PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PBCKX vs. FZROX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PBCKX and FZROX is 0.91, 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.


-0.50.00.51.00.9

Performance

PBCKX vs. FZROX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Blue Chip Fund (PBCKX) and Fidelity ZERO Total Market Index Fund (FZROX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.89%
10.89%
PBCKX
FZROX

Key characteristics

Sharpe Ratio

PBCKX:

1.29

FZROX:

2.06

Sortino Ratio

PBCKX:

1.68

FZROX:

2.74

Omega Ratio

PBCKX:

1.24

FZROX:

1.38

Calmar Ratio

PBCKX:

1.23

FZROX:

3.08

Martin Ratio

PBCKX:

8.65

FZROX:

13.06

Ulcer Index

PBCKX:

2.19%

FZROX:

2.02%

Daily Std Dev

PBCKX:

14.71%

FZROX:

12.87%

Max Drawdown

PBCKX:

-41.86%

FZROX:

-34.96%

Current Drawdown

PBCKX:

-7.23%

FZROX:

-2.46%

Returns By Period

In the year-to-date period, PBCKX achieves a 18.40% return, which is significantly lower than FZROX's 25.76% return.


PBCKX

YTD

18.40%

1M

-3.66%

6M

4.89%

1Y

18.68%

5Y*

11.84%

10Y*

11.87%

FZROX

YTD

25.76%

1M

-0.51%

6M

10.89%

1Y

26.10%

5Y*

14.31%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PBCKX vs. FZROX - Expense Ratio Comparison

PBCKX has a 0.66% expense ratio, which is higher than FZROX's 0.00% expense ratio.


PBCKX
Principal Blue Chip Fund
Expense ratio chart for PBCKX: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%
Expense ratio chart for FZROX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

PBCKX vs. FZROX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Blue Chip Fund (PBCKX) and Fidelity ZERO Total Market Index Fund (FZROX). 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.


Sharpe ratio
The chart of Sharpe ratio for PBCKX, currently valued at 1.29, compared to the broader market-1.000.001.002.003.004.001.292.06
The chart of Sortino ratio for PBCKX, currently valued at 1.68, compared to the broader market-2.000.002.004.006.008.0010.001.682.74
The chart of Omega ratio for PBCKX, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.003.501.241.38
The chart of Calmar ratio for PBCKX, currently valued at 1.23, compared to the broader market0.002.004.006.008.0010.0012.001.233.08
The chart of Martin ratio for PBCKX, currently valued at 8.65, compared to the broader market0.0020.0040.0060.008.6513.06
PBCKX
FZROX

The current PBCKX Sharpe Ratio is 1.29, which is lower than the FZROX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of PBCKX and FZROX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.29
2.06
PBCKX
FZROX

Dividends

PBCKX vs. FZROX - Dividend Comparison

PBCKX has not paid dividends to shareholders, while FZROX's dividend yield for the trailing twelve months is around 1.16%.


TTM20232022202120202019201820172016201520142013
PBCKX
Principal Blue Chip Fund
0.00%0.00%0.00%0.00%0.00%0.34%0.00%0.02%0.46%0.43%0.58%0.28%
FZROX
Fidelity ZERO Total Market Index Fund
1.16%1.36%1.57%1.08%1.27%1.45%0.63%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PBCKX vs. FZROX - Drawdown Comparison

The maximum PBCKX drawdown since its inception was -41.86%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for PBCKX and FZROX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.23%
-2.46%
PBCKX
FZROX

Volatility

PBCKX vs. FZROX - Volatility Comparison

Principal Blue Chip Fund (PBCKX) has a higher volatility of 6.89% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 4.02%. This indicates that PBCKX's price experiences larger fluctuations and is considered to be riskier than FZROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
6.89%
4.02%
PBCKX
FZROX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab