PSC vs. IG
PSC (Principal U.S. Small Cap Multi-Factor ETF) and IG (Principal Investment Grade Corporate Active ETF) are both exchange-traded funds - PSC is a Small Cap Blend Equities fund tracking the Nasdaq US Small Cap Select Leaders TR Index, while IG is a Corporate Bonds fund actively managed by Principal. PSC is passively managed, while IG is actively managed. A 0.78 correlation means they provide meaningful diversification when combined. PSC charges 0.38%/yr vs 0.26%/yr for IG.
Performance
PSC vs. IG - Performance Comparison
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Returns By Period
PSC
- 1D
- -0.58%
- 1M
- 5.16%
- YTD
- 17.73%
- 6M
- 15.20%
- 1Y
- 31.66%
- 3Y*
- 19.46%
- 5Y*
- 8.77%
- 10Y*
- —
IG
- 1D
- 0.15%
- 1M
- 0.88%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PSC vs. IG - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
PSC Principal U.S. Small Cap Multi-Factor ETF | 8.25% |
IG Principal Investment Grade Corporate Active ETF | 0.12% |
Correlation
The correlation between PSC and IG is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Apr 22, 2026 | 0.78 |
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Return for Risk
PSC vs. IG — Risk / Return Rank
PSC
IG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
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.
| PSC | IG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.29 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.20 | — | — |
| Martin ratioReturn relative to average drawdown | 11.15 | — | — |
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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 -1.75%. 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% | -1.75% | -44.94% |
Max Drawdown (1Y)Largest decline over 1 year | -9.95% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -23.49% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.86% | — | — |
Current DrawdownCurrent decline from peak | -0.58% | -0.29% | -0.29% |
Average DrawdownAverage peak-to-trough decline | -8.23% | -0.45% | -7.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | — | — |
Volatility
PSC vs. IG - Volatility Comparison
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Volatility by Period
| PSC | IG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 13.32% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.96% | 4.81% | +14.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.02% | 4.81% | +16.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.28% | 4.81% | +18.47% |
PSC vs. IG - Expense Ratio Comparison
PSC has a 0.38% expense ratio, which is higher than IG's 0.26% expense ratio.
Dividends
PSC vs. IG - Dividend Comparison
PSC's dividend yield for the trailing twelve months is around 0.57%, less than IG's 0.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IG Principal Investment Grade Corporate Active ETF | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PSC Principal U.S. Small Cap Multi-Factor ETF | 0.57% | 0.67% | 0.75% | 0.73% | 1.92% | 1.45% | 1.25% | 1.47% | 1.30% | 0.95% | 0.35% |
Frequently Asked Questions
PSC and IG have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IG is cheaper at 0.26% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IG is cheaper with a 0.26% expense ratio, compared with 0.38% for PSC.
IG has the higher dividend yield at 0.84%, compared with 0.57% for PSC.
PSC is categorized as Small Cap Blend Equities, while IG is Corporate Bonds. Their fees differ too: 0.38% for PSC and 0.26% for IG.
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