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PBCKX vs. VTV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PBCKX vs. VTV - Performance Comparison

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

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Returns By Period

In the year-to-date period, PBCKX achieves a -2.47% return, which is significantly lower than VTV's 16.37% return. Over the past 10 years, PBCKX has outperformed VTV with an annualized return of 15.76%, while VTV has yielded a comparatively lower 12.57% annualized 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%

VTV

1D
-0.27%
1M
0.36%
6M
11.27%
YTD
16.37%
1Y
27.94%
3Y*
17.12%
5Y*
12.29%
10Y*
12.57%
ALL TIME*
9.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$688.19M$688.42M$619.05M

PBCKX vs. VTV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PBCKX
Principal Blue Chip Fund
-2.47%9.20%26.90%40.58%-30.74%25.05%34.77%45.22%2.83%28.85%
VTV
Vanguard Value ETF
16.37%15.27%15.95%9.32%-2.09%26.53%2.33%25.66%-5.47%17.15%

Correlation

The correlation between PBCKX and VTV is 0.41, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.41

Correlation (3Y)
Balances recent behavior with more history.

0.58

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.65

Correlation (10Y)
Provides a long-term view across more market conditions.

0.66

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2012

0.73

Over the past year, the correlation between PBCKX and VTV has dropped to 0.41 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.

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Return for Risk

PBCKX vs. VTV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PBCKX
PBCKX Risk / Return Rank: 22
Overall Rank
PBCKX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
PBCKX Sortino Ratio Rank: 22
Sortino Ratio Rank
PBCKX Omega Ratio Rank: 22
Omega Ratio Rank
PBCKX Calmar Ratio Rank: 22
Calmar Ratio Rank
PBCKX Martin Ratio Rank: 22
Martin Ratio Rank

VTV
VTV Risk / Return Rank: 9393
Overall Rank
VTV Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
VTV Sortino Ratio Rank: 9494
Sortino Ratio Rank
VTV Omega Ratio Rank: 9393
Omega Ratio Rank
VTV Calmar Ratio Rank: 9292
Calmar Ratio Rank
VTV Martin Ratio Rank: 9393
Martin Ratio Rank
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. VTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Blue Chip Fund (PBCKX) and Vanguard Value ETF (VTV). 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.


PBCKXVTVDifference
Sharpe ratioReturn per unit of total volatility

-2.94

Sortino ratioReturn per unit of downside risk

-4.07

Omega ratioGain probability vs. loss probability

0.96

1.47

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.27

4.24

-4.52

Martin ratioReturn relative to average drawdown

-0.76

16.42

-17.18

PBCKX vs. VTV - Sharpe Ratio Comparison

The current PBCKX Sharpe Ratio is -0.32, which is lower than the VTV Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of PBCKX and VTV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PBCKX vs. VTV - Drawdown Comparison

The maximum PBCKX drawdown since its inception was -38.00%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for PBCKX and VTV.


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Drawdown Indicators


PBCKXVTVDifference

Max Drawdown

Largest peak-to-trough decline

-38.00%

-59.27%

+21.27%

Max Drawdown (1Y)

Largest decline over 1 year

-19.10%

-6.35%

-12.75%

Max Drawdown (3Y)

Largest decline over 3 years

-19.10%

-14.52%

-4.58%

Max Drawdown (5Y)

Largest decline over 5 years

-38.00%

-17.04%

-20.96%

Max Drawdown (10Y)

Largest decline over 10 years

-38.00%

-36.78%

-1.22%

Current Drawdown

Current decline from peak

-6.17%

-1.36%

-4.81%

Average Drawdown

Average peak-to-trough decline

-5.66%

-7.82%

+2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.87%

1.64%

+5.23%

Volatility

PBCKX vs. VTV - Volatility Comparison

Principal Blue Chip Fund (PBCKX) has a higher volatility of 4.86% compared to Vanguard Value ETF (VTV) at 2.62%. This indicates that PBCKX's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PBCKXVTVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

2.62%

+2.24%

Volatility (6M)

Calculated over the trailing 6-month period

13.43%

7.72%

+5.71%

Volatility (1Y)

Calculated over the trailing 1-year period

16.32%

10.36%

+5.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.52%

13.82%

+6.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.23%

16.61%

+3.62%

PBCKX vs. VTV - Expense Ratio Comparison

PBCKX has a 0.66% expense ratio, which is higher than VTV's 0.04% expense ratio.


Dividends

PBCKX vs. VTV - Dividend Comparison

PBCKX's dividend yield for the trailing twelve months is around 20.45%, more than VTV's 1.86% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VTV
Vanguard Value ETF
1.86%2.05%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%

Frequently Asked Questions


PBCKX and VTV have a correlation of 0.41, 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 VTV (2.62%). In terms of maximum drawdown, PBCKX dropped -38.00% vs VTV's -59.27%.

VTV currently has the higher Sharpe Ratio (2.62 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.

Portfolio Optimizer

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