PLFMX vs. POSIX

Last updated Jun 24, 2026

PLFMX (Principal LargeCap S&P 500 Index Fund) and POSIX (Principal Global Real Estate Securities Fund) are both mutual funds - PLFMX is a S&P 500 fund tracking the S&P 500 Index, while POSIX is a REIT fund managed by Principal. Over the past 10 years, PLFMX returned 15.12%/yr vs 4.44%/yr for POSIX. A 0.73 correlation means they provide meaningful diversification when combined. PLFMX charges 0.72%/yr vs 0.94%/yr for POSIX.

Performance

PLFMX vs. POSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal LargeCap S&P 500 Index Fund (PLFMX) and Principal Global Real Estate Securities Fund (POSIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PLFMX achieves a 9.46% return, which is significantly higher than POSIX's 8.05% return. Over the past 10 years, PLFMX has outperformed POSIX with an annualized return of 15.12%, while POSIX has yielded a comparatively lower 4.44% annualized return.

PLFMX

• 1D: -0.36%
• 1M: 0.06%
• YTD: 9.46%
• 6M: 8.46%
• 1Y: 24.74%
• 3Y*: 21.18%
• 5Y*: 13.13%
• 10Y*: 15.12%

POSIX

• 1D: 0.58%
• 1M: -1.05%
• YTD: 8.05%
• 6M: 8.06%
• 1Y: 8.62%
• 3Y*: 9.80%
• 5Y*: 0.33%
• 10Y*: 4.44%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PLFMX vs. POSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PLFMX Principal LargeCap S&P 500 Index Fund	9.46%	17.10%	26.06%	25.27%	-18.67%	27.57%	17.46%	30.58%	-5.14%	20.96%
POSIX Principal Global Real Estate Securities Fund	8.05%	7.57%	0.67%	10.87%	-26.74%	23.45%	-3.91%	24.53%	-3.35%	14.73%

Correlation

The correlation between PLFMX and POSIX is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (3Y) Calculated over the trailing 3-year period	0.52
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (10Y) Calculated over the trailing 10-year period	0.63
Correlation (All Time) Calculated using the full available price history since Oct 2, 2007	0.73

Over the past year, the correlation between PLFMX and POSIX has dropped to 0.38 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.

Return for Risk

PLFMX vs. POSIX — Risk / Return Rank

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

PLFMX

PLFMX Risk / Return Rank: 61
PLFMX Sharpe Ratio Rank: 59
PLFMX Sortino Ratio Rank: 54
PLFMX Omega Ratio Rank: 56
PLFMX Calmar Ratio Rank: 61
PLFMX Martin Ratio Rank: 73

POSIX

POSIX Risk / Return Rank: 11
POSIX Sharpe Ratio Rank: 11
POSIX Sortino Ratio Rank: 10
POSIX Omega Ratio Rank: 11
POSIX Calmar Ratio Rank: 11
POSIX Martin Ratio Rank: 14

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.

PLFMX vs. POSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal LargeCap S&P 500 Index Fund (PLFMX) and Principal Global Real Estate Securities Fund (POSIX). 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	POSIX	Difference
Sharpe ratio: Return per unit of total volatility	2.09	0.83	+1.26
Sortino ratio: Return per unit of downside risk	2.83	1.19	+1.63
Omega ratio: Gain probability vs. loss probability	1.38	1.15	+0.23
Calmar ratio: Return relative to maximum drawdown	2.89	1.00	+1.89
Martin ratio: Return relative to average drawdown	13.00	3.58	+9.41

PLFMX vs. POSIX - Sharpe Ratio Comparison

The current PLFMX Sharpe Ratio is 2.09, which is higher than the POSIX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of PLFMX and POSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PLFMX vs. POSIX - Drawdown Comparison

The maximum PLFMX drawdown since its inception was -55.62%, smaller than the maximum POSIX drawdown of -68.45%. Use the drawdown chart below to compare losses from any high point for PLFMX and POSIX.

Drawdown Indicators

	PLFMX	POSIX	Difference
Max Drawdown Largest peak-to-trough decline	-55.62%	-68.45%	+12.83%
Max Drawdown (1Y) Largest decline over 1 year	-9.00%	-9.97%	+0.97%
Max Drawdown (3Y) Largest decline over 3 years	-18.83%	-18.02%	-0.81%
Max Drawdown (5Y) Largest decline over 5 years	-24.91%	-34.15%	+9.24%
Max Drawdown (10Y) Largest decline over 10 years	-33.80%	-41.70%	+7.90%
Current Drawdown Current decline from peak	-1.74%	-4.94%	+3.20%
Average Drawdown Average peak-to-trough decline	-9.98%	-13.90%	+3.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.00%	2.79%	-0.79%

Volatility

PLFMX vs. POSIX - Volatility Comparison

Principal LargeCap S&P 500 Index Fund (PLFMX) has a higher volatility of 4.68% compared to Principal Global Real Estate Securities Fund (POSIX) at 3.88%. This indicates that PLFMX's price experiences larger fluctuations and is considered to be riskier than POSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PLFMX	POSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.68%	3.88%	+0.80%
Volatility (6M) Calculated over the trailing 6-month period	9.85%	9.36%	+0.49%
Volatility (1Y) Calculated over the trailing 1-year period	12.50%	12.14%	+0.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.01%	16.30%	+0.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.54%	17.01%	+0.53%

PLFMX vs. POSIX - Expense Ratio Comparison

PLFMX has a 0.72% expense ratio, which is lower than POSIX's 0.94% expense ratio.

Dividends

PLFMX vs. POSIX - Dividend Comparison

PLFMX's dividend yield for the trailing twelve months is around 2.20%, less than POSIX's 2.44% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PLFMX Principal LargeCap S&P 500 Index Fund	2.20%	2.41%	3.77%	3.62%	2.28%	13.02%	7.02%	3.28%	6.80%	6.44%	2.66%	2.07%
POSIX Principal Global Real Estate Securities Fund	2.44%	2.64%	2.57%	2.63%	1.12%	2.40%	1.13%	6.32%	3.81%	4.16%	3.70%	4.48%

Frequently Asked Questions

Can I hold both PLFMX and POSIX in my portfolio?

PLFMX and POSIX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PLFMX or POSIX?

PLFMX has higher volatility (4.68%) compared to POSIX (3.88%). In terms of maximum drawdown, PLFMX dropped -55.62% vs POSIX's -68.45%.

Which has better risk-adjusted returns?

PLFMX currently has the higher Sharpe Ratio (2.09 vs 0.83), 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.