PFG vs. VTI
Compare and contrast key facts about Principal Financial Group, Inc. (PFG) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PFG or VTI.
Performance
PFG vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, PFG achieves a 10.53% return, which is significantly lower than VTI's 25.64% return. Over the past 10 years, PFG has underperformed VTI with an annualized return of 8.50%, while VTI has yielded a comparatively higher 12.67% annualized return.
PFG
10.53%
-5.81%
5.88%
21.45%
13.52%
8.50%
VTI
25.64%
2.57%
14.24%
32.95%
15.11%
12.67%
Key characteristics
| PFG | VTI | |
|---|---|---|
| Sharpe Ratio | 1.05 | 2.68 |
| Sortino Ratio | 1.47 | 3.57 |
| Omega Ratio | 1.20 | 1.49 |
| Calmar Ratio | 1.00 | 3.91 |
| Martin Ratio | 3.74 | 17.13 |
| Ulcer Index | 5.75% | 1.96% |
| Daily Std Dev | 20.45% | 12.51% |
| Max Drawdown | -91.53% | -55.45% |
| Current Drawdown | -7.19% | -0.84% |
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Correlation
The correlation between PFG and VTI is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
PFG vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Financial Group, Inc. (PFG) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
PFG vs. VTI - Dividend Comparison
PFG's dividend yield for the trailing twelve months is around 3.29%, more than VTI's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFG Principal Financial Group, Inc. | 3.29% | 3.30% | 3.05% | 3.37% | 4.52% | 3.96% | 4.75% | 2.65% | 2.78% | 3.33% | 2.46% | 1.99% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
PFG vs. VTI - Drawdown Comparison
The maximum PFG drawdown since its inception was -91.53%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for PFG and VTI. For additional features, visit the drawdowns tool.
Volatility
PFG vs. VTI - Volatility Comparison
Principal Financial Group, Inc. (PFG) has a higher volatility of 9.38% compared to Vanguard Total Stock Market ETF (VTI) at 4.19%. This indicates that PFG's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.