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POVSX vs. VOOG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

POVSX vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam International Equity Fund (POVSX) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

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POVSX vs. VOOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POVSX
Putnam International Equity Fund
1.14%37.27%-0.64%18.65%-14.84%8.95%11.78%25.50%-19.46%26.47%
VOOG
Vanguard S&P 500 Growth ETF
-6.97%22.11%35.89%29.96%-29.48%31.95%33.35%30.93%-0.21%27.19%

Returns By Period

In the year-to-date period, POVSX achieves a 1.14% return, which is significantly higher than VOOG's -6.97% return. Over the past 10 years, POVSX has underperformed VOOG with an annualized return of 8.29%, while VOOG has yielded a comparatively higher 15.86% annualized return.


POVSX

1D
2.89%
1M
-7.64%
YTD
1.14%
6M
3.84%
1Y
27.01%
3Y*
14.42%
5Y*
7.76%
10Y*
8.29%

VOOG

1D
1.30%
1M
-4.28%
YTD
-6.97%
6M
-5.29%
1Y
23.21%
3Y*
22.32%
5Y*
12.46%
10Y*
15.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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POVSX vs. VOOG - Expense Ratio Comparison

POVSX has a 1.25% expense ratio, which is higher than VOOG's 0.07% expense ratio.


Return for Risk

POVSX vs. VOOG — Risk / Return Rank

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

POVSX
POVSX Risk / Return Rank: 7979
Overall Rank
POVSX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
POVSX Sortino Ratio Rank: 7878
Sortino Ratio Rank
POVSX Omega Ratio Rank: 7575
Omega Ratio Rank
POVSX Calmar Ratio Rank: 8181
Calmar Ratio Rank
POVSX Martin Ratio Rank: 7979
Martin Ratio Rank

VOOG
VOOG Risk / Return Rank: 6262
Overall Rank
VOOG Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VOOG Sortino Ratio Rank: 6161
Sortino Ratio Rank
VOOG Omega Ratio Rank: 6060
Omega Ratio Rank
VOOG Calmar Ratio Rank: 6767
Calmar Ratio Rank
VOOG Martin Ratio Rank: 6666
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. VOOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam International Equity Fund (POVSX) and Vanguard S&P 500 Growth ETF (VOOG). 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.


POVSXVOOGDifference

Sharpe ratio

Return per unit of total volatility

1.58

1.05

+0.53

Sortino ratio

Return per unit of downside risk

2.08

1.62

+0.46

Omega ratio

Gain probability vs. loss probability

1.30

1.23

+0.07

Calmar ratio

Return relative to maximum drawdown

2.13

1.76

+0.37

Martin ratio

Return relative to average drawdown

8.42

6.81

+1.61

POVSX vs. VOOG - Sharpe Ratio Comparison

The current POVSX Sharpe Ratio is 1.58, which is higher than the VOOG Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of POVSX and VOOG, 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


POVSXVOOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

1.05

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.59

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.77

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.84

-0.43

Correlation

The correlation between POVSX and VOOG is 0.71, 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. VOOG - Dividend Comparison

POVSX's dividend yield for the trailing twelve months is around 10.48%, more than VOOG's 0.53% yield.


TTM20252024202320222021202020192018201720162015
POVSX
Putnam International Equity Fund
10.48%10.60%1.13%1.88%0.00%14.17%2.56%1.58%6.42%0.32%3.09%2.70%
VOOG
Vanguard S&P 500 Growth ETF
0.53%0.49%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%

Drawdowns

POVSX vs. VOOG - Drawdown Comparison

The maximum POVSX drawdown since its inception was -62.97%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for POVSX and VOOG.


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Drawdown Indicators


POVSXVOOGDifference

Max Drawdown

Largest peak-to-trough decline

-62.97%

-32.73%

-30.24%

Max Drawdown (1Y)

Largest decline over 1 year

-12.20%

-13.71%

+1.51%

Max Drawdown (5Y)

Largest decline over 5 years

-31.24%

-32.73%

+1.49%

Max Drawdown (10Y)

Largest decline over 10 years

-36.58%

-32.73%

-3.85%

Current Drawdown

Current decline from peak

-9.42%

-9.07%

-0.35%

Average Drawdown

Average peak-to-trough decline

-14.47%

-5.01%

-9.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

3.54%

-0.46%

Volatility

POVSX vs. VOOG - Volatility Comparison

Putnam International Equity Fund (POVSX) has a higher volatility of 8.05% compared to Vanguard S&P 500 Growth ETF (VOOG) at 7.28%. This indicates that POVSX's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


POVSXVOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.05%

7.28%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

11.70%

12.68%

-0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

17.36%

22.28%

-4.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.20%

21.16%

-4.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.88%

20.65%

-3.77%