PPT vs. IDV
PPT (Putnam Premier Income Trust) and IDV (iShares International Select Dividend ETF) are both funds - PPT is a Multisector Bonds fund actively managed by Putnam Investments, while IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend. PPT is actively managed, while IDV is passively managed. Over the past 10 years, PPT returned 4.57%/yr vs 10.92%/yr for IDV. At a 0.24 correlation, their price movements are largely independent.
Performance
PPT vs. IDV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PPT achieves a 0.81% return, which is significantly lower than IDV's 13.60% return. Over the past 10 years, PPT has underperformed IDV with an annualized return of 4.57%, while IDV has yielded a comparatively higher 10.92% annualized return.
PPT
- 1D
- 0.29%
- 1M
- 0.47%
- YTD
- 0.81%
- 6M
- 1.85%
- 1Y
- 2.23%
- 3Y*
- 7.60%
- 5Y*
- 2.15%
- 10Y*
- 4.57%
IDV
- 1D
- 0.31%
- 1M
- 0.43%
- YTD
- 13.60%
- 6M
- 15.83%
- 1Y
- 36.40%
- 3Y*
- 25.11%
- 5Y*
- 12.17%
- 10Y*
- 10.92%
PPT vs. IDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PPT Putnam Premier Income Trust | 0.81% | 8.39% | 8.80% | 7.43% | -7.75% | -1.72% | -6.54% | 25.53% | -6.36% | 13.78% |
IDV iShares International Select Dividend ETF | 13.60% | 52.16% | 4.00% | 10.32% | -6.40% | 12.00% | -5.94% | 23.56% | -10.37% | 19.74% |
Correlation
The correlation between PPT and IDV is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2007 | 0.24 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PPT vs. IDV — Risk / Return Rank
PPT
IDV
PPT vs. IDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Putnam Premier Income Trust (PPT) and iShares International Select Dividend ETF (IDV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PPT | IDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.51 | ||
| Sortino ratioReturn per unit of downside risk | -3.20 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.49 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | 0.33 | 4.13 | -3.80 |
| Martin ratioReturn relative to average drawdown | 0.77 | 15.32 | -14.55 |
Loading charts...
Drawdowns
PPT vs. IDV - Drawdown Comparison
The maximum PPT drawdown since its inception was -49.76%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for PPT and IDV.
Loading charts...
Drawdown Indicators
| PPT | IDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.76% | -70.14% | +20.38% |
Max Drawdown (1Y)Largest decline over 1 year | -5.05% | -8.52% | +3.47% |
Max Drawdown (3Y)Largest decline over 3 years | -9.10% | -11.86% | +2.76% |
Max Drawdown (5Y)Largest decline over 5 years | -18.92% | -29.19% | +10.27% |
Max Drawdown (10Y)Largest decline over 10 years | -31.79% | -42.50% | +10.71% |
Current DrawdownCurrent decline from peak | -3.62% | -1.70% | -1.92% |
Average DrawdownAverage peak-to-trough decline | -11.23% | -15.38% | +4.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 2.30% | -0.12% |
Volatility
PPT vs. IDV - Volatility Comparison
The current volatility for Putnam Premier Income Trust (PPT) is 2.25%, while iShares International Select Dividend ETF (IDV) has a volatility of 4.24%. This indicates that PPT experiences smaller price fluctuations and is considered to be less risky than IDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PPT | IDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.25% | 4.24% | -1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 6.99% | 10.88% | -3.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.36% | 13.10% | -3.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.96% | 15.58% | -3.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.45% | 17.92% | -3.47% |
Dividends
PPT vs. IDV - Dividend Comparison
PPT's dividend yield for the trailing twelve months is around 9.07%, more than IDV's 4.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDV iShares International Select Dividend ETF | 4.40% | 4.94% | 6.46% | 6.51% | 7.33% | 5.78% | 5.47% | 5.15% | 5.93% | 4.52% | 4.69% | 5.08% |
PPT Putnam Premier Income Trust | 9.07% | 8.81% | 8.76% | 8.74% | 8.60% | 7.31% | 8.84% | 7.73% | 6.84% | 5.85% | 6.28% | 6.30% |
Frequently Asked Questions
PPT and IDV have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDV has higher volatility (4.24%) compared to PPT (2.25%). In terms of maximum drawdown, PPT dropped -49.76% vs IDV's -70.14%.
IDV currently has the higher Sharpe Ratio (2.69 vs 0.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for PPT and IDV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer