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BSPPX vs. PLFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSPPX vs. PLFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Index Fund Investor P Shares (BSPPX) and Principal Large Cap S&P 500 Index Fund Institutional (PLFIX). The values are adjusted to include any dividend payments, if applicable.

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BSPPX vs. PLFIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BSPPX
iShares S&P 500 Index Fund Investor P Shares
-7.14%17.46%24.54%25.85%-18.40%28.23%18.05%31.02%-13.57%
PLFIX
Principal Large Cap S&P 500 Index Fund Institutional
-7.07%17.77%26.77%26.00%-18.21%28.25%18.11%31.35%-13.63%

Returns By Period

The year-to-date returns for both investments are quite close, with BSPPX having a -7.14% return and PLFIX slightly higher at -7.07%.


BSPPX

1D
-0.40%
1M
-7.71%
YTD
-7.14%
6M
-4.78%
1Y
14.04%
3Y*
16.76%
5Y*
11.02%
10Y*

PLFIX

1D
-0.40%
1M
-7.67%
YTD
-7.07%
6M
-4.61%
1Y
14.37%
3Y*
17.60%
5Y*
11.56%
10Y*
13.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSPPX vs. PLFIX - Expense Ratio Comparison

BSPPX has a 0.35% expense ratio, which is higher than PLFIX's 0.11% expense ratio.


Return for Risk

BSPPX vs. PLFIX — Risk / Return Rank

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

BSPPX
BSPPX Risk / Return Rank: 4141
Overall Rank
BSPPX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
BSPPX Sortino Ratio Rank: 3838
Sortino Ratio Rank
BSPPX Omega Ratio Rank: 4242
Omega Ratio Rank
BSPPX Calmar Ratio Rank: 3838
Calmar Ratio Rank
BSPPX Martin Ratio Rank: 4949
Martin Ratio Rank

PLFIX
PLFIX Risk / Return Rank: 4343
Overall Rank
PLFIX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
PLFIX Sortino Ratio Rank: 4242
Sortino Ratio Rank
PLFIX Omega Ratio Rank: 4444
Omega Ratio Rank
PLFIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
PLFIX Martin Ratio Rank: 5252
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.

BSPPX vs. PLFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund Investor P Shares (BSPPX) and Principal Large Cap S&P 500 Index Fund Institutional (PLFIX). 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.


BSPPXPLFIXDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.85

-0.03

Sortino ratio

Return per unit of downside risk

1.27

1.33

-0.06

Omega ratio

Gain probability vs. loss probability

1.19

1.20

0.00

Calmar ratio

Return relative to maximum drawdown

1.03

1.05

-0.03

Martin ratio

Return relative to average drawdown

4.96

5.14

-0.18

BSPPX vs. PLFIX - Sharpe Ratio Comparison

The current BSPPX Sharpe Ratio is 0.82, which is comparable to the PLFIX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of BSPPX and PLFIX, 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


BSPPXPLFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.85

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.69

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.45

+0.18

Correlation

The correlation between BSPPX and PLFIX is 0.98, 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.


Dividends

BSPPX vs. PLFIX - Dividend Comparison

BSPPX's dividend yield for the trailing twelve months is around 1.34%, less than PLFIX's 3.17% yield.


TTM20252024202320222021202020192018201720162015
BSPPX
iShares S&P 500 Index Fund Investor P Shares
1.34%1.43%1.12%1.22%1.67%1.53%1.38%1.70%1.35%0.00%0.00%0.00%
PLFIX
Principal Large Cap S&P 500 Index Fund Institutional
3.17%2.95%4.28%4.13%2.96%13.60%7.57%3.83%7.52%7.01%3.23%2.69%

Drawdowns

BSPPX vs. PLFIX - Drawdown Comparison

The maximum BSPPX drawdown since its inception was -33.76%, smaller than the maximum PLFIX drawdown of -55.28%. Use the drawdown chart below to compare losses from any high point for BSPPX and PLFIX.


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Drawdown Indicators


BSPPXPLFIXDifference

Max Drawdown

Largest peak-to-trough decline

-33.76%

-55.28%

+21.52%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-12.13%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-24.70%

-24.58%

-0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-33.77%

Current Drawdown

Current decline from peak

-8.95%

-8.90%

-0.05%

Average Drawdown

Average peak-to-trough decline

-5.32%

-8.91%

+3.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.48%

+0.02%

Volatility

BSPPX vs. PLFIX - Volatility Comparison

iShares S&P 500 Index Fund Investor P Shares (BSPPX) and Principal Large Cap S&P 500 Index Fund Institutional (PLFIX) have volatilities of 4.24% and 4.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSPPXPLFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

4.24%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.07%

9.06%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

18.06%

17.85%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

16.87%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.86%

17.48%

+2.38%