PSC vs. BCHP

Last updated Apr 1, 2026

Compare and contrast key facts about Principal U.S. Small Cap Multi-Factor ETF (PSC) and Principal Focused Blue Chip ETF (BCHP).

PSC and BCHP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PSC is a passively managed fund by Principal that tracks the performance of the Nasdaq US Small Cap Select Leaders TR Index. It was launched on Sep 21, 2016. BCHP is an actively managed fund by Principal. It was launched on Jul 12, 2023.

Performance

PSC vs. BCHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal U.S. Small Cap Multi-Factor ETF (PSC) and Principal Focused Blue Chip ETF (BCHP). The values are adjusted to include any dividend payments, if applicable.

PSC vs. BCHP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
PSC Principal U.S. Small Cap Multi-Factor ETF	-0.70%	13.41%	12.38%	6.51%
BCHP Principal Focused Blue Chip ETF	-12.70%	10.20%	20.55%	12.89%

Returns By Period

In the year-to-date period, PSC achieves a -0.70% return, which is significantly higher than BCHP's -12.70% return.

PSC

• 1D: 2.99%
• 1M: -4.85%
• YTD: -0.70%
• 6M: 0.91%
• 1Y: 18.90%
• 3Y*: 13.51%
• 5Y*: 6.49%
• 10Y*: —

BCHP

• 1D: 3.39%
• 1M: -5.16%
• YTD: -12.70%
• 6M: -13.06%
• 1Y: 1.50%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PSC vs. BCHP - Expense Ratio Comparison

PSC has a 0.38% expense ratio, which is lower than BCHP's 0.58% expense ratio.

BCHP

Principal Focused Blue Chip ETF

PSC

Principal U.S. Small Cap Multi-Factor ETF

Return for Risk

PSC vs. BCHP — Risk / Return Rank

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

PSC

PSC Risk / Return Rank: 53
PSC Sharpe Ratio Rank: 48
PSC Sortino Ratio Rank: 51
PSC Omega Ratio Rank: 44
PSC Calmar Ratio Rank: 63
PSC Martin Ratio Rank: 60

BCHP

BCHP Risk / Return Rank: 13
BCHP Sharpe Ratio Rank: 13
BCHP Sortino Ratio Rank: 13
BCHP Omega Ratio Rank: 13
BCHP Calmar Ratio Rank: 14
BCHP 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.

PSC vs. BCHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal U.S. Small Cap Multi-Factor ETF (PSC) and Principal Focused Blue Chip ETF (BCHP). 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.

	PSC	BCHP	Difference
Sharpe ratio Return per unit of total volatility	0.85	0.07	+0.77
Sortino ratio Return per unit of downside risk	1.32	0.25	+1.07
Omega ratio Gain probability vs. loss probability	1.17	1.03	+0.14
Calmar ratio Return relative to maximum drawdown	1.56	0.09	+1.47
Martin ratio Return relative to average drawdown	5.81	0.31	+5.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PSC vs. BCHP - Sharpe Ratio Comparison

The current PSC Sharpe Ratio is 0.85, which is higher than the BCHP Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of PSC and BCHP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PSC	BCHP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.85	0.07	+0.77
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.62	-0.18

Correlation

The correlation between PSC and BCHP is 0.66, 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

PSC vs. BCHP - Dividend Comparison

PSC's dividend yield for the trailing twelve months is around 0.67%, while BCHP has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
PSC Principal U.S. Small Cap Multi-Factor ETF	0.67%	0.67%	0.75%	0.73%	1.92%	1.45%	1.25%	1.47%	1.30%	0.95%	0.35%
BCHP Principal Focused Blue Chip ETF	0.00%	0.00%	1.02%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

PSC vs. BCHP - Drawdown Comparison

The maximum PSC drawdown since its inception was -46.69%, which is greater than BCHP's maximum drawdown of -18.56%. Use the drawdown chart below to compare losses from any high point for PSC and BCHP.

Drawdown Indicators

	PSC	BCHP	Difference
Max Drawdown Largest peak-to-trough decline	-46.69%	-18.56%	-28.13%
Max Drawdown (1Y) Largest decline over 1 year	-12.63%	-18.12%	+5.49%
Max Drawdown (5Y) Largest decline over 5 years	-25.86%	—	—
Current Drawdown Current decline from peak	-7.26%	-15.19%	+7.93%
Average Drawdown Average peak-to-trough decline	-8.40%	-2.86%	-5.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.40%	5.25%	-1.85%

Volatility

PSC vs. BCHP - Volatility Comparison

Principal U.S. Small Cap Multi-Factor ETF (PSC) and Principal Focused Blue Chip ETF (BCHP) have volatilities of 6.85% and 6.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSC	BCHP	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.85%	6.75%	+0.10%
Volatility (6M) Calculated over the trailing 6-month period	14.18%	12.33%	+1.85%
Volatility (1Y) Calculated over the trailing 1-year period	22.46%	20.27%	+2.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.06%	16.83%	+4.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.40%	16.83%	+6.57%