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 6.79%/yr vs 12.32%/yr for FZROX. Their correlation of 0.90 suggests significant overlap in exposure. 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 -1.15% return, which is significantly lower than FZROX's 11.89% return.
PBCKX
- 1D
- 0.76%
- 1M
- 3.05%
- 6M
- -3.08%
- YTD
- -1.15%
- 1Y
- -0.92%
- 3Y*
- 16.65%
- 5Y*
- 6.79%
- 10Y*
- 16.17%
FZROX
- 1D
- 0.34%
- 1M
- 2.01%
- 6M
- 9.39%
- YTD
- 11.89%
- 1Y
- 22.78%
- 3Y*
- 20.77%
- 5Y*
- 12.32%
- 10Y*
- —
PBCKX vs. FZROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
PBCKX Principal Blue Chip Fund | -1.15% | 9.20% | 26.90% | 40.58% | -30.74% | 25.05% | 34.77% | 45.22% | -9.68% |
FZROX Fidelity ZERO Total Market Index Fund | 11.89% | 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, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year 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 | -1.82 | ||
| Sortino ratioReturn per unit of downside risk | -2.40 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.31 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 2.52 | -2.59 |
| Martin ratioReturn relative to average drawdown | -0.20 | 11.05 | -11.25 |
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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 | -4.90% | -0.11% | -4.79% |
Average DrawdownAverage peak-to-trough decline | -5.66% | -5.46% | -0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.67% | 2.02% | +4.65% |
Volatility
PBCKX vs. FZROX - Volatility Comparison
Principal Blue Chip Fund (PBCKX) has a higher volatility of 5.20% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 4.31%. 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 | 5.20% | 4.31% | +0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 13.14% | 10.19% | +2.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.86% | 12.89% | +2.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.47% | 17.54% | +2.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.19% | 20.08% | +0.11% |
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 20.18%, more than FZROX's 0.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FZROX Fidelity ZERO Total Market Index Fund | 0.91% | 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 | 20.18% | 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 (5.20%) compared to FZROX (4.31%). In terms of maximum drawdown, PBCKX dropped -38.00% vs FZROX's -34.96%.
FZROX currently has the higher Sharpe Ratio (1.74 vs -0.08), 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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