PVAL vs. VUG
Compare and contrast key facts about Putnam Focused Large Cap Value ETF (PVAL) and Vanguard Growth ETF (VUG).
PVAL and VUG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PVAL is a passively managed fund by Power Corporation of Canada that tracks the performance of the Russell 1000 Value. It was launched on May 25, 2021. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004. Both PVAL and VUG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PVAL or VUG.
Key characteristics
| PVAL | VUG | |
|---|---|---|
| YTD Return | 25.65% | 31.93% |
| 1Y Return | 33.71% | 39.73% |
| 3Y Return (Ann) | 13.54% | 9.20% |
| Sharpe Ratio | 3.23 | 2.53 |
| Sortino Ratio | 4.44 | 3.26 |
| Omega Ratio | 1.58 | 1.46 |
| Calmar Ratio | 5.27 | 3.28 |
| Martin Ratio | 22.57 | 12.97 |
| Ulcer Index | 1.63% | 3.28% |
| Daily Std Dev | 11.38% | 16.79% |
| Max Drawdown | -16.64% | -50.68% |
| Current Drawdown | -0.56% | -0.04% |
Correlation
The correlation between PVAL and VUG is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
PVAL vs. VUG - Performance Comparison
In the year-to-date period, PVAL achieves a 25.65% return, which is significantly lower than VUG's 31.93% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PVAL vs. VUG - Expense Ratio Comparison
PVAL has a 0.55% expense ratio, which is higher than VUG's 0.04% expense ratio.
Risk-Adjusted Performance
PVAL vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Putnam Focused Large Cap Value ETF (PVAL) and Vanguard Growth ETF (VUG). 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.
Dividends
PVAL vs. VUG - Dividend Comparison
PVAL's dividend yield for the trailing twelve months is around 1.41%, more than VUG's 0.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PVAL Putnam Focused Large Cap Value ETF | 1.41% | 1.33% | 0.59% | 0.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
PVAL vs. VUG - Drawdown Comparison
The maximum PVAL drawdown since its inception was -16.64%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for PVAL and VUG. For additional features, visit the drawdowns tool.
Volatility
PVAL vs. VUG - Volatility Comparison
The current volatility for Putnam Focused Large Cap Value ETF (PVAL) is 3.80%, while Vanguard Growth ETF (VUG) has a volatility of 4.92%. This indicates that PVAL experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.