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PISMX vs. VFSNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PISMX vs. VFSNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal International Small Company Fund (PISMX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PISMX achieves a 5.20% return, which is significantly lower than VFSNX's 11.76% return. Over the past 10 years, PISMX has underperformed VFSNX with an annualized return of 6.76%, while VFSNX has yielded a comparatively higher 8.21% annualized return.


PISMX

1D
-0.08%
1M
3.14%
YTD
5.20%
6M
7.15%
1Y
16.87%
3Y*
14.51%
5Y*
3.93%
10Y*
6.76%

VFSNX

1D
0.05%
1M
1.81%
YTD
11.76%
6M
14.55%
1Y
28.61%
3Y*
17.18%
5Y*
6.19%
10Y*
8.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PISMX vs. VFSNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PISMX
Principal International Small Company Fund
5.20%32.35%1.09%13.19%-21.93%8.18%5.60%26.71%-20.26%35.80%
VFSNX
Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares
11.76%29.97%2.63%15.18%-21.26%12.74%11.92%21.72%-18.46%30.30%

Correlation

The correlation between PISMX and VFSNX is 0.90, 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

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2015

0.93

The correlation between PISMX and VFSNX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

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Return for Risk

PISMX vs. VFSNX — Risk / Return Rank

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

PISMX
PISMX Risk / Return Rank: 1414
Overall Rank
PISMX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PISMX Sortino Ratio Rank: 1414
Sortino Ratio Rank
PISMX Omega Ratio Rank: 1515
Omega Ratio Rank
PISMX Calmar Ratio Rank: 1212
Calmar Ratio Rank
PISMX Martin Ratio Rank: 1414
Martin Ratio Rank

VFSNX
VFSNX Risk / Return Rank: 4747
Overall Rank
VFSNX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VFSNX Sortino Ratio Rank: 4747
Sortino Ratio Rank
VFSNX Omega Ratio Rank: 5050
Omega Ratio Rank
VFSNX Calmar Ratio Rank: 4242
Calmar Ratio Rank
VFSNX Martin Ratio Rank: 4545
Martin Ratio Rank
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.

PISMX vs. VFSNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal International Small Company Fund (PISMX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX). 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.


PISMXVFSNXDifference
Sharpe ratioReturn per unit of total volatility

-1.04

Sortino ratioReturn per unit of downside risk

-1.32

Omega ratioGain probability vs. loss probability

1.20

1.39

-0.19

Calmar ratioReturn relative to maximum drawdown

1.16

2.46

-1.30

Martin ratioReturn relative to average drawdown

3.99

9.47

-5.48

PISMX vs. VFSNX - Sharpe Ratio Comparison

The current PISMX Sharpe Ratio is 1.08, which is lower than the VFSNX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of PISMX and VFSNX, 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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Sharpe Ratios by Period


PISMXVFSNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

2.11

-1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.41

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.52

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.59

-0.18

Drawdowns

PISMX vs. VFSNX - Drawdown Comparison

The maximum PISMX drawdown since its inception was -43.91%, roughly equal to the maximum VFSNX drawdown of -43.65%. Use the drawdown chart below to compare losses from any high point for PISMX and VFSNX.


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Drawdown Indicators


PISMXVFSNXDifference

Max Drawdown

Largest peak-to-trough decline

-43.91%

-43.65%

-0.26%

Max Drawdown (1Y)

Largest decline over 1 year

-13.73%

-11.47%

-2.26%

Max Drawdown (3Y)

Largest decline over 3 years

-13.73%

-14.70%

+0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-36.48%

-33.75%

-2.73%

Max Drawdown (10Y)

Largest decline over 10 years

-43.91%

-43.65%

-0.26%

Current Drawdown

Current decline from peak

-3.94%

-1.09%

-2.85%

Average Drawdown

Average peak-to-trough decline

-10.60%

-9.49%

-1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

2.98%

+1.01%

Volatility

PISMX vs. VFSNX - Volatility Comparison

Principal International Small Company Fund (PISMX) and Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares (VFSNX) have volatilities of 4.31% and 4.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PISMXVFSNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

4.30%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

12.23%

11.19%

+1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

14.86%

13.40%

+1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.57%

15.03%

+1.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.85%

15.76%

+1.09%

PISMX vs. VFSNX - Expense Ratio Comparison

PISMX has a 1.16% expense ratio, which is higher than VFSNX's 0.11% expense ratio.


Dividends

PISMX vs. VFSNX - Dividend Comparison

PISMX's dividend yield for the trailing twelve months is around 2.79%, less than VFSNX's 3.01% yield.


PositionTTM20252024202320222021202020192018201720162015
PISMX
Principal International Small Company Fund
2.79%2.93%4.01%1.97%1.20%9.45%1.22%2.83%9.46%4.93%0.29%1.25%
VFSNX
Vanguard FTSE All-World ex-US Small-Cap Index Fund Institutional Shares
3.01%3.36%3.41%3.11%2.26%2.70%1.90%3.25%2.81%2.85%2.93%2.69%

Frequently Asked Questions


With a correlation of 0.90, PISMX and VFSNX 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.

PISMX has higher volatility (4.31%) compared to VFSNX (4.30%). In terms of maximum drawdown, PISMX dropped -43.91% vs VFSNX's -43.65%.

VFSNX currently has the higher Sharpe Ratio (2.11 vs 1.08), 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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