PLGIX vs. PBCKX
PLGIX (Principal LargeCap Growth Fund I) and PBCKX (Principal Blue Chip Fund) are both Large Cap Growth Equities funds from Principal. Over the past 10 years, PLGIX returned 20.00%/yr vs 16.27%/yr for PBCKX. Their correlation of 0.95 suggests significant overlap in exposure. PLGIX charges 0.67%/yr vs 0.66%/yr for PBCKX.
Performance
PLGIX vs. PBCKX - Performance Comparison
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Returns By Period
In the year-to-date period, PLGIX achieves a -0.69% return, which is significantly higher than PBCKX's -5.68% return. Over the past 10 years, PLGIX has outperformed PBCKX with an annualized return of 20.00%, while PBCKX has yielded a comparatively lower 16.27% annualized return.
PLGIX
- 1D
- -1.73%
- 1M
- -3.34%
- YTD
- -0.69%
- 6M
- -1.79%
- 1Y
- 5.88%
- 3Y*
- 31.72%
- 5Y*
- 14.93%
- 10Y*
- 20.00%
PBCKX
- 1D
- -0.56%
- 1M
- -4.72%
- YTD
- -5.68%
- 6M
- -6.60%
- 1Y
- -3.09%
- 3Y*
- 15.58%
- 5Y*
- 6.41%
- 10Y*
- 16.27%
PLGIX vs. PBCKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PLGIX Principal LargeCap Growth Fund I | -0.69% | 11.59% | 83.01% | 40.40% | -34.05% | 21.49% | 36.06% | 34.89% | 3.44% | 33.67% |
PBCKX Principal Blue Chip Fund | -5.68% | 9.20% | 26.90% | 40.58% | -30.74% | 25.05% | 34.77% | 45.22% | 2.83% | 28.85% |
Correlation
The correlation between PLGIX and PBCKX is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2012 | 0.95 |
The correlation between PLGIX and PBCKX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.
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Return for Risk
PLGIX vs. PBCKX — Risk / Return Rank
PLGIX
PBCKX
PLGIX vs. PBCKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal LargeCap Growth Fund I (PLGIX) and Principal Blue Chip Fund (PBCKX). 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.
| PLGIX | PBCKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.58 | ||
| Sortino ratioReturn per unit of downside risk | +0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.00 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.42 | -0.09 | +0.51 |
| Martin ratioReturn relative to average drawdown | 1.27 | -0.27 | +1.54 |
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Drawdowns
PLGIX vs. PBCKX - Drawdown Comparison
The maximum PLGIX drawdown since its inception was -55.43%, which is greater than PBCKX's maximum drawdown of -38.00%. Use the drawdown chart below to compare losses from any high point for PLGIX and PBCKX.
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Drawdown Indicators
| PLGIX | PBCKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.43% | -38.00% | -17.43% |
Max Drawdown (1Y)Largest decline over 1 year | -18.32% | -19.10% | +0.78% |
Max Drawdown (3Y)Largest decline over 3 years | -21.39% | -19.10% | -2.29% |
Max Drawdown (5Y)Largest decline over 5 years | -40.63% | -38.00% | -2.63% |
Max Drawdown (10Y)Largest decline over 10 years | -40.63% | -38.00% | -2.63% |
Current DrawdownCurrent decline from peak | -6.68% | -9.26% | +2.58% |
Average DrawdownAverage peak-to-trough decline | -13.24% | -5.65% | -7.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.01% | 6.48% | -0.47% |
Volatility
PLGIX vs. PBCKX - Volatility Comparison
Principal LargeCap Growth Fund I (PLGIX) has a higher volatility of 6.42% compared to Principal Blue Chip Fund (PBCKX) at 5.79%. This indicates that PLGIX's price experiences larger fluctuations and is considered to be riskier than PBCKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PLGIX | PBCKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.42% | 5.79% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 13.16% | 13.07% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.19% | 15.87% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.22% | 20.46% | +9.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.47% | 20.22% | +5.25% |
PLGIX vs. PBCKX - Expense Ratio Comparison
PLGIX has a 0.67% expense ratio, which is higher than PBCKX's 0.66% expense ratio.
Dividends
PLGIX vs. PBCKX - Dividend Comparison
PLGIX's dividend yield for the trailing twelve months is around 14.55%, less than PBCKX's 21.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PBCKX Principal Blue Chip Fund | 21.15% | 19.94% | 9.01% | 0.51% | 0.71% | 6.67% | 3.28% | 8.90% | 7.86% | 2.79% | 1.01% | 2.40% |
PLGIX Principal LargeCap Growth Fund I | 14.55% | 14.45% | 63.77% | 5.99% | 11.57% | 11.34% | 7.03% | 8.01% | 16.41% | 7.05% | 4.64% | 12.51% |
Frequently Asked Questions
With a correlation of 0.92, PLGIX and PBCKX 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.
PLGIX has higher volatility (6.42%) compared to PBCKX (5.79%). In terms of maximum drawdown, PLGIX dropped -55.43% vs PBCKX's -38.00%.
PLGIX currently has the higher Sharpe Ratio (0.47 vs -0.11), 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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