IG vs. PSC
Compare and contrast key facts about Principal Investment Grade Corporate Active ETF (IG) and Principal U.S. Small Cap Multi-Factor ETF (PSC).
IG and PSC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IG is an actively managed fund by Principal. It was launched on Apr 18, 2018. PSC is a passively managed fund by Principal that tracks the performance of the Nasdaq US Small Cap Select Leaders TR Index. It was launched on Sep 21, 2016.
Performance
IG vs. PSC - Performance Comparison
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IG vs. PSC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IG Principal Investment Grade Corporate Active ETF | -0.41% | 8.06% | 1.99% | 7.49% | -16.93% | -0.93% | 10.79% | 12.85% | -0.07% |
PSC Principal U.S. Small Cap Multi-Factor ETF | -0.70% | 13.41% | 12.38% | 18.51% | -15.91% | 32.56% | 13.30% | 18.99% | -12.07% |
Returns By Period
In the year-to-date period, IG achieves a -0.41% return, which is significantly higher than PSC's -0.70% return.
IG
- 1D
- 0.67%
- 1M
- -1.82%
- YTD
- -0.41%
- 6M
- 0.29%
- 1Y
- 4.97%
- 3Y*
- 4.48%
- 5Y*
- 0.30%
- 10Y*
- —
PSC
- 1D
- 2.99%
- 1M
- -4.85%
- YTD
- -0.70%
- 6M
- 0.91%
- 1Y
- 18.90%
- 3Y*
- 13.51%
- 5Y*
- 6.49%
- 10Y*
- —
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IG vs. PSC - Expense Ratio Comparison
IG has a 0.26% expense ratio, which is lower than PSC's 0.38% expense ratio.
Return for Risk
IG vs. PSC — Risk / Return Rank
IG
PSC
IG vs. PSC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Investment Grade Corporate Active ETF (IG) 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.
| IG | PSC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.85 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.32 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.17 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.56 | -0.23 |
Martin ratioReturn relative to average drawdown | 4.93 | 5.81 | -0.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IG | PSC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.85 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.31 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.44 | -0.11 |
Correlation
The correlation between IG and PSC is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
IG vs. PSC - Dividend Comparison
IG's dividend yield for the trailing twelve months is around 5.04%, more than PSC's 0.67% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
IG Principal Investment Grade Corporate Active ETF | 5.04% | 5.05% | 5.19% | 4.36% | 7.18% | 3.16% | 4.76% | 4.63% | 3.62% | 0.00% | 0.00% |
PSC Principal U.S. Small Cap Multi-Factor ETF | 0.67% | 0.67% | 0.75% | 0.73% | 1.92% | 1.45% | 1.25% | 1.47% | 1.30% | 0.95% | 0.35% |
Drawdowns
IG vs. PSC - Drawdown Comparison
The maximum IG drawdown since its inception was -23.17%, smaller than the maximum PSC drawdown of -46.69%. Use the drawdown chart below to compare losses from any high point for IG and PSC.
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Drawdown Indicators
| IG | PSC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.17% | -46.69% | +23.52% |
Max Drawdown (1Y)Largest decline over 1 year | -3.82% | -12.63% | +8.81% |
Max Drawdown (5Y)Largest decline over 5 years | -23.17% | -25.86% | +2.69% |
Current DrawdownCurrent decline from peak | -3.54% | -7.26% | +3.72% |
Average DrawdownAverage peak-to-trough decline | -6.89% | -8.40% | +1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.03% | 3.40% | -2.37% |
Volatility
IG vs. PSC - Volatility Comparison
The current volatility for Principal Investment Grade Corporate Active ETF (IG) is 2.32%, while Principal U.S. Small Cap Multi-Factor ETF (PSC) has a volatility of 6.85%. This indicates that IG experiences smaller price fluctuations and is considered to be less risky than PSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IG | PSC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.32% | 6.85% | -4.53% |
Volatility (6M)Calculated over the trailing 6-month period | 3.32% | 14.18% | -10.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.88% | 22.46% | -16.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.21% | 21.06% | -13.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.44% | 23.40% | -15.96% |