BCHP vs. PSC

Last updated Aug 2, 2026

BCHP (Principal Focused Blue Chip ETF) and PSC (Principal U.S. Small Cap Multi-Factor ETF) are both exchange-traded funds - BCHP is a Large Cap Growth Equities fund actively managed by Principal, while PSC is a Small Cap Blend Equities fund tracking the Nasdaq US Small Cap Select Leaders TR Index. BCHP is actively managed, while PSC is passively managed. Over the past 3 years, BCHP returned 14.32%/yr vs 16.31%/yr for PSC. Their 0.65 correlation means they have sometimes moved together and sometimes differently. BCHP charges 0.58%/yr vs 0.38%/yr for PSC.

Performance

BCHP vs. PSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Focused Blue Chip ETF (BCHP) and Principal U.S. Small Cap Multi-Factor ETF (PSC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BCHP achieves a 0.96% return, which is significantly lower than PSC's 18.31% return.

BCHP

• 1D: 3.25%
• 1M: 2.74%
• 6M: 2.77%
• YTD: 0.96%
• 1Y: 1.67%
• 3Y*: 14.32%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.65%

PSC

• 1D: -0.58%
• 1M: -1.08%
• 6M: 13.74%
• YTD: 18.31%
• 1Y: 31.90%
• 3Y*: 16.31%
• 5Y*: 9.51%
• 10Y*: —
• ALL TIME*: 11.86%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BCHP Principal Focused Blue Chip ETF	$1.80M	$1.22M	$1.16M
PSC Principal U.S. Small Cap Multi-Factor ETF	$6.70M	$7.59M	$7.79M

BCHP vs. PSC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BCHP Principal Focused Blue Chip ETF	0.96%	10.20%	20.55%	13.14%
PSC Principal U.S. Small Cap Multi-Factor ETF	18.31%	13.41%	12.38%	7.48%

Correlation

The correlation between BCHP and PSC is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.61
Correlation (3Y) Balances recent behavior with more history.	0.65
Correlation (All Time) Calculated using the full available price history since Jul 13, 2023	0.65

The correlation between BCHP and PSC has been stable across timeframes, ranging from 0.61 to 0.65 - a consistent structural relationship.

BCHP vs. PSC - Sectors Allocation Comparison

Sectors	BCHP	PSC
Technology	31.8%	19.5%
Financial Services	23.8%	16.9%
Communication Services	16.8%	2.6%
Consumer Cyclical	14.3%	8.1%
Industrials	9.5%	16.8%
Healthcare	3.9%	16.9%
Real Estate	1.2%	5.3%
Basic Materials	-	4.1%
Consumer Defensive	-	2.3%
Energy	-	5.1%
Utilities	-	2.4%

Return for Risk

BCHP vs. PSC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BCHP

BCHP Risk / Return Rank: 10
BCHP Sharpe Ratio Rank: 10
BCHP Sortino Ratio Rank: 10
BCHP Omega Ratio Rank: 10
BCHP Calmar Ratio Rank: 10
BCHP Martin Ratio Rank: 10

PSC

PSC Risk / Return Rank: 73
PSC Sharpe Ratio Rank: 69
PSC Sortino Ratio Rank: 71
PSC Omega Ratio Rank: 63
PSC Calmar Ratio Rank: 81
PSC Martin Ratio Rank: 80

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BCHP vs. PSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Focused Blue Chip ETF (BCHP) and Principal U.S. Small Cap Multi-Factor ETF (PSC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BCHP	PSC	Difference
Sharpe ratio: Return per unit of total volatility	-0.06	1.58	-1.64
Sortino ratio: Return per unit of downside risk	0.03	2.30	-2.26
Omega ratio: Gain probability vs. loss probability	1.00	1.27	-0.27
Calmar ratio: Return relative to maximum drawdown	-0.06	2.97	-3.03
Martin ratio: Return relative to average drawdown	-0.18	10.41	-10.60

BCHP vs. PSC - Sharpe Ratio Comparison

The current BCHP Sharpe Ratio is -0.06, which is lower than the PSC Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of BCHP and PSC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BCHP vs. PSC - Drawdown Comparison

The maximum BCHP drawdown since its inception was -18.56%, smaller than the maximum PSC drawdown of -46.69%. Use the drawdown chart below to compare losses from any high point for BCHP and PSC.

Drawdown Indicators

	BCHP	PSC	Difference
Max Drawdown Largest peak-to-trough decline	-18.56%	-46.69%	+28.13%
Max Drawdown (1Y) Largest decline over 1 year	-18.12%	-9.95%	-8.17%
Max Drawdown (3Y) Largest decline over 3 years	-18.56%	-23.49%	+4.93%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.86%	—
Current Drawdown Current decline from peak	-1.92%	-2.78%	+0.86%
Average Drawdown Average peak-to-trough decline	-3.09%	-8.17%	+5.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.04%	2.84%	+3.20%

Volatility

BCHP vs. PSC - Volatility Comparison

Principal Focused Blue Chip ETF (BCHP) has a higher volatility of 5.81% compared to Principal U.S. Small Cap Multi-Factor ETF (PSC) at 3.84%. This indicates that BCHP's price experiences larger fluctuations and is considered to be riskier than PSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BCHP	PSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.81%	3.84%	+1.97%
Volatility (6M) Calculated over the trailing 6-month period	14.32%	13.31%	+1.01%
Volatility (1Y) Calculated over the trailing 1-year period	17.39%	18.77%	-1.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.07%	20.88%	-3.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.07%	23.19%	-6.12%

BCHP vs. PSC - Expense Ratio Comparison

BCHP has a 0.58% expense ratio, which is higher than PSC's 0.38% expense ratio.

Dividends

BCHP vs. PSC - Dividend Comparison

BCHP has not paid dividends to shareholders, while PSC's dividend yield for the trailing twelve months is around 0.53%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
BCHP Principal Focused Blue Chip ETF	0.00%	0.00%	1.02%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PSC Principal U.S. Small Cap Multi-Factor ETF	0.53%	0.67%	0.75%	0.73%	1.92%	1.45%	1.25%	1.47%	1.30%	0.95%	0.35%

Frequently Asked Questions

Can I hold both BCHP and PSC in my portfolio?

BCHP and PSC have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BCHP or PSC?

BCHP has higher volatility (5.81%) compared to PSC (3.84%). In terms of maximum drawdown, BCHP dropped -18.56% vs PSC's -46.69%.

Which ETF is better, BCHP or PSC?

On 3-year performance, PSC leads with 16.31% vs 14.32% for BCHP. On fees, PSC is cheaper at 0.38% per year. On volatility, PSC has been the lower-risk option at 3.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BCHP or PSC?

Over the 3-year period, PSC has performed better with a 16.31% return vs 14.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BCHP or PSC?

PSC is cheaper with a 0.38% expense ratio, compared with 0.58% for BCHP.

Which ETF pays a higher dividend yield, BCHP or PSC?

PSC has the higher dividend yield at 0.53%, compared with 0.00% for BCHP.

What is the main difference between BCHP and PSC?

BCHP is categorized as Large Cap Growth Equities, while PSC is Small Cap Blend Equities. Their fees differ too: 0.58% for BCHP and 0.38% for PSC.

Which has better risk-adjusted returns?

PSC currently has the higher Sharpe Ratio (1.58 vs -0.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.