PLSAX vs. PGDIX
Compare and contrast key facts about Principal LargeCap S&P 500 Index Fund Class A (PLSAX) and Principal Diversified Income Fund (PGDIX).
PLSAX is a passively managed fund by Principal Funds that tracks the performance of the S&P 500 Index. It was launched on Feb 2, 2001. PGDIX is managed by Principal Funds. It was launched on Dec 14, 2008.
Performance
PLSAX vs. PGDIX - Performance Comparison
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PLSAX vs. PGDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PLSAX Principal LargeCap S&P 500 Index Fund Class A | -7.11% | 17.50% | 26.46% | 25.70% | -18.41% | 27.93% | 17.85% | 30.97% | -4.93% | 21.23% |
PGDIX Principal Diversified Income Fund | -2.19% | 6.50% | 5.44% | 8.53% | -11.20% | 8.66% | 1.89% | 13.77% | -5.38% | 10.23% |
Returns By Period
In the year-to-date period, PLSAX achieves a -7.11% return, which is significantly lower than PGDIX's -2.19% return. Over the past 10 years, PLSAX has outperformed PGDIX with an annualized return of 13.42%, while PGDIX has yielded a comparatively lower 4.08% annualized return.
PLSAX
- 1D
- -0.40%
- 1M
- -7.71%
- YTD
- -7.11%
- 6M
- -4.72%
- 1Y
- 14.11%
- 3Y*
- 17.33%
- 5Y*
- 11.29%
- 10Y*
- 13.42%
PGDIX
- 1D
- 0.26%
- 1M
- -2.48%
- YTD
- -2.19%
- 6M
- -2.33%
- 1Y
- 2.41%
- 3Y*
- 5.27%
- 5Y*
- 2.41%
- 10Y*
- 4.08%
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PLSAX vs. PGDIX - Expense Ratio Comparison
PLSAX has a 0.38% expense ratio, which is lower than PGDIX's 0.68% expense ratio.
Return for Risk
PLSAX vs. PGDIX — Risk / Return Rank
PLSAX
PGDIX
PLSAX vs. PGDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal LargeCap S&P 500 Index Fund Class A (PLSAX) and Principal Diversified Income Fund (PGDIX). 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.
| PLSAX | PGDIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.75 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.31 | 0.98 | +0.33 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.15 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 0.76 | +0.27 |
Martin ratioReturn relative to average drawdown | 5.02 | 2.93 | +2.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PLSAX | PGDIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.75 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.59 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.78 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 1.12 | -0.72 |
Correlation
The correlation between PLSAX and PGDIX is 0.64, 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
PLSAX vs. PGDIX - Dividend Comparison
PLSAX's dividend yield for the trailing twelve months is around 2.96%, less than PGDIX's 5.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PLSAX Principal LargeCap S&P 500 Index Fund Class A | 2.96% | 2.75% | 4.07% | 3.90% | 2.70% | 13.38% | 7.35% | 3.57% | 7.19% | 6.72% | 2.93% | 2.36% |
PGDIX Principal Diversified Income Fund | 5.88% | 6.17% | 6.28% | 6.47% | 5.34% | 4.59% | 4.63% | 5.12% | 5.10% | 4.67% | 5.76% | 5.27% |
Drawdowns
PLSAX vs. PGDIX - Drawdown Comparison
The maximum PLSAX drawdown since its inception was -55.67%, which is greater than PGDIX's maximum drawdown of -23.76%. Use the drawdown chart below to compare losses from any high point for PLSAX and PGDIX.
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Drawdown Indicators
| PLSAX | PGDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.67% | -23.76% | -31.91% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -3.38% | -8.75% |
Max Drawdown (5Y)Largest decline over 5 years | -24.69% | -14.60% | -10.09% |
Max Drawdown (10Y)Largest decline over 10 years | -33.79% | -23.76% | -10.03% |
Current DrawdownCurrent decline from peak | -8.94% | -3.12% | -5.82% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -2.77% | -7.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 0.88% | +1.61% |
Volatility
PLSAX vs. PGDIX - Volatility Comparison
Principal LargeCap S&P 500 Index Fund Class A (PLSAX) has a higher volatility of 4.22% compared to Principal Diversified Income Fund (PGDIX) at 1.45%. This indicates that PLSAX's price experiences larger fluctuations and is considered to be riskier than PGDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PLSAX | PGDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 1.45% | +2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 9.07% | 2.20% | +6.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.87% | 3.24% | +14.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 4.13% | +12.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 5.24% | +12.22% |