PortfoliosLab logoPortfoliosLab logo
PPVIX vs. POSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PPVIX vs. POSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal SmallCap Value Fund II (PPVIX) and Principal Global Real Estate Securities Fund (POSIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PPVIX vs. POSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PPVIX
Principal SmallCap Value Fund II
2.19%8.18%16.09%20.00%-9.20%32.00%3.61%23.19%-14.74%6.94%
POSIX
Principal Global Real Estate Securities Fund
-0.73%7.57%0.67%10.87%-26.74%23.45%-3.91%24.53%-3.35%14.73%

Returns By Period

In the year-to-date period, PPVIX achieves a 2.19% return, which is significantly higher than POSIX's -0.73% return. Over the past 10 years, PPVIX has outperformed POSIX with an annualized return of 10.28%, while POSIX has yielded a comparatively lower 3.43% annualized return.


PPVIX

1D
-0.34%
1M
-6.03%
YTD
2.19%
6M
5.85%
1Y
18.37%
3Y*
14.18%
5Y*
9.16%
10Y*
10.28%

POSIX

1D
0.11%
1M
-9.88%
YTD
-0.73%
6M
-2.12%
1Y
4.72%
3Y*
5.38%
5Y*
0.63%
10Y*
3.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PPVIX vs. POSIX - Expense Ratio Comparison

PPVIX has a 0.96% expense ratio, which is higher than POSIX's 0.94% expense ratio.


Return for Risk

PPVIX vs. POSIX — Risk / Return Rank

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

PPVIX
PPVIX Risk / Return Rank: 4242
Overall Rank
PPVIX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
PPVIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
PPVIX Omega Ratio Rank: 3939
Omega Ratio Rank
PPVIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
PPVIX Martin Ratio Rank: 4242
Martin Ratio Rank

POSIX
POSIX Risk / Return Rank: 1515
Overall Rank
POSIX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
POSIX Sortino Ratio Rank: 1313
Sortino Ratio Rank
POSIX Omega Ratio Rank: 1313
Omega Ratio Rank
POSIX Calmar Ratio Rank: 1616
Calmar Ratio Rank
POSIX Martin Ratio Rank: 1818
Martin Ratio Rank
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.

PPVIX vs. POSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal SmallCap Value Fund II (PPVIX) 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.


PPVIXPOSIXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.36

+0.48

Sortino ratio

Return per unit of downside risk

1.31

0.58

+0.74

Omega ratio

Gain probability vs. loss probability

1.18

1.08

+0.10

Calmar ratio

Return relative to maximum drawdown

1.12

0.46

+0.65

Martin ratio

Return relative to average drawdown

4.32

1.81

+2.50

PPVIX vs. POSIX - Sharpe Ratio Comparison

The current PPVIX Sharpe Ratio is 0.84, which is higher than the POSIX Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of PPVIX and POSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PPVIXPOSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.36

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.04

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.20

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.15

+0.22

Correlation

The correlation between PPVIX and POSIX is 0.70, 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

PPVIX vs. POSIX - Dividend Comparison

PPVIX's dividend yield for the trailing twelve months is around 8.69%, more than POSIX's 2.66% yield.


TTM20252024202320222021202020192018201720162015
PPVIX
Principal SmallCap Value Fund II
8.69%8.88%20.81%3.11%11.81%15.05%0.76%0.88%26.50%6.37%5.98%11.97%
POSIX
Principal Global Real Estate Securities Fund
2.66%2.64%2.57%2.63%1.12%2.40%1.13%6.32%3.81%4.16%3.70%4.48%

Drawdowns

PPVIX vs. POSIX - Drawdown Comparison

The maximum PPVIX drawdown since its inception was -64.79%, smaller than the maximum POSIX drawdown of -68.45%. Use the drawdown chart below to compare losses from any high point for PPVIX and POSIX.


Loading graphics...

Drawdown Indicators


PPVIXPOSIXDifference

Max Drawdown

Largest peak-to-trough decline

-64.79%

-68.45%

+3.66%

Max Drawdown (1Y)

Largest decline over 1 year

-14.52%

-10.67%

-3.85%

Max Drawdown (5Y)

Largest decline over 5 years

-22.89%

-34.15%

+11.26%

Max Drawdown (10Y)

Largest decline over 10 years

-45.87%

-41.70%

-4.17%

Current Drawdown

Current decline from peak

-8.03%

-12.67%

+4.64%

Average Drawdown

Average peak-to-trough decline

-9.75%

-14.02%

+4.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

2.72%

+1.03%

Volatility

PPVIX vs. POSIX - Volatility Comparison

Principal SmallCap Value Fund II (PPVIX) has a higher volatility of 4.68% compared to Principal Global Real Estate Securities Fund (POSIX) at 4.19%. This indicates that PPVIX'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.


Loading graphics...

Volatility by Period


PPVIXPOSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

4.19%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

12.08%

8.13%

+3.95%

Volatility (1Y)

Calculated over the trailing 1-year period

21.97%

14.17%

+7.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.30%

16.22%

+5.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.65%

16.95%

+5.70%