PSBMX's Sortino Ratio of 2.39 indicates that for each unit of downside volatility, it generates 2.39 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 11, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
PSBMX Sortino Ratio Rank
PSBMX ranks above 56.8% of all investments in our database based on Sortino Ratio over the past 12 months, indicating moderate downside protection relative to peers. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Returns are proportional to downside risk—neither strong nor weak
- Evaluate whether downside volatility aligns with your risk tolerance
- Review higher-ranked alternatives in the same category
- Monitor rank direction to identify improving or deteriorating trends
PSBMX Sortino Ratio Market Positioning
The chart shows PSBMX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.56 or lower
- Yellow zone (middle 50%): 1.56 to 2.79
- Green zone (top 25%): 2.79 or higher
- Top 1%: 8.85+
- Median: 2.27 — half of all investments score higher
How it compares to other similar mutual funds
The table compares Principal SmallCap Fund's Sortino Ratio with other mutual funds in the Small Cap Blend Equities category across multiple time periods, showing how PSBMX's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 11, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| WWSIX | Keeley Small Cap Fund Class Institutional | 3.75 | |||
| WESCX | TETON Westwood SmallCap Equity Fund | 3.74 | |||
| MOPIX | MainStay WMC Small Companies Fund | 3.50 | |||
| GQSCX | Glenmede Quantitative U.S. Small Cap Equity Portfolio | 3.33 | |||
| RIVSX | River Oak Discovery Fund | 3.31 | |||
| PXSCX | Pax Small Cap Fund | 3.23 | |||
| IPSIX | Voya Index Plus SmallCap Portfolio | 3.16 | |||
| VSTCX | Vanguard Strategic Small-Cap Equity Fund | 3.13 | |||
| KCSIX | Knights of Columbus Small Cap Fund | 3.09 | |||
| AFMCX | Acuitas US Microcap Fund | 3.03 | |||
| PSBMX | Principal SmallCap Fund | 2.39 |
Historical Sortino Ratio
The chart shows PSBMX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when PSBMX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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