PBCKX vs. PLGIX

Last updated Jun 3, 2026

PBCKX (Principal Blue Chip Fund) and PLGIX (Principal LargeCap Growth Fund I) are both Large Cap Growth Equities funds from Principal. Over the past 10 years, PBCKX returned 16.67%/yr vs 20.25%/yr for PLGIX. Their correlation of 0.95 suggests significant overlap in exposure. PBCKX charges 0.66%/yr vs 0.67%/yr for PLGIX.

Performance

PBCKX vs. PLGIX - Performance Comparison

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

Returns By Period

In the year-to-date period, PBCKX achieves a 1.70% return, which is significantly lower than PLGIX's 6.43% return. Over the past 10 years, PBCKX has underperformed PLGIX with an annualized return of 16.67%, while PLGIX has yielded a comparatively higher 20.25% annualized return.

PBCKX

• 1D: 0.52%
• 1M: 3.61%
• YTD: 1.70%
• 6M: 1.19%
• 1Y: 6.41%
• 3Y*: 19.35%
• 5Y*: 9.23%
• 10Y*: 16.67%

PLGIX

• 1D: 1.01%
• 1M: 6.96%
• YTD: 6.43%
• 6M: 5.35%
• 1Y: 16.43%
• 3Y*: 35.74%
• 5Y*: 17.95%
• 10Y*: 20.25%

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

PBCKX vs. PLGIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PBCKX Principal Blue Chip Fund	1.70%	9.20%	26.90%	40.58%	-30.74%	25.05%	34.77%	45.22%	2.83%	28.85%
PLGIX Principal LargeCap Growth Fund I	6.43%	11.59%	83.01%	40.40%	-34.05%	21.49%	36.06%	34.89%	3.44%	33.67%

Correlation

The correlation between PBCKX and PLGIX is 0.92, 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	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.95
Correlation (All Time) Calculated using the full available price history since Jun 18, 2012	0.95

The correlation between PBCKX and PLGIX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

Return for Risk

PBCKX vs. PLGIX — Risk / Return Rank

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

PBCKX

PBCKX Risk / Return Rank: 5
PBCKX Sharpe Ratio Rank: 6
PBCKX Sortino Ratio Rank: 5
PBCKX Omega Ratio Rank: 5
PBCKX Calmar Ratio Rank: 4
PBCKX Martin Ratio Rank: 5

PLGIX

PLGIX Risk / Return Rank: 12
PLGIX Sharpe Ratio Rank: 15
PLGIX Sortino Ratio Rank: 14
PLGIX Omega Ratio Rank: 14
PLGIX Calmar Ratio Rank: 9
PLGIX Martin Ratio Rank: 9

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. PLGIX - Risk-Adjusted Trends Comparison

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

	PBCKX	PLGIX	Difference
Sharpe ratio Return per unit of total volatility	0.45	1.12	-0.68
Sortino ratio Return per unit of downside risk	0.70	1.60	-0.89
Omega ratio Gain probability vs. loss probability	1.09	1.20	-0.11
Calmar ratio Return relative to maximum drawdown	0.38	0.93	-0.56
Martin ratio Return relative to average drawdown	1.15	2.90	-1.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PBCKX vs. PLGIX - Sharpe Ratio Comparison

The current PBCKX Sharpe Ratio is 0.45, which is lower than the PLGIX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of PBCKX and PLGIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PBCKX	PLGIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.45	1.12	-0.68
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	0.60	-0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.83	0.80	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.87	0.45	+0.41

Drawdowns

PBCKX vs. PLGIX - Drawdown Comparison

The maximum PBCKX drawdown since its inception was -38.00%, smaller than the maximum PLGIX drawdown of -55.43%. Use the drawdown chart below to compare losses from any high point for PBCKX and PLGIX.

Drawdown Indicators

	PBCKX	PLGIX	Difference
Max Drawdown Largest peak-to-trough decline	-38.00%	-55.43%	+17.43%
Max Drawdown (1Y) Largest decline over 1 year	-19.10%	-18.32%	-0.78%
Max Drawdown (3Y) Largest decline over 3 years	-19.10%	-21.39%	+2.29%
Max Drawdown (5Y) Largest decline over 5 years	-38.00%	-40.63%	+2.63%
Max Drawdown (10Y) Largest decline over 10 years	-38.00%	-40.63%	+2.63%
Current Drawdown Current decline from peak	-2.16%	0.00%	-2.16%
Average Drawdown Average peak-to-trough decline	-5.65%	-13.26%	+7.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.26%	5.90%	+0.36%

Volatility

PBCKX vs. PLGIX - Volatility Comparison

The current volatility for Principal Blue Chip Fund (PBCKX) is 3.31%, while Principal LargeCap Growth Fund I (PLGIX) has a volatility of 3.56%. This indicates that PBCKX experiences smaller price fluctuations and is considered to be less risky than PLGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PBCKX	PLGIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.31%	3.56%	-0.25%
Volatility (6M) Calculated over the trailing 6-month period	12.11%	12.07%	+0.04%
Volatility (1Y) Calculated over the trailing 1-year period	15.08%	15.28%	-0.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.33%	30.12%	-9.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.20%	25.44%	-5.24%

PBCKX vs. PLGIX - Expense Ratio Comparison

PBCKX has a 0.66% expense ratio, which is lower than PLGIX's 0.67% expense ratio.

Dividends

PBCKX vs. PLGIX - Dividend Comparison

PBCKX's dividend yield for the trailing twelve months is around 19.61%, more than PLGIX's 13.58% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PBCKX Principal Blue Chip Fund	19.61%	19.94%	9.01%	0.51%	0.71%	6.67%	3.28%	8.90%	7.86%	2.79%	1.01%	2.40%
PLGIX Principal LargeCap Growth Fund I	13.58%	14.45%	63.77%	5.99%	11.57%	11.34%	7.03%	8.01%	16.41%	7.05%	4.64%	12.51%

Frequently Asked Questions

Can I hold both PBCKX and PLGIX in my portfolio?

With a correlation of 0.92, PBCKX and PLGIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, PBCKX or PLGIX?

PLGIX has higher volatility (3.56%) compared to PBCKX (3.31%). In terms of maximum drawdown, PBCKX dropped -38.00% vs PLGIX's -55.43%.

Which has better risk-adjusted returns?

PLGIX currently has the higher Sharpe Ratio (1.12 vs 0.45), 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.