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PVAL vs. VTV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PVAL and VTV is 0.93, 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.


-0.50.00.51.00.9

Performance

PVAL vs. VTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Focused Large Cap Value ETF (PVAL) and Vanguard Value ETF (VTV). The values are adjusted to include any dividend payments, if applicable.

30.00%35.00%40.00%45.00%50.00%55.00%60.00%65.00%OctoberNovemberDecember2025FebruaryMarch
56.08%
36.25%
PVAL
VTV

Key characteristics

Sharpe Ratio

PVAL:

1.09

VTV:

1.16

Sortino Ratio

PVAL:

1.55

VTV:

1.67

Omega Ratio

PVAL:

1.19

VTV:

1.20

Calmar Ratio

PVAL:

1.72

VTV:

1.70

Martin Ratio

PVAL:

4.88

VTV:

5.00

Ulcer Index

PVAL:

2.65%

VTV:

2.53%

Daily Std Dev

PVAL:

11.89%

VTV:

10.95%

Max Drawdown

PVAL:

-16.64%

VTV:

-59.27%

Current Drawdown

PVAL:

-5.13%

VTV:

-4.38%

Returns By Period

In the year-to-date period, PVAL achieves a 1.80% return, which is significantly lower than VTV's 2.13% return.


PVAL

YTD

1.80%

1M

-2.30%

6M

3.52%

1Y

12.76%

5Y*

N/A

10Y*

N/A

VTV

YTD

2.13%

1M

-1.86%

6M

3.09%

1Y

12.39%

5Y*

13.17%

10Y*

10.29%

*Annualized

Compare stocks, funds, or ETFs

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PVAL vs. VTV - Expense Ratio Comparison

PVAL has a 0.55% expense ratio, which is higher than VTV's 0.04% expense ratio.


Expense ratio chart for PVAL: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for VTV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

PVAL vs. VTV — Risk-Adjusted Performance Rank

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

PVAL
The Risk-Adjusted Performance Rank of PVAL is 6666
Overall Rank
The Sharpe Ratio Rank of PVAL is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of PVAL is 6464
Sortino Ratio Rank
The Omega Ratio Rank of PVAL is 6262
Omega Ratio Rank
The Calmar Ratio Rank of PVAL is 7575
Calmar Ratio Rank
The Martin Ratio Rank of PVAL is 6262
Martin Ratio Rank

VTV
The Risk-Adjusted Performance Rank of VTV is 6868
Overall Rank
The Sharpe Ratio Rank of VTV is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VTV is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VTV is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VTV is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VTV is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PVAL vs. VTV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Focused Large Cap Value ETF (PVAL) and Vanguard Value ETF (VTV). 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.


The chart of Sharpe ratio for PVAL, currently valued at 1.09, compared to the broader market0.002.004.001.091.16
The chart of Sortino ratio for PVAL, currently valued at 1.55, compared to the broader market-2.000.002.004.006.008.0010.001.551.67
The chart of Omega ratio for PVAL, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.20
The chart of Calmar ratio for PVAL, currently valued at 1.72, compared to the broader market0.005.0010.0015.001.721.70
The chart of Martin ratio for PVAL, currently valued at 4.88, compared to the broader market0.0020.0040.0060.0080.00100.004.885.00
PVAL
VTV

The current PVAL Sharpe Ratio is 1.09, which is comparable to the VTV Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of PVAL and VTV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50OctoberNovemberDecember2025FebruaryMarch
1.09
1.16
PVAL
VTV

Dividends

PVAL vs. VTV - Dividend Comparison

PVAL's dividend yield for the trailing twelve months is around 1.02%, less than VTV's 2.26% yield.


TTM20242023202220212020201920182017201620152014
PVAL
Putnam Focused Large Cap Value ETF
1.02%1.34%1.33%0.59%0.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTV
Vanguard Value ETF
2.26%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%

Drawdowns

PVAL vs. VTV - Drawdown Comparison

The maximum PVAL drawdown since its inception was -16.64%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for PVAL and VTV. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-5.13%
-4.38%
PVAL
VTV

Volatility

PVAL vs. VTV - Volatility Comparison

Putnam Focused Large Cap Value ETF (PVAL) has a higher volatility of 4.21% compared to Vanguard Value ETF (VTV) at 3.66%. This indicates that PVAL's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%OctoberNovemberDecember2025FebruaryMarch
4.21%
3.66%
PVAL
VTV