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PBCKX vs. CHASX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PBCKX vs. CHASX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Blue Chip Fund (PBCKX) and Chase Growth Fund (CHASX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

Over the past 10 years, PBCKX has underperformed CHASX with an annualized return of 16.15%, while CHASX has yielded a comparatively higher 19.53% annualized return.


PBCKX

1D
2.53%
1M
2.40%
6M
1.76%
YTD
0.00%
1Y
-0.60%
3Y*
15.87%
5Y*
6.94%
10Y*
16.15%
ALL TIME*
15.71%

CHASX

1D
-0.36%
1M
-1.13%
6M
17.35%
YTD
22.03%
1Y
37.02%
3Y*
37.76%
5Y*
20.74%
10Y*
19.53%
ALL TIME*
11.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

PBCKX vs. CHASX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PBCKX
Principal Blue Chip Fund
0.00%9.20%26.90%40.58%-30.74%25.05%34.77%45.22%2.83%28.85%
CHASX
Chase Growth Fund
22.03%20.61%64.71%25.91%-20.41%22.32%18.27%42.63%-3.96%24.49%

Correlation

The correlation between PBCKX and CHASX 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.

0.76

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.81

Correlation (10Y)
Provides a long-term view across more market conditions.

0.84

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2012

0.85

Over the past year, the correlation between PBCKX and CHASX has dropped to 0.61 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.

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Return for Risk

PBCKX vs. CHASX — Risk / Return Rank

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

PBCKX
PBCKX Risk / Return Rank: 33
Overall Rank
PBCKX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
PBCKX Sortino Ratio Rank: 33
Sortino Ratio Rank
PBCKX Omega Ratio Rank: 33
Omega Ratio Rank
PBCKX Calmar Ratio Rank: 33
Calmar Ratio Rank
PBCKX Martin Ratio Rank: 33
Martin Ratio Rank

CHASX
CHASX Risk / Return Rank: 7979
Overall Rank
CHASX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
CHASX Sortino Ratio Rank: 7070
Sortino Ratio Rank
CHASX Omega Ratio Rank: 6666
Omega Ratio Rank
CHASX Calmar Ratio Rank: 9090
Calmar Ratio Rank
CHASX Martin Ratio Rank: 9292
Martin Ratio Rank
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.

PBCKX vs. CHASX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Blue Chip Fund (PBCKX) and Chase Growth Fund (CHASX). 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.


PBCKXCHASXDifference
Sharpe ratioReturn per unit of total volatility

-1.99

Sortino ratioReturn per unit of downside risk

-2.61

Omega ratioGain probability vs. loss probability

0.98

1.31

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.15

3.53

-3.69

Martin ratioReturn relative to average drawdown

-0.42

13.91

-14.33

PBCKX vs. CHASX - Sharpe Ratio Comparison

The current PBCKX Sharpe Ratio is -0.18, which is lower than the CHASX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of PBCKX and CHASX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PBCKX vs. CHASX - Drawdown Comparison

The maximum PBCKX drawdown since its inception was -38.00%, smaller than the maximum CHASX drawdown of -45.94%. Use the drawdown chart below to compare losses from any high point for PBCKX and CHASX.


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Drawdown Indicators


PBCKXCHASXDifference

Max Drawdown

Largest peak-to-trough decline

-38.00%

-45.94%

+7.94%

Max Drawdown (1Y)

Largest decline over 1 year

-19.10%

-9.90%

-9.20%

Max Drawdown (3Y)

Largest decline over 3 years

-19.10%

-23.40%

+4.30%

Max Drawdown (5Y)

Largest decline over 5 years

-38.00%

-24.63%

-13.37%

Max Drawdown (10Y)

Largest decline over 10 years

-38.00%

-30.40%

-7.60%

Current Drawdown

Current decline from peak

-3.80%

-4.08%

+0.28%

Average Drawdown

Average peak-to-trough decline

-5.66%

-9.11%

+3.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.87%

2.51%

+4.36%

Volatility

PBCKX vs. CHASX - Volatility Comparison

The current volatility for Principal Blue Chip Fund (PBCKX) is 5.29%, while Chase Growth Fund (CHASX) has a volatility of 6.26%. This indicates that PBCKX experiences smaller price fluctuations and is considered to be less risky than CHASX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PBCKXCHASXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

6.26%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

13.56%

15.31%

-1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

16.52%

19.29%

-2.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.54%

20.52%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.24%

20.04%

+0.20%

PBCKX vs. CHASX - Expense Ratio Comparison

PBCKX has a 0.66% expense ratio, which is lower than CHASX's 1.14% expense ratio.


Dividends

PBCKX vs. CHASX - Dividend Comparison

PBCKX's dividend yield for the trailing twelve months is around 19.94%, more than CHASX's 7.47% yield.


PositionTTM20252024202320222021202020192018201720162015
CHASX
Chase Growth Fund
7.47%9.12%36.67%5.80%5.49%20.15%7.83%22.82%12.92%11.92%9.14%10.24%
PBCKX
Principal Blue Chip Fund
19.94%19.94%9.01%0.51%0.71%6.67%3.28%8.90%7.86%2.79%1.01%2.40%

Frequently Asked Questions


PBCKX and CHASX 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.

CHASX has higher volatility (6.26%) compared to PBCKX (5.29%). In terms of maximum drawdown, PBCKX dropped -38.00% vs CHASX's -45.94%.

CHASX currently has the higher Sharpe Ratio (1.81 vs -0.17), 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.

Portfolio Optimizer

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