PBCKX vs. PLSAX

Last updated Aug 4, 2026

PBCKX (Principal Blue Chip Fund) and PLSAX (Principal LargeCap S&P 500 Index Fund Class A) are both mutual funds - PBCKX is a Large Cap Growth Equities fund managed by Principal, while PLSAX is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, PBCKX returned 16.15%/yr vs 14.84%/yr for PLSAX. Their correlation of 0.92 means they have usually moved in the same direction. PBCKX charges 0.66%/yr vs 0.38%/yr for PLSAX.

Performance

PBCKX vs. PLSAX - Performance Comparison

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

Returns By Period

Over the past 10 years, PBCKX has outperformed PLSAX with an annualized return of 16.15%, while PLSAX has yielded a comparatively lower 14.84% annualized return.

PBCKX

• 1D: 2.53%
• 1M: 2.40%
• 6M: 1.76%
• YTD: 0.00%
• 1Y: -0.60%
• 3Y*: 15.87%
• 5Y*: 6.94%
• 10Y*: 16.15%
• ALL TIME*: 15.71%

PLSAX

• 1D: 0.71%
• 1M: 0.11%
• 6M: 7.82%
• YTD: 9.95%
• 1Y: 21.15%
• 3Y*: 19.61%
• 5Y*: 12.75%
• 10Y*: 14.84%
• ALL TIME*: 8.04%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
PBCKX Principal Blue Chip Fund	$0.00	$0.00	$0.00
PLSAX Principal LargeCap S&P 500 Index Fund Class A	$0.00	$0.00	$0.00

PBCKX vs. PLSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PBCKX Principal Blue Chip Fund	0.00%	9.20%	26.90%	40.58%	-30.74%	25.05%	34.77%	45.22%	2.83%	28.85%
PLSAX Principal LargeCap S&P 500 Index Fund Class A	9.95%	17.50%	26.46%	25.70%	-18.41%	27.93%	17.85%	30.97%	-4.93%	21.23%

Correlation

The correlation between PBCKX and PLSAX 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.	0.88
Correlation (5Y) Shows whether the relationship held over a longer period.	0.92
Correlation (10Y) Provides a long-term view across more market conditions.	0.91
Correlation (All Time) Calculated using the full available price history since Jun 15, 2012	0.92

The correlation between PBCKX and PLSAX has been stable across timeframes, ranging from 0.84 to 0.92 - a consistent structural relationship.

Return for Risk

PBCKX vs. PLSAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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

PLSAX

PLSAX Risk / Return Rank: 56
PLSAX Sharpe Ratio Rank: 54
PLSAX Sortino Ratio Rank: 50
PLSAX Omega Ratio Rank: 50
PLSAX Calmar Ratio Rank: 58
PLSAX Martin Ratio Rank: 71

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PBCKX vs. PLSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Blue Chip Fund (PBCKX) and Principal LargeCap S&P 500 Index Fund Class A (PLSAX). 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	PLSAX	Difference
Sharpe ratio: Return per unit of total volatility	-0.18	1.50	-1.68
Sortino ratio: Return per unit of downside risk	-0.13	2.09	-2.22
Omega ratio: Gain probability vs. loss probability	0.98	1.27	-0.28
Calmar ratio: Return relative to maximum drawdown	-0.15	2.16	-2.31
Martin ratio: Return relative to average drawdown	-0.42	9.25	-9.67

PBCKX vs. PLSAX - Sharpe Ratio Comparison

The current PBCKX Sharpe Ratio is -0.18, which is lower than the PLSAX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of PBCKX and PLSAX, 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. PLSAX - Drawdown Comparison

The maximum PBCKX drawdown since its inception was -38.00%, smaller than the maximum PLSAX drawdown of -55.67%. Use the drawdown chart below to compare losses from any high point for PBCKX and PLSAX.

Drawdown Indicators

	PBCKX	PLSAX	Difference
Max Drawdown Largest peak-to-trough decline	-38.00%	-55.67%	+17.67%
Max Drawdown (1Y) Largest decline over 1 year	-19.10%	-8.94%	-10.16%
Max Drawdown (3Y) Largest decline over 3 years	-19.10%	-18.78%	-0.32%
Max Drawdown (5Y) Largest decline over 5 years	-38.00%	-24.69%	-13.31%
Max Drawdown (10Y) Largest decline over 10 years	-38.00%	-33.79%	-4.21%
Current Drawdown Current decline from peak	-3.80%	-1.47%	-2.33%
Average Drawdown Average peak-to-trough decline	-5.66%	-10.10%	+4.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.87%	2.08%	+4.79%

Volatility

PBCKX vs. PLSAX - Volatility Comparison

Principal Blue Chip Fund (PBCKX) has a higher volatility of 5.29% compared to Principal LargeCap S&P 500 Index Fund Class A (PLSAX) at 3.49%. This indicates that PBCKX's price experiences larger fluctuations and is considered to be riskier than PLSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PBCKX	PLSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.29%	3.49%	+1.80%
Volatility (6M) Calculated over the trailing 6-month period	13.56%	10.09%	+3.47%
Volatility (1Y) Calculated over the trailing 1-year period	16.52%	12.85%	+3.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.54%	17.02%	+3.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.24%	17.51%	+2.73%

PBCKX vs. PLSAX - Expense Ratio Comparison

PBCKX has a 0.66% expense ratio, which is higher than PLSAX's 0.38% expense ratio.

Dividends

PBCKX vs. PLSAX - Dividend Comparison

PBCKX's dividend yield for the trailing twelve months is around 19.94%, more than PLSAX's 2.50% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PBCKX Principal Blue Chip Fund	19.94%	19.94%	9.01%	0.51%	0.71%	6.67%	3.28%	8.90%	7.86%	2.79%	1.01%	2.40%
PLSAX Principal LargeCap S&P 500 Index Fund Class A	2.50%	2.75%	4.07%	3.90%	2.70%	13.38%	7.35%	3.57%	7.19%	6.72%	2.93%	2.36%

Frequently Asked Questions

Can I hold both PBCKX and PLSAX in my portfolio?

PBCKX and PLSAX 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.

Which is riskier, PBCKX or PLSAX?

PBCKX has higher volatility (5.29%) compared to PLSAX (3.49%). In terms of maximum drawdown, PBCKX dropped -38.00% vs PLSAX's -55.67%.

Which has better risk-adjusted returns?

PLSAX currently has the higher Sharpe Ratio (1.50 vs -0.17), 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.