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PRTLX vs. PNOPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRTLX vs. PNOPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam RetirementReady 2055 Fund (PRTLX) and Putnam Sustainable Leaders Fund (PNOPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRTLX achieves a 5.71% return, which is significantly higher than PNOPX's 2.23% return. Over the past 10 years, PRTLX has underperformed PNOPX with an annualized return of 11.03%, while PNOPX has yielded a comparatively higher 15.59% annualized return.


PRTLX

1D
0.38%
1M
-0.56%
YTD
5.71%
6M
4.76%
1Y
14.07%
3Y*
15.44%
5Y*
8.38%
10Y*
11.03%

PNOPX

1D
0.32%
1M
-1.38%
YTD
2.23%
6M
1.12%
1Y
13.38%
3Y*
16.22%
5Y*
8.08%
10Y*
15.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRTLX vs. PNOPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRTLX
Putnam RetirementReady 2055 Fund
5.71%13.42%15.59%22.31%-15.71%17.39%14.17%20.75%-9.44%20.69%
PNOPX
Putnam Sustainable Leaders Fund
2.23%10.93%22.97%26.23%-22.86%23.44%28.57%35.86%-0.90%29.07%

Correlation

The correlation between PRTLX and PNOPX is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2012

0.94

The correlation between PRTLX and PNOPX has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

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Return for Risk

PRTLX vs. PNOPX — Risk / Return Rank

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

PRTLX
PRTLX Risk / Return Rank: 2929
Overall Rank
PRTLX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
PRTLX Sortino Ratio Rank: 2727
Sortino Ratio Rank
PRTLX Omega Ratio Rank: 2828
Omega Ratio Rank
PRTLX Calmar Ratio Rank: 2828
Calmar Ratio Rank
PRTLX Martin Ratio Rank: 3636
Martin Ratio Rank

PNOPX
PNOPX Risk / Return Rank: 2020
Overall Rank
PNOPX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
PNOPX Sortino Ratio Rank: 2121
Sortino Ratio Rank
PNOPX Omega Ratio Rank: 2222
Omega Ratio Rank
PNOPX Calmar Ratio Rank: 1616
Calmar Ratio Rank
PNOPX Martin Ratio Rank: 2020
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.

PRTLX vs. PNOPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam RetirementReady 2055 Fund (PRTLX) and Putnam Sustainable Leaders Fund (PNOPX). 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.


PRTLXPNOPXDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.23

1.20

+0.03

Calmar ratioReturn relative to maximum drawdown

1.70

1.09

+0.62

Martin ratioReturn relative to average drawdown

6.94

4.02

+2.92

PRTLX vs. PNOPX - Sharpe Ratio Comparison

The current PRTLX Sharpe Ratio is 1.28, which is comparable to the PNOPX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of PRTLX and PNOPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PRTLX vs. PNOPX - Drawdown Comparison

The maximum PRTLX drawdown since its inception was -28.52%, smaller than the maximum PNOPX drawdown of -74.15%. Use the drawdown chart below to compare losses from any high point for PRTLX and PNOPX.


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Drawdown Indicators


PRTLXPNOPXDifference

Max Drawdown

Largest peak-to-trough decline

-28.52%

-74.15%

+45.63%

Max Drawdown (1Y)

Largest decline over 1 year

-8.87%

-13.06%

+4.19%

Max Drawdown (3Y)

Largest decline over 3 years

-18.55%

-22.90%

+4.35%

Max Drawdown (5Y)

Largest decline over 5 years

-21.71%

-29.13%

+7.42%

Max Drawdown (10Y)

Largest decline over 10 years

-28.52%

-30.29%

+1.77%

Current Drawdown

Current decline from peak

-1.79%

-2.46%

+0.67%

Average Drawdown

Average peak-to-trough decline

-5.55%

-23.99%

+18.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

3.53%

-1.36%

Volatility

PRTLX vs. PNOPX - Volatility Comparison

The current volatility for Putnam RetirementReady 2055 Fund (PRTLX) is 4.82%, while Putnam Sustainable Leaders Fund (PNOPX) has a volatility of 5.45%. This indicates that PRTLX experiences smaller price fluctuations and is considered to be less risky than PNOPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRTLXPNOPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

5.45%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

9.62%

10.56%

-0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

11.85%

13.09%

-1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.09%

17.49%

-3.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.58%

18.16%

-3.58%

PRTLX vs. PNOPX - Expense Ratio Comparison

PRTLX has a 0.03% expense ratio, which is lower than PNOPX's 0.99% expense ratio.


Dividends

PRTLX vs. PNOPX - Dividend Comparison

PRTLX's dividend yield for the trailing twelve months is around 1.59%, less than PNOPX's 10.97% yield.


PositionTTM20252024202320222021202020192018201720162015
PNOPX
Putnam Sustainable Leaders Fund
10.97%11.22%9.25%2.96%8.38%11.69%7.41%7.14%20.24%4.91%0.00%12.64%
PRTLX
Putnam RetirementReady 2055 Fund
1.59%1.68%1.20%1.60%10.10%12.83%1.09%7.44%15.18%5.47%1.14%9.07%

Frequently Asked Questions


With a correlation of 0.95, PRTLX and PNOPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

PNOPX has higher volatility (5.45%) compared to PRTLX (4.82%). In terms of maximum drawdown, PRTLX dropped -28.52% vs PNOPX's -74.15%.

PRTLX currently has the higher Sharpe Ratio (1.28 vs 1.09), 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.

Portfolio Optimizer

Find the right allocation for PRTLX and PNOPX

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