SAIFX vs. PMYYX
Compare and contrast key facts about ClearBridge Large Cap Value Fund (SAIFX) and Putnam Multi-Cap Core Fund (PMYYX).
SAIFX is managed by Franklin Templeton. It was launched on May 29, 1958. PMYYX is managed by Putnam. It was launched on Sep 24, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAIFX or PMYYX.
Performance
SAIFX vs. PMYYX - Performance Comparison
Returns By Period
In the year-to-date period, SAIFX achieves a 13.51% return, which is significantly lower than PMYYX's 26.66% return. Over the past 10 years, SAIFX has underperformed PMYYX with an annualized return of 6.47%, while PMYYX has yielded a comparatively higher 11.05% annualized return.
SAIFX
13.51%
1.45%
6.96%
18.42%
7.10%
6.47%
PMYYX
26.66%
0.71%
12.07%
31.79%
12.47%
11.05%
Key characteristics
| SAIFX | PMYYX | |
|---|---|---|
| Sharpe Ratio | 1.85 | 2.58 |
| Sortino Ratio | 2.64 | 3.43 |
| Omega Ratio | 1.34 | 1.48 |
| Calmar Ratio | 3.55 | 2.99 |
| Martin Ratio | 9.49 | 16.97 |
| Ulcer Index | 2.01% | 1.87% |
| Daily Std Dev | 10.32% | 12.31% |
| Max Drawdown | -56.29% | -35.25% |
| Current Drawdown | -1.51% | -2.27% |
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SAIFX vs. PMYYX - Expense Ratio Comparison
SAIFX has a 0.56% expense ratio, which is lower than PMYYX's 0.71% expense ratio.
Correlation
The correlation between SAIFX and PMYYX is 0.91, 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.
Risk-Adjusted Performance
SAIFX vs. PMYYX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Large Cap Value Fund (SAIFX) and Putnam Multi-Cap Core Fund (PMYYX). 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
SAIFX vs. PMYYX - Dividend Comparison
SAIFX's dividend yield for the trailing twelve months is around 1.27%, more than PMYYX's 0.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAIFX ClearBridge Large Cap Value Fund | 1.27% | 1.35% | 1.35% | 1.07% | 1.55% | 1.78% | 1.91% | 1.47% | 1.56% | 2.30% | 1.74% | 1.46% |
PMYYX Putnam Multi-Cap Core Fund | 0.75% | 0.95% | 0.32% | 0.99% | 1.07% | 1.74% | 0.00% | 1.44% | 1.21% | 2.29% | 2.15% | 10.12% |
Drawdowns
SAIFX vs. PMYYX - Drawdown Comparison
The maximum SAIFX drawdown since its inception was -56.29%, which is greater than PMYYX's maximum drawdown of -35.25%. Use the drawdown chart below to compare losses from any high point for SAIFX and PMYYX. For additional features, visit the drawdowns tool.
Volatility
SAIFX vs. PMYYX - Volatility Comparison
ClearBridge Large Cap Value Fund (SAIFX) and Putnam Multi-Cap Core Fund (PMYYX) have volatilities of 4.40% and 4.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.