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Principal LargeCap S&P 500 Index Fund (PLFMX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US74251T3133

Issuer

Principal

Inception Date

Dec 6, 2000

Min. Investment

$0

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
PLFMX vs. TWCUX PLFMX vs. VTI PLFMX vs. VIGRX
Popular comparisons:
PLFMX vs. TWCUX PLFMX vs. VTI PLFMX vs. VIGRX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Principal LargeCap S&P 500 Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
11.84%
11.50%
PLFMX (Principal LargeCap S&P 500 Index Fund)
Benchmark (^GSPC)

Returns By Period

Principal LargeCap S&P 500 Index Fund had a return of 24.80% year-to-date (YTD) and 27.78% in the last 12 months. Over the past 10 years, Principal LargeCap S&P 500 Index Fund had an annualized return of 8.35%, while the S&P 500 had an annualized return of 11.13%, indicating that Principal LargeCap S&P 500 Index Fund did not perform as well as the benchmark.


PLFMX

YTD

24.80%

1M

1.14%

6M

11.84%

1Y

27.78%

5Y (annualized)

9.39%

10Y (annualized)

8.35%

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of PLFMX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.62%5.26%3.20%-4.14%4.89%3.54%1.15%2.35%2.05%-0.95%24.80%
20236.20%-2.48%3.59%1.49%0.38%6.52%3.15%-1.68%-4.81%-2.16%9.07%1.68%21.97%
2022-5.26%-3.04%3.67%-8.80%0.14%-8.31%9.17%-4.15%-9.26%8.03%5.53%-7.09%-19.80%
2021-1.06%2.71%4.27%5.28%0.62%2.26%2.33%2.95%-4.70%6.94%-0.75%-7.58%13.05%
2020-0.10%-8.27%-12.39%12.69%4.71%1.93%5.56%7.11%-3.85%-2.70%10.87%-1.94%11.04%
20197.94%3.15%1.90%3.95%-6.41%7.02%1.36%-1.60%1.79%2.08%3.56%1.03%28.09%
20185.64%-3.72%-2.63%0.34%2.35%0.56%3.67%3.17%0.52%-6.89%1.95%-13.62%-9.83%
20171.88%3.88%0.06%0.98%1.33%0.54%2.02%0.23%2.03%2.22%3.01%-3.92%14.99%
2016-4.98%-0.22%6.73%0.35%1.72%0.20%3.59%0.07%0.00%-1.89%3.59%0.66%9.76%
2015-3.04%5.70%-1.62%0.89%1.22%-2.01%1.99%-6.04%-2.57%8.44%0.20%-2.42%-0.13%
2014-3.46%4.47%0.76%0.68%2.26%2.06%-1.44%3.88%-1.48%2.43%2.58%-0.36%12.75%
20135.10%1.33%3.66%1.90%2.22%-1.39%5.03%-2.94%3.11%4.45%3.05%2.43%31.41%

Expense Ratio

PLFMX features an expense ratio of 0.72%, falling within the medium range.


Expense ratio chart for PLFMX: current value at 0.72% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.72%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PLFMX is 67, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of PLFMX is 6767
Combined Rank
The Sharpe Ratio Rank of PLFMX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of PLFMX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of PLFMX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of PLFMX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of PLFMX is 7373
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Principal LargeCap S&P 500 Index Fund (PLFMX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for PLFMX, currently valued at 2.14, compared to the broader market-1.000.001.002.003.004.005.002.142.46
The chart of Sortino ratio for PLFMX, currently valued at 2.78, compared to the broader market0.005.0010.002.783.31
The chart of Omega ratio for PLFMX, currently valued at 1.41, compared to the broader market1.002.003.004.001.411.46
The chart of Calmar ratio for PLFMX, currently valued at 1.90, compared to the broader market0.005.0010.0015.0020.0025.001.903.55
The chart of Martin ratio for PLFMX, currently valued at 13.29, compared to the broader market0.0020.0040.0060.0080.00100.0013.2915.76
PLFMX
^GSPC

The current Principal LargeCap S&P 500 Index Fund Sharpe ratio is 2.14. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Principal LargeCap S&P 500 Index Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.14
2.46
PLFMX (Principal LargeCap S&P 500 Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Principal LargeCap S&P 500 Index Fund provided a 0.71% dividend yield over the last twelve months, with an annual payout of $0.21 per share. The fund has been increasing its distributions for 2 consecutive years.


0.40%0.60%0.80%1.00%1.20%1.40%$0.00$0.05$0.10$0.15$0.20$0.2520132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.21$0.21$0.17$0.12$0.26$0.26$0.22$0.21$0.22$0.18$0.18$0.15

Dividend yield

0.71%0.88%0.88%0.48%1.22%1.33%1.43%1.17%1.39%1.25%1.22%1.14%

Monthly Dividends

The table displays the monthly dividend distributions for Principal LargeCap S&P 500 Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.17
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.12
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.26
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.26
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.22
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.22
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2013$0.15$0.15

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.35%
-1.40%
PLFMX (Principal LargeCap S&P 500 Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Principal LargeCap S&P 500 Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Principal LargeCap S&P 500 Index Fund was 56.11%, occurring on Mar 9, 2009. Recovery took 888 trading sessions.

The current Principal LargeCap S&P 500 Index Fund drawdown is 1.35%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.11%Oct 10, 2007354Mar 9, 2009888Sep 14, 20121242
-33.8%Feb 20, 202023Mar 23, 202099Aug 12, 2020122
-32.35%Dec 13, 2021210Oct 12, 2022419Jun 13, 2024629
-23.58%Sep 21, 201865Dec 24, 2018214Oct 30, 2019279
-13.93%Jul 21, 2015143Feb 11, 201681Jun 8, 2016224

Volatility

Volatility Chart

The current Principal LargeCap S&P 500 Index Fund volatility is 4.05%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.05%
4.07%
PLFMX (Principal LargeCap S&P 500 Index Fund)
Benchmark (^GSPC)