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PBCKX vs. VWUSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PBCKX and VWUSX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

PBCKX vs. VWUSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Blue Chip Fund (PBCKX) and Vanguard U.S. Growth Fund Investor Shares (VWUSX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
4.89%
10.41%
PBCKX
VWUSX

Key characteristics

Sharpe Ratio

PBCKX:

1.29

VWUSX:

1.45

Sortino Ratio

PBCKX:

1.68

VWUSX:

1.87

Omega Ratio

PBCKX:

1.24

VWUSX:

1.28

Calmar Ratio

PBCKX:

1.23

VWUSX:

1.39

Martin Ratio

PBCKX:

8.65

VWUSX:

8.86

Ulcer Index

PBCKX:

2.19%

VWUSX:

3.33%

Daily Std Dev

PBCKX:

14.71%

VWUSX:

20.39%

Max Drawdown

PBCKX:

-41.86%

VWUSX:

-71.26%

Current Drawdown

PBCKX:

-7.23%

VWUSX:

-6.76%

Returns By Period

In the year-to-date period, PBCKX achieves a 18.40% return, which is significantly lower than VWUSX's 29.37% return. Over the past 10 years, PBCKX has underperformed VWUSX with an annualized return of 11.87%, while VWUSX has yielded a comparatively higher 14.37% annualized return.


PBCKX

YTD

18.40%

1M

-3.66%

6M

4.89%

1Y

18.68%

5Y*

11.84%

10Y*

11.87%

VWUSX

YTD

29.37%

1M

-1.29%

6M

10.41%

1Y

29.53%

5Y*

15.23%

10Y*

14.37%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PBCKX vs. VWUSX - Expense Ratio Comparison

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


PBCKX
Principal Blue Chip Fund
Expense ratio chart for PBCKX: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%
Expense ratio chart for VWUSX: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%

Risk-Adjusted Performance

PBCKX vs. VWUSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Blue Chip Fund (PBCKX) and Vanguard U.S. Growth Fund Investor Shares (VWUSX). 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.


Sharpe ratio
The chart of Sharpe ratio for PBCKX, currently valued at 1.29, compared to the broader market-1.000.001.002.003.004.001.291.45
The chart of Sortino ratio for PBCKX, currently valued at 1.68, compared to the broader market-2.000.002.004.006.008.0010.001.681.87
The chart of Omega ratio for PBCKX, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.003.501.241.28
The chart of Calmar ratio for PBCKX, currently valued at 1.23, compared to the broader market0.002.004.006.008.0010.0012.001.231.39
The chart of Martin ratio for PBCKX, currently valued at 8.65, compared to the broader market0.0020.0040.0060.008.658.86
PBCKX
VWUSX

The current PBCKX Sharpe Ratio is 1.29, which is comparable to the VWUSX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of PBCKX and VWUSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.29
1.45
PBCKX
VWUSX

Dividends

PBCKX vs. VWUSX - Dividend Comparison

Neither PBCKX nor VWUSX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
PBCKX
Principal Blue Chip Fund
0.00%0.00%0.00%0.00%0.00%0.34%0.00%0.02%0.46%0.43%0.58%0.28%
VWUSX
Vanguard U.S. Growth Fund Investor Shares
0.00%0.28%0.37%0.00%0.03%0.35%0.39%0.40%0.42%0.49%0.65%0.39%

Drawdowns

PBCKX vs. VWUSX - Drawdown Comparison

The maximum PBCKX drawdown since its inception was -41.86%, smaller than the maximum VWUSX drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for PBCKX and VWUSX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.23%
-6.76%
PBCKX
VWUSX

Volatility

PBCKX vs. VWUSX - Volatility Comparison

The current volatility for Principal Blue Chip Fund (PBCKX) is 6.89%, while Vanguard U.S. Growth Fund Investor Shares (VWUSX) has a volatility of 9.52%. This indicates that PBCKX experiences smaller price fluctuations and is considered to be less risky than VWUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.89%
9.52%
PBCKX
VWUSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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