return relative to maximum drawdown

1.73

4.08

-2.35

Martin ratio

Return relative to average drawdown

6.94

17.43

-10.49

POVSX vs. IVFIX - Sharpe Ratio Comparison

The current POVSX Sharpe Ratio is 1.31, which is lower than the IVFIX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of POVSX and IVFIX, 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


POVSXIVFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.98

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.83

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.49

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.21

+0.19

Correlation

The correlation between POVSX and IVFIX is 0.82, 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

POVSX vs. IVFIX - Dividend Comparison

POVSX's dividend yield for the trailing twelve months is around 10.78%, more than IVFIX's 3.14% yield.


TTM20252024202320222021202020192018201720162015
POVSX
Putnam International Equity Fund
10.78%10.60%1.13%1.88%0.00%14.17%2.56%1.58%6.42%0.32%3.09%2.70%
IVFIX
Federated Hermes International Strategic Value Dividend Fund
3.14%3.37%4.44%4.01%3.99%3.67%3.62%3.98%4.97%4.17%3.38%3.95%

Drawdowns

POVSX vs. IVFIX - Drawdown Comparison

The maximum POVSX drawdown since its inception was -62.97%, which is greater than IVFIX's maximum drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for POVSX and IVFIX.


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Drawdown Indicators


POVSXIVFIXDifference

Max Drawdown

Largest peak-to-trough decline

-62.97%

-51.49%

-11.48%

Max Drawdown (1Y)

Largest decline over 1 year

-12.20%

-8.47%

-3.73%

Max Drawdown (5Y)

Largest decline over 5 years

-31.24%

-21.29%

-9.95%

Max Drawdown (10Y)

Largest decline over 10 years

-36.58%

-33.46%

-3.12%

Current Drawdown

Current decline from peak

-11.97%

-6.58%

-5.39%

Average Drawdown

Average peak-to-trough decline

-14.47%

-11.69%

-2.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

1.98%

+1.07%

Volatility

POVSX vs. IVFIX - Volatility Comparison

Putnam International Equity Fund (POVSX) has a higher volatility of 7.43% compared to Federated Hermes International Strategic Value Dividend Fund (IVFIX) at 4.54%. This indicates that POVSX's price experiences larger fluctuations and is considered to be riskier than IVFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


POVSXIVFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.43%

4.54%

+2.89%

Volatility (6M)

Calculated over the trailing 6-month period

11.36%

8.10%

+3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

17.17%

14.63%

+2.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

12.96%

+3.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.86%

14.74%

+2.12%