PSC vs. IG
Compare and contrast key facts about Principal U.S. Small Cap Multi-Factor ETF (PSC) and Principal Investment Grade Corporate Active ETF (IG).
PSC and IG 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. IG is an actively managed fund by Principal. It was launched on Apr 18, 2018.
Performance
PSC vs. IG - Performance Comparison
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PSC vs. IG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
PSC Principal U.S. Small Cap Multi-Factor ETF | -0.70% | 13.41% | 12.38% | 18.51% | -15.91% | 32.56% | 13.30% | 18.99% | -12.07% |
IG Principal Investment Grade Corporate Active ETF | -0.41% | 8.06% | 1.99% | 7.49% | -16.93% | -0.93% | 10.79% | 12.85% | -0.07% |
Returns By Period
In the year-to-date period, PSC achieves a -0.70% return, which is significantly lower than IG's -0.41% return.
PSC
- 1D
- 2.99%
- 1M
- -4.85%
- YTD
- -0.70%
- 6M
- 0.91%
- 1Y
- 18.90%
- 3Y*
- 13.51%
- 5Y*
- 6.49%
- 10Y*
- —
IG
- 1D
- 0.67%
- 1M
- -1.82%
- YTD
- -0.41%
- 6M
- 0.29%
- 1Y
- 4.97%
- 3Y*
- 4.48%
- 5Y*
- 0.30%
- 10Y*
- —
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PSC vs. IG - Expense Ratio Comparison
PSC has a 0.38% expense ratio, which is higher than IG's 0.26% expense ratio.
Return for Risk
PSC vs. IG — Risk / Return Rank
PSC
IG
PSC vs. IG - 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 Investment Grade Corporate Active ETF (IG). 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 | IG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.85 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.21 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.16 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.33 | +0.23 |
Martin ratioReturn relative to average drawdown | 5.81 | 4.93 | +0.88 |
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
| PSC | IG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.85 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.04 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.33 | +0.11 |
Correlation
The correlation between PSC and IG is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PSC vs. IG - Dividend Comparison
PSC's dividend yield for the trailing twelve months is around 0.67%, less than IG's 5.04% yield.
| 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% |
IG Principal Investment Grade Corporate Active ETF | 5.04% | 5.05% | 5.19% | 4.36% | 7.18% | 3.16% | 4.76% | 4.63% | 3.62% | 0.00% | 0.00% |
Drawdowns
PSC vs. IG - Drawdown Comparison
The maximum PSC drawdown since its inception was -46.69%, which is greater than IG's maximum drawdown of -23.17%. Use the drawdown chart below to compare losses from any high point for PSC and IG.
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Drawdown Indicators
| PSC | IG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.69% | -23.17% | -23.52% |
Max Drawdown (1Y)Largest decline over 1 year | -12.63% | -3.82% | -8.81% |
Max Drawdown (5Y)Largest decline over 5 years | -25.86% | -23.17% | -2.69% |
Current DrawdownCurrent decline from peak | -7.26% | -3.54% | -3.72% |
Average DrawdownAverage peak-to-trough decline | -8.40% | -6.89% | -1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 1.03% | +2.37% |
Volatility
PSC vs. IG - Volatility Comparison
Principal U.S. Small Cap Multi-Factor ETF (PSC) has a higher volatility of 6.85% compared to Principal Investment Grade Corporate Active ETF (IG) at 2.32%. This indicates that PSC's price experiences larger fluctuations and is considered to be riskier than IG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSC | IG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.85% | 2.32% | +4.53% |
Volatility (6M)Calculated over the trailing 6-month period | 14.18% | 3.32% | +10.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.46% | 5.88% | +16.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.06% | 7.21% | +13.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.40% | 7.44% | +15.96% |