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PLFMX vs. VIGRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

PLFMX vs. VIGRX - Performance Comparison

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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.88%
14.01%
PLFMX
VIGRX

Returns By Period

In the year-to-date period, PLFMX achieves a 25.91% return, which is significantly lower than VIGRX's 30.46% return. Over the past 10 years, PLFMX has underperformed VIGRX with an annualized return of 8.43%, while VIGRX has yielded a comparatively higher 15.37% annualized return.


PLFMX

YTD

25.91%

1M

3.01%

6M

12.88%

1Y

28.36%

5Y (annualized)

9.57%

10Y (annualized)

8.43%

VIGRX

YTD

30.46%

1M

4.23%

6M

14.01%

1Y

35.88%

5Y (annualized)

18.97%

10Y (annualized)

15.37%

Key characteristics


PLFMXVIGRX
Sharpe Ratio2.202.13
Sortino Ratio2.852.78
Omega Ratio1.421.39
Calmar Ratio1.992.77
Martin Ratio13.7010.85
Ulcer Index2.07%3.31%
Daily Std Dev12.86%16.88%
Max Drawdown-56.11%-57.48%
Current Drawdown-0.47%-1.06%

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PLFMX vs. VIGRX - Expense Ratio Comparison

PLFMX has a 0.72% expense ratio, which is higher than VIGRX's 0.17% expense ratio.


PLFMX
Principal LargeCap S&P 500 Index Fund
Expense ratio chart for PLFMX: current value at 0.72% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.72%
Expense ratio chart for VIGRX: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%

Correlation

-0.50.00.51.00.9

The correlation between PLFMX and VIGRX is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

PLFMX vs. VIGRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal LargeCap S&P 500 Index Fund (PLFMX) and Vanguard Growth Index Fund (VIGRX). 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.


Sharpe ratio
The chart of Sharpe ratio for PLFMX, currently valued at 2.20, compared to the broader market-1.000.001.002.003.004.005.002.202.13
The chart of Sortino ratio for PLFMX, currently valued at 2.85, compared to the broader market0.005.0010.002.852.78
The chart of Omega ratio for PLFMX, currently valued at 1.42, compared to the broader market1.002.003.004.001.421.39
The chart of Calmar ratio for PLFMX, currently valued at 1.99, compared to the broader market0.005.0010.0015.0020.001.992.77
The chart of Martin ratio for PLFMX, currently valued at 13.70, compared to the broader market0.0020.0040.0060.0080.00100.0013.7010.85
PLFMX
VIGRX

The current PLFMX Sharpe Ratio is 2.20, which is comparable to the VIGRX Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of PLFMX and VIGRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.20
2.13
PLFMX
VIGRX

Dividends

PLFMX vs. VIGRX - Dividend Comparison

PLFMX's dividend yield for the trailing twelve months is around 0.70%, more than VIGRX's 0.38% yield.


TTM20232022202120202019201820172016201520142013
PLFMX
Principal LargeCap S&P 500 Index Fund
0.70%0.88%0.88%0.48%1.22%1.33%1.43%1.17%1.39%1.25%1.22%1.14%
VIGRX
Vanguard Growth Index Fund
0.38%0.47%0.54%0.36%0.56%0.83%1.18%1.03%1.27%1.16%1.07%1.06%

Drawdowns

PLFMX vs. VIGRX - Drawdown Comparison

The maximum PLFMX drawdown since its inception was -56.11%, roughly equal to the maximum VIGRX drawdown of -57.48%. Use the drawdown chart below to compare losses from any high point for PLFMX and VIGRX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.47%
-1.06%
PLFMX
VIGRX

Volatility

PLFMX vs. VIGRX - Volatility Comparison

The current volatility for Principal LargeCap S&P 500 Index Fund (PLFMX) is 3.95%, while Vanguard Growth Index Fund (VIGRX) has a volatility of 5.22%. This indicates that PLFMX experiences smaller price fluctuations and is considered to be less risky than VIGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.95%
5.22%
PLFMX
VIGRX