PBCKX vs. PLFIX

Last updated Jun 24, 2026

PBCKX (Principal Blue Chip Fund) and PLFIX (Principal Large Cap S&P 500 Index Fund Institutional) are both mutual funds - PBCKX is a Large Cap Growth Equities fund managed by Principal, while PLFIX is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, PBCKX returned 16.34%/yr vs 15.77%/yr for PLFIX. Their correlation of 0.93 suggests significant overlap in exposure. PBCKX charges 0.66%/yr vs 0.11%/yr for PLFIX.

Performance

PBCKX vs. PLFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Blue Chip Fund (PBCKX) and Principal Large Cap S&P 500 Index Fund Institutional (PLFIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PBCKX achieves a -5.15% return, which is significantly lower than PLFIX's 9.73% return. Both investments have delivered pretty close results over the past 10 years, with PBCKX having a 16.34% annualized return and PLFIX not far behind at 15.77%.

PBCKX

• 1D: -2.20%
• 1M: -4.19%
• YTD: -5.15%
• 6M: -5.85%
• 1Y: -1.17%
• 3Y*: 15.79%
• 5Y*: 6.63%
• 10Y*: 16.34%

PLFIX

• 1D: -0.36%
• 1M: 0.08%
• YTD: 9.73%
• 6M: 8.72%
• 1Y: 25.42%
• 3Y*: 21.84%
• 5Y*: 13.76%
• 10Y*: 15.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PBCKX vs. PLFIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PBCKX Principal Blue Chip Fund	-5.15%	9.20%	26.90%	40.58%	-30.74%	25.05%	34.77%	45.22%	2.83%	28.85%
PLFIX Principal Large Cap S&P 500 Index Fund Institutional	9.73%	17.77%	26.77%	26.00%	-18.21%	28.25%	18.11%	31.35%	-4.66%	21.65%

Correlation

The correlation between PBCKX and PLFIX is 0.87, 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	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (10Y) Calculated over the trailing 10-year period	0.92
Correlation (All Time) Calculated using the full available price history since Jun 15, 2012	0.93

The correlation between PBCKX and PLFIX has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.

Return for Risk

PBCKX vs. PLFIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PBCKX

PBCKX Risk / Return Rank: 3
PBCKX Sharpe Ratio Rank: 3
PBCKX Sortino Ratio Rank: 3
PBCKX Omega Ratio Rank: 3
PBCKX Calmar Ratio Rank: 3
PBCKX Martin Ratio Rank: 3

PLFIX

PLFIX Risk / Return Rank: 65
PLFIX Sharpe Ratio Rank: 64
PLFIX Sortino Ratio Rank: 57
PLFIX Omega Ratio Rank: 59
PLFIX Calmar Ratio Rank: 67
PLFIX Martin Ratio Rank: 78

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PBCKX vs. PLFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Blue Chip Fund (PBCKX) and Principal Large Cap S&P 500 Index Fund Institutional (PLFIX). 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	PLFIX	Difference
Sharpe ratio: Return per unit of total volatility	-0.02	2.15	-2.17
Sortino ratio: Return per unit of downside risk	0.08	2.91	-2.82
Omega ratio: Gain probability vs. loss probability	1.01	1.39	-0.38
Calmar ratio: Return relative to maximum drawdown	-0.02	3.00	-3.02
Martin ratio: Return relative to average drawdown	-0.05	13.56	-13.61

PBCKX vs. PLFIX - Sharpe Ratio Comparison

The current PBCKX Sharpe Ratio is -0.02, which is lower than the PLFIX Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of PBCKX and PLFIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PBCKX vs. PLFIX - Drawdown Comparison

The maximum PBCKX drawdown since its inception was -38.00%, smaller than the maximum PLFIX drawdown of -55.28%. Use the drawdown chart below to compare losses from any high point for PBCKX and PLFIX.

Drawdown Indicators

	PBCKX	PLFIX	Difference
Max Drawdown Largest peak-to-trough decline	-38.00%	-55.28%	+17.28%
Max Drawdown (1Y) Largest decline over 1 year	-19.10%	-8.90%	-10.20%
Max Drawdown (3Y) Largest decline over 3 years	-19.10%	-18.77%	-0.33%
Max Drawdown (5Y) Largest decline over 5 years	-38.00%	-24.58%	-13.42%
Max Drawdown (10Y) Largest decline over 10 years	-38.00%	-33.77%	-4.23%
Current Drawdown Current decline from peak	-8.75%	-1.74%	-7.01%
Average Drawdown Average peak-to-trough decline	-5.65%	-8.84%	+3.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.45%	1.97%	+4.48%

Volatility

PBCKX vs. PLFIX - Volatility Comparison

Principal Blue Chip Fund (PBCKX) has a higher volatility of 5.79% compared to Principal Large Cap S&P 500 Index Fund Institutional (PLFIX) at 4.69%. This indicates that PBCKX's price experiences larger fluctuations and is considered to be riskier than PLFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PBCKX	PLFIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.79%	4.69%	+1.10%
Volatility (6M) Calculated over the trailing 6-month period	13.10%	9.84%	+3.26%
Volatility (1Y) Calculated over the trailing 1-year period	15.89%	12.48%	+3.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.45%	17.00%	+3.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.26%	17.56%	+2.70%

PBCKX vs. PLFIX - Expense Ratio Comparison

PBCKX has a 0.66% expense ratio, which is higher than PLFIX's 0.11% expense ratio.

Dividends

PBCKX vs. PLFIX - Dividend Comparison

PBCKX's dividend yield for the trailing twelve months is around 21.03%, more than PLFIX's 2.69% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PBCKX Principal Blue Chip Fund	21.03%	19.94%	9.01%	0.51%	0.71%	6.67%	3.28%	8.90%	7.86%	2.79%	1.01%	2.40%
PLFIX Principal Large Cap S&P 500 Index Fund Institutional	2.69%	2.95%	4.28%	4.13%	2.96%	13.60%	7.57%	3.83%	7.52%	7.01%	3.23%	2.69%

Frequently Asked Questions

Can I hold both PBCKX and PLFIX in my portfolio?

PBCKX and PLFIX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PBCKX or PLFIX?

PBCKX has higher volatility (5.79%) compared to PLFIX (4.69%). In terms of maximum drawdown, PBCKX dropped -38.00% vs PLFIX's -55.28%.

Which has better risk-adjusted returns?

PLFIX currently has the higher Sharpe Ratio (2.15 vs -0.02), 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.