PBCKX vs. FZROX
PBCKX (Principal Blue Chip Fund) and FZROX (Fidelity ZERO Total Market Index Fund) are both mutual funds - PBCKX is a Large Cap Growth Equities fund managed by Principal, while FZROX is a Large Cap Blend Equities fund managed by Fidelity. Over the past 5 years, PBCKX returned 6.41%/yr vs 11.84%/yr for FZROX. Their correlation of 0.90 means they have usually moved in the same direction. PBCKX charges 0.66%/yr vs 0.00%/yr for FZROX.
Performance
PBCKX vs. FZROX - Performance Comparison
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Returns By Period
In the year-to-date period, PBCKX achieves a -2.47% return, which is significantly lower than FZROX's 9.94% return.
PBCKX
- 1D
- 2.08%
- 1M
- -0.12%
- 6M
- -0.54%
- YTD
- -2.47%
- 1Y
- -3.06%
- 3Y*
- 14.84%
- 5Y*
- 6.41%
- 10Y*
- 15.76%
- ALL TIME*
- 15.50%
FZROX
- 1D
- 1.64%
- 1M
- -0.73%
- 6M
- 8.29%
- YTD
- 9.94%
- 1Y
- 21.21%
- 3Y*
- 18.70%
- 5Y*
- 11.84%
- 10Y*
- —
- ALL TIME*
- 13.98%
Liquidity Comparison
| Position | Avg. 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. FZROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
PBCKX Principal Blue Chip Fund | -2.47% | 9.20% | 26.90% | 40.58% | -30.74% | 25.05% | 34.77% | 45.22% | -9.68% |
FZROX Fidelity ZERO Total Market Index Fund | 9.94% | 17.23% | 23.94% | 26.20% | -19.21% | 26.00% | 20.51% | 31.15% | -12.72% |
Correlation
The correlation between PBCKX and FZROX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Aug 16, 2018 | 0.90 |
The correlation between PBCKX and FZROX has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.
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Return for Risk
PBCKX vs. FZROX — Risk / Return Rank
PBCKX
FZROX
PBCKX vs. FZROX - Risk-Adjusted Trends 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.
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.
| PBCKX | FZROX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.75 | ||
| Sortino ratioReturn per unit of downside risk | -2.33 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.26 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 2.12 | -2.39 |
| Martin ratioReturn relative to average drawdown | -0.76 | 9.14 | -9.90 |
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Drawdowns
PBCKX vs. FZROX - Drawdown Comparison
The maximum PBCKX drawdown since its inception was -38.00%, 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.
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Drawdown Indicators
| PBCKX | FZROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.00% | -34.96% | -3.04% |
Max Drawdown (1Y)Largest decline over 1 year | -19.10% | -8.89% | -10.21% |
Max Drawdown (3Y)Largest decline over 3 years | -19.10% | -19.38% | +0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -38.00% | -25.12% | -12.88% |
Max Drawdown (10Y)Largest decline over 10 years | -38.00% | — | — |
Current DrawdownCurrent decline from peak | -6.17% | -1.85% | -4.32% |
Average DrawdownAverage peak-to-trough decline | -5.66% | -5.43% | -0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.87% | 2.06% | +4.81% |
Volatility
PBCKX vs. FZROX - Volatility Comparison
Principal Blue Chip Fund (PBCKX) has a higher volatility of 4.86% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 3.43%. 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.
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Volatility by Period
| PBCKX | FZROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.86% | 3.43% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 13.43% | 10.34% | +3.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.32% | 13.19% | +3.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.52% | 17.54% | +2.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.23% | 20.04% | +0.19% |
PBCKX vs. FZROX - Expense Ratio Comparison
PBCKX has a 0.66% expense ratio, which is higher than FZROX's 0.00% expense ratio.
Dividends
PBCKX vs. FZROX - Dividend Comparison
PBCKX's dividend yield for the trailing twelve months is around 20.45%, more than FZROX's 0.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FZROX Fidelity ZERO Total Market Index Fund | 0.93% | 1.02% | 1.16% | 1.36% | 1.57% | 1.25% | 1.27% | 1.51% | 0.00% | 0.00% | 0.00% | 0.00% |
PBCKX Principal Blue Chip Fund | 20.45% | 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 FZROX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PBCKX has higher volatility (4.86%) compared to FZROX (3.43%). In terms of maximum drawdown, PBCKX dropped -38.00% vs FZROX's -34.96%.
FZROX currently has the higher Sharpe Ratio (1.43 vs -0.32), 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.
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