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UBVLX vs. PNSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UBVLX and PNSAX is 0.84, 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.


-0.50.00.51.00.8

Performance

UBVLX vs. PNSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Undiscovered Managers Behavioral Value Fund (UBVLX) and Putnam Small Cap Growth Fund (PNSAX). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
392.82%
642.32%
UBVLX
PNSAX

Key characteristics

Sharpe Ratio

UBVLX:

0.34

PNSAX:

1.48

Sortino Ratio

UBVLX:

0.61

PNSAX:

2.10

Omega Ratio

UBVLX:

1.07

PNSAX:

1.25

Calmar Ratio

UBVLX:

0.43

PNSAX:

0.89

Martin Ratio

UBVLX:

1.70

PNSAX:

8.90

Ulcer Index

UBVLX:

3.49%

PNSAX:

3.24%

Daily Std Dev

UBVLX:

17.44%

PNSAX:

19.48%

Max Drawdown

UBVLX:

-69.52%

PNSAX:

-61.15%

Current Drawdown

UBVLX:

-12.84%

PNSAX:

-12.32%

Returns By Period

In the year-to-date period, UBVLX achieves a 4.39% return, which is significantly lower than PNSAX's 24.40% return. Over the past 10 years, UBVLX has underperformed PNSAX with an annualized return of 5.33%, while PNSAX has yielded a comparatively higher 9.66% annualized return.


UBVLX

YTD

4.39%

1M

-10.10%

6M

3.27%

1Y

4.18%

5Y*

6.82%

10Y*

5.33%

PNSAX

YTD

24.40%

1M

-4.28%

6M

9.66%

1Y

26.36%

5Y*

8.70%

10Y*

9.66%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


UBVLX vs. PNSAX - Expense Ratio Comparison

UBVLX has a 0.90% expense ratio, which is lower than PNSAX's 1.23% expense ratio.


PNSAX
Putnam Small Cap Growth Fund
Expense ratio chart for PNSAX: current value at 1.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.23%
Expense ratio chart for UBVLX: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%

Risk-Adjusted Performance

UBVLX vs. PNSAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Undiscovered Managers Behavioral Value Fund (UBVLX) and Putnam Small Cap Growth Fund (PNSAX). 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.


Sharpe ratio
The chart of Sharpe ratio for UBVLX, currently valued at 0.34, compared to the broader market-1.000.001.002.003.004.000.341.48
The chart of Sortino ratio for UBVLX, currently valued at 0.61, compared to the broader market-2.000.002.004.006.008.0010.000.612.10
The chart of Omega ratio for UBVLX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.003.501.071.25
The chart of Calmar ratio for UBVLX, currently valued at 0.43, compared to the broader market0.002.004.006.008.0010.0012.0014.000.430.89
The chart of Martin ratio for UBVLX, currently valued at 1.70, compared to the broader market0.0020.0040.0060.001.708.90
UBVLX
PNSAX

The current UBVLX Sharpe Ratio is 0.34, which is lower than the PNSAX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of UBVLX and PNSAX, 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.34
1.48
UBVLX
PNSAX

Dividends

UBVLX vs. PNSAX - Dividend Comparison

Neither UBVLX nor PNSAX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
UBVLX
Undiscovered Managers Behavioral Value Fund
0.00%1.72%1.13%0.99%0.90%0.80%1.54%2.59%0.99%0.86%1.08%0.63%
PNSAX
Putnam Small Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

UBVLX vs. PNSAX - Drawdown Comparison

The maximum UBVLX drawdown since its inception was -69.52%, which is greater than PNSAX's maximum drawdown of -61.15%. Use the drawdown chart below to compare losses from any high point for UBVLX and PNSAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.84%
-12.32%
UBVLX
PNSAX

Volatility

UBVLX vs. PNSAX - Volatility Comparison

Undiscovered Managers Behavioral Value Fund (UBVLX) has a higher volatility of 6.44% compared to Putnam Small Cap Growth Fund (PNSAX) at 5.60%. This indicates that UBVLX's price experiences larger fluctuations and is considered to be riskier than PNSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.44%
5.60%
UBVLX
PNSAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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