PSLAX vs. PGOYX
Compare and contrast key facts about Putnam Small Cap Value Fund (PSLAX) and Putnam Large Cap Growth Y (PGOYX).
PSLAX is managed by Putnam. It was launched on Apr 12, 1999. PGOYX is managed by Putnam. It was launched on Aug 27, 1999.
Performance
PSLAX vs. PGOYX - Performance Comparison
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PSLAX vs. PGOYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSLAX Putnam Small Cap Value Fund | 1.42% | 5.26% | 6.19% | 23.54% | -13.42% | 39.51% | 3.60% | 24.33% | -20.19% | 7.55% |
PGOYX Putnam Large Cap Growth Y | -9.67% | 14.56% | 33.58% | 44.57% | -30.25% | 22.95% | 38.79% | 36.76% | 2.58% | 31.29% |
Returns By Period
In the year-to-date period, PSLAX achieves a 1.42% return, which is significantly higher than PGOYX's -9.67% return. Over the past 10 years, PSLAX has underperformed PGOYX with an annualized return of 9.16%, while PGOYX has yielded a comparatively higher 16.81% annualized return.
PSLAX
- 1D
- 2.22%
- 1M
- -6.23%
- YTD
- 1.42%
- 6M
- 2.63%
- 1Y
- 14.84%
- 3Y*
- 12.33%
- 5Y*
- 6.09%
- 10Y*
- 9.16%
PGOYX
- 1D
- 3.70%
- 1M
- -5.89%
- YTD
- -9.67%
- 6M
- -9.44%
- 1Y
- 14.92%
- 3Y*
- 20.52%
- 5Y*
- 11.05%
- 10Y*
- 16.81%
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PSLAX vs. PGOYX - Expense Ratio Comparison
PSLAX has a 1.15% expense ratio, which is higher than PGOYX's 0.65% expense ratio.
Return for Risk
PSLAX vs. PGOYX — Risk / Return Rank
PSLAX
PGOYX
PSLAX vs. PGOYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Putnam Small Cap Value Fund (PSLAX) and Putnam Large Cap Growth Y (PGOYX). 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.
| PSLAX | PGOYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 0.71 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.08 | 1.18 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.17 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 0.98 | +0.08 |
Martin ratioReturn relative to average drawdown | 3.41 | 3.34 | +0.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PSLAX | PGOYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 0.71 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.51 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.80 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.32 | +0.06 |
Correlation
The correlation between PSLAX and PGOYX is 0.74, 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
PSLAX vs. PGOYX - Dividend Comparison
PSLAX's dividend yield for the trailing twelve months is around 6.72%, more than PGOYX's 5.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSLAX Putnam Small Cap Value Fund | 6.72% | 6.81% | 5.67% | 1.21% | 8.40% | 0.20% | 0.90% | 1.33% | 21.52% | 38.15% | 0.66% | 5.38% |
PGOYX Putnam Large Cap Growth Y | 5.79% | 5.23% | 4.25% | 0.46% | 7.30% | 8.55% | 3.12% | 3.65% | 7.92% | 2.05% | 0.02% | 5.78% |
Drawdowns
PSLAX vs. PGOYX - Drawdown Comparison
The maximum PSLAX drawdown since its inception was -69.37%, smaller than the maximum PGOYX drawdown of -76.03%. Use the drawdown chart below to compare losses from any high point for PSLAX and PGOYX.
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Drawdown Indicators
| PSLAX | PGOYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.37% | -76.03% | +6.66% |
Max Drawdown (1Y)Largest decline over 1 year | -14.16% | -16.34% | +2.18% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | -34.01% | +8.38% |
Max Drawdown (10Y)Largest decline over 10 years | -52.81% | -34.01% | -18.80% |
Current DrawdownCurrent decline from peak | -7.94% | -13.24% | +5.30% |
Average DrawdownAverage peak-to-trough decline | -12.22% | -31.72% | +19.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.37% | 4.78% | -0.41% |
Volatility
PSLAX vs. PGOYX - Volatility Comparison
The current volatility for Putnam Small Cap Value Fund (PSLAX) is 6.21%, while Putnam Large Cap Growth Y (PGOYX) has a volatility of 6.88%. This indicates that PSLAX experiences smaller price fluctuations and is considered to be less risky than PGOYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSLAX | PGOYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | 6.88% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 13.35% | 12.72% | +0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.77% | 22.41% | +0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.85% | 21.68% | +0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.57% | 21.15% | +2.42% |