PLFMX vs. BSPGX
PLFMX (Principal LargeCap S&P 500 Index Fund) and BSPGX (iShares S&P 500 Index Fund Class G) are both S&P 500 funds tracking the S&P 500 Index, from Principal and iShares respectively. Both are passively managed. Over the past 5 years, PLFMX returned 12.37%/yr vs 13.13%/yr for BSPGX. Their 0.98 correlation means they have historically moved very closely together. PLFMX charges 0.72%/yr vs 0.01%/yr for BSPGX.
Performance
PLFMX vs. BSPGX - Performance Comparison
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Returns By Period
In the year-to-date period, PLFMX achieves a 9.70% return, which is significantly lower than BSPGX's 11.75% return.
PLFMX
- 1D
- 0.71%
- 1M
- 0.08%
- 6M
- 7.62%
- YTD
- 9.70%
- 1Y
- 20.72%
- 3Y*
- 19.19%
- 5Y*
- 12.37%
- 10Y*
- 14.49%
- ALL TIME*
- 8.11%
BSPGX
- 1D
- 1.48%
- 1M
- 1.63%
- 6M
- 10.50%
- YTD
- 11.75%
- 1Y
- 21.46%
- 3Y*
- 20.85%
- 5Y*
- 13.13%
- 10Y*
- —
- ALL TIME*
- 16.19%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PLFMX vs. BSPGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PLFMX Principal LargeCap S&P 500 Index Fund | 9.70% | 17.10% | 26.06% | 25.27% | -18.67% | 27.57% | 17.46% | 9.71% |
BSPGX iShares S&P 500 Index Fund Class G | 11.75% | 17.85% | 24.96% | 26.27% | -18.12% | 28.66% | 19.16% | 11.06% |
Correlation
The correlation between PLFMX and BSPGX is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.99 |
Correlation (3Y) Balances recent behavior with more history. | 0.98 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2019 | 0.98 |
The correlation between PLFMX and BSPGX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.
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Return for Risk
PLFMX vs. BSPGX — Risk / Return Rank
PLFMX
BSPGX
PLFMX vs. BSPGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal LargeCap S&P 500 Index Fund (PLFMX) and iShares S&P 500 Index Fund Class G (BSPGX). 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.
| PLFMX | BSPGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.33 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 2.62 | -0.53 |
| Martin ratioReturn relative to average drawdown | 8.95 | 11.27 | -2.32 |
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Drawdowns
PLFMX vs. BSPGX - Drawdown Comparison
The maximum PLFMX drawdown since its inception was -55.62%, which is greater than BSPGX's maximum drawdown of -33.74%. Use the drawdown chart below to compare losses from any high point for PLFMX and BSPGX.
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Drawdown Indicators
| PLFMX | BSPGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.62% | -33.74% | -21.88% |
Max Drawdown (1Y)Largest decline over 1 year | -9.00% | -8.90% | -0.10% |
Max Drawdown (3Y)Largest decline over 3 years | -18.83% | -18.73% | -0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -24.91% | -24.50% | -0.41% |
Max Drawdown (10Y)Largest decline over 10 years | -33.80% | — | — |
Current DrawdownCurrent decline from peak | -1.52% | 0.00% | -1.52% |
Average DrawdownAverage peak-to-trough decline | -9.94% | -5.01% | -4.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.07% | +0.04% |
Volatility
PLFMX vs. BSPGX - Volatility Comparison
The current volatility for Principal LargeCap S&P 500 Index Fund (PLFMX) is 3.51%, while iShares S&P 500 Index Fund Class G (BSPGX) has a volatility of 3.81%. This indicates that PLFMX experiences smaller price fluctuations and is considered to be less risky than BSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PLFMX | BSPGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.51% | 3.81% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 10.12% | 10.20% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.88% | 12.85% | +0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.03% | 17.01% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.49% | 19.90% | -2.41% |
PLFMX vs. BSPGX - Expense Ratio Comparison
PLFMX has a 0.72% expense ratio, which is higher than BSPGX's 0.01% expense ratio.
Dividends
PLFMX vs. BSPGX - Dividend Comparison
PLFMX's dividend yield for the trailing twelve months is around 2.19%, more than BSPGX's 1.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSPGX iShares S&P 500 Index Fund Class G | 1.65% | 1.74% | 1.43% | 1.52% | 2.04% | 1.83% | 2.09% | 2.25% | 0.00% | 0.00% | 0.00% | 0.00% |
PLFMX Principal LargeCap S&P 500 Index Fund | 2.19% | 2.41% | 3.77% | 3.62% | 2.28% | 13.02% | 7.02% | 3.28% | 6.80% | 6.44% | 2.66% | 2.07% |
Frequently Asked Questions
With a correlation of 0.99, PLFMX and BSPGX 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.
BSPGX has higher volatility (3.81%) compared to PLFMX (3.51%). In terms of maximum drawdown, PLFMX dropped -55.62% vs BSPGX's -33.74%.
BSPGX currently has the higher Sharpe Ratio (1.82 vs 1.47), 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.
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