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PLFIX vs. BXMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PLFIX vs. BXMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Large Cap S&P 500 Index Fund Institutional (PLFIX) and Nuveen S&P 500 Buy-Write Income Fund (BXMX). The values are adjusted to include any dividend payments, if applicable.

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PLFIX vs. BXMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PLFIX
Principal Large Cap S&P 500 Index Fund Institutional
-7.07%17.77%26.77%26.00%-18.21%28.25%18.11%31.35%-4.66%21.65%
BXMX
Nuveen S&P 500 Buy-Write Income Fund
-8.03%13.74%17.26%9.10%-7.18%20.83%1.11%22.22%-9.06%19.76%

Returns By Period

In the year-to-date period, PLFIX achieves a -7.07% return, which is significantly higher than BXMX's -8.03% return. Over the past 10 years, PLFIX has outperformed BXMX with an annualized return of 13.72%, while BXMX has yielded a comparatively lower 8.03% annualized return.


PLFIX

1D
-0.40%
1M
-7.67%
YTD
-7.07%
6M
-4.61%
1Y
14.37%
3Y*
17.60%
5Y*
11.56%
10Y*
13.72%

BXMX

1D
-2.07%
1M
-7.53%
YTD
-8.03%
6M
-4.57%
1Y
9.21%
3Y*
9.29%
5Y*
7.43%
10Y*
8.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PLFIX vs. BXMX - Expense Ratio Comparison

PLFIX has a 0.11% expense ratio, which is lower than BXMX's 0.89% expense ratio.


Return for Risk

PLFIX vs. BXMX — Risk / Return Rank

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

PLFIX
PLFIX Risk / Return Rank: 4343
Overall Rank
PLFIX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
PLFIX Sortino Ratio Rank: 4242
Sortino Ratio Rank
PLFIX Omega Ratio Rank: 4444
Omega Ratio Rank
PLFIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
PLFIX Martin Ratio Rank: 5252
Martin Ratio Rank

BXMX
BXMX Risk / Return Rank: 2323
Overall Rank
BXMX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BXMX Sortino Ratio Rank: 2020
Sortino Ratio Rank
BXMX Omega Ratio Rank: 2222
Omega Ratio Rank
BXMX Calmar Ratio Rank: 2525
Calmar Ratio Rank
BXMX Martin Ratio Rank: 2929
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.

PLFIX vs. BXMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Large Cap S&P 500 Index Fund Institutional (PLFIX) and Nuveen S&P 500 Buy-Write Income Fund (BXMX). 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.


PLFIXBXMXDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.52

+0.32

Sortino ratio

Return per unit of downside risk

1.33

0.87

+0.47

Omega ratio

Gain probability vs. loss probability

1.20

1.13

+0.07

Calmar ratio

Return relative to maximum drawdown

1.05

0.73

+0.32

Martin ratio

Return relative to average drawdown

5.14

3.22

+1.92

PLFIX vs. BXMX - Sharpe Ratio Comparison

The current PLFIX Sharpe Ratio is 0.85, which is higher than the BXMX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of PLFIX and BXMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PLFIXBXMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.52

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.50

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.46

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.36

+0.09

Correlation

The correlation between PLFIX and BXMX is 0.66, 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.


Dividends

PLFIX vs. BXMX - Dividend Comparison

PLFIX's dividend yield for the trailing twelve months is around 3.17%, less than BXMX's 8.22% yield.


TTM20252024202320222021202020192018201720162015
PLFIX
Principal Large Cap S&P 500 Index Fund Institutional
3.17%2.95%4.28%4.13%2.96%13.60%7.57%3.83%7.52%7.01%3.23%2.69%
BXMX
Nuveen S&P 500 Buy-Write Income Fund
8.22%7.41%7.02%7.37%7.48%5.87%6.81%6.76%8.12%6.41%7.33%7.42%

Drawdowns

PLFIX vs. BXMX - Drawdown Comparison

The maximum PLFIX drawdown since its inception was -55.28%, which is greater than BXMX's maximum drawdown of -49.53%. Use the drawdown chart below to compare losses from any high point for PLFIX and BXMX.


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Drawdown Indicators


PLFIXBXMXDifference

Max Drawdown

Largest peak-to-trough decline

-55.28%

-49.53%

-5.75%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

-11.42%

-0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-24.58%

-17.94%

-6.64%

Max Drawdown (10Y)

Largest decline over 10 years

-33.77%

-38.77%

+5.00%

Current Drawdown

Current decline from peak

-8.90%

-9.75%

+0.85%

Average Drawdown

Average peak-to-trough decline

-8.91%

-5.69%

-3.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

2.58%

-0.10%

Volatility

PLFIX vs. BXMX - Volatility Comparison

Principal Large Cap S&P 500 Index Fund Institutional (PLFIX) and Nuveen S&P 500 Buy-Write Income Fund (BXMX) have volatilities of 4.24% and 4.26%, 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


PLFIXBXMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

4.26%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.06%

8.32%

+0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

17.85%

16.43%

+1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.87%

14.98%

+1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.48%

17.44%

+0.04%