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VIVAX vs. PNGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIVAX vs. PNGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Value Index Fund (VIVAX) and Putnam International Value Fund (PNGAX). The values are adjusted to include any dividend payments, if applicable.

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VIVAX vs. PNGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIVAX
Vanguard Value Index Fund
1.61%14.50%15.85%9.08%-2.18%26.32%2.18%25.66%-5.56%16.98%
PNGAX
Putnam International Value Fund
-0.06%34.66%5.86%18.50%-6.85%14.24%4.19%19.96%-18.02%24.09%

Returns By Period

In the year-to-date period, VIVAX achieves a 1.61% return, which is significantly higher than PNGAX's -0.06% return. Over the past 10 years, VIVAX has outperformed PNGAX with an annualized return of 11.42%, while PNGAX has yielded a comparatively lower 9.09% annualized return.


VIVAX

1D
-0.17%
1M
-6.37%
YTD
1.61%
6M
4.57%
1Y
14.03%
3Y*
14.10%
5Y*
10.37%
10Y*
11.42%

PNGAX

1D
0.52%
1M
-9.31%
YTD
-0.06%
6M
3.35%
1Y
20.85%
3Y*
16.27%
5Y*
10.63%
10Y*
9.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIVAX vs. PNGAX - Expense Ratio Comparison

VIVAX has a 0.17% expense ratio, which is lower than PNGAX's 1.27% expense ratio.


Return for Risk

VIVAX vs. PNGAX — Risk / Return Rank

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

VIVAX
VIVAX Risk / Return Rank: 5757
Overall Rank
VIVAX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VIVAX Sortino Ratio Rank: 5858
Sortino Ratio Rank
VIVAX Omega Ratio Rank: 5959
Omega Ratio Rank
VIVAX Calmar Ratio Rank: 5252
Calmar Ratio Rank
VIVAX Martin Ratio Rank: 5959
Martin Ratio Rank

PNGAX
PNGAX Risk / Return Rank: 6767
Overall Rank
PNGAX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PNGAX Sortino Ratio Rank: 6565
Sortino Ratio Rank
PNGAX Omega Ratio Rank: 6565
Omega Ratio Rank
PNGAX Calmar Ratio Rank: 7070
Calmar Ratio Rank
PNGAX Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VIVAX vs. PNGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Value Index Fund (VIVAX) and Putnam International Value Fund (PNGAX). 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.


VIVAXPNGAXDifference

Sharpe ratio

Return per unit of total volatility

1.03

1.22

-0.18

Sortino ratio

Return per unit of downside risk

1.49

1.64

-0.15

Omega ratio

Gain probability vs. loss probability

1.22

1.25

-0.02

Calmar ratio

Return relative to maximum drawdown

1.23

1.60

-0.36

Martin ratio

Return relative to average drawdown

5.60

6.30

-0.70

VIVAX vs. PNGAX - Sharpe Ratio Comparison

The current VIVAX Sharpe Ratio is 1.03, which is comparable to the PNGAX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of VIVAX and PNGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VIVAXPNGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.22

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.68

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.54

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.34

+0.20

Correlation

The correlation between VIVAX and PNGAX is 0.67, 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.


Dividends

VIVAX vs. PNGAX - Dividend Comparison

VIVAX's dividend yield for the trailing twelve months is around 1.93%, less than PNGAX's 2.97% yield.


TTM20252024202320222021202020192018201720162015
VIVAX
Vanguard Value Index Fund
1.93%1.42%2.19%2.33%2.39%2.02%2.43%2.39%2.59%2.18%2.33%2.46%
PNGAX
Putnam International Value Fund
2.97%2.97%3.89%2.35%1.63%5.70%1.84%3.91%4.34%1.11%2.23%1.09%

Drawdowns

VIVAX vs. PNGAX - Drawdown Comparison

The maximum VIVAX drawdown since its inception was -59.38%, smaller than the maximum PNGAX drawdown of -64.78%. Use the drawdown chart below to compare losses from any high point for VIVAX and PNGAX.


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Drawdown Indicators


VIVAXPNGAXDifference

Max Drawdown

Largest peak-to-trough decline

-59.38%

-64.78%

+5.40%

Max Drawdown (1Y)

Largest decline over 1 year

-11.28%

-11.13%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-17.17%

-27.37%

+10.20%

Max Drawdown (10Y)

Largest decline over 10 years

-36.81%

-41.58%

+4.77%

Current Drawdown

Current decline from peak

-6.37%

-9.35%

+2.98%

Average Drawdown

Average peak-to-trough decline

-8.11%

-15.89%

+7.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

2.98%

-0.49%

Volatility

VIVAX vs. PNGAX - Volatility Comparison

The current volatility for Vanguard Value Index Fund (VIVAX) is 3.27%, while Putnam International Value Fund (PNGAX) has a volatility of 6.84%. This indicates that VIVAX experiences smaller price fluctuations and is considered to be less risky than PNGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIVAXPNGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

6.84%

-3.57%

Volatility (6M)

Calculated over the trailing 6-month period

7.54%

10.40%

-2.86%

Volatility (1Y)

Calculated over the trailing 1-year period

14.83%

16.32%

-1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.91%

15.62%

-1.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.74%

17.02%

-0.28%