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PSC vs. IG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSC vs. IG - 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 Investment Grade Corporate Active ETF (IG). The values are adjusted to include any dividend payments, if applicable.

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

PSC vs. IG - Yearly Performance Comparison


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

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

PSC
PSC Risk / Return Rank: 5757
Overall Rank
PSC Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
PSC Sortino Ratio Rank: 5353
Sortino Ratio Rank
PSC Omega Ratio Rank: 4747
Omega Ratio Rank
PSC Calmar Ratio Rank: 6868
Calmar Ratio Rank
PSC Martin Ratio Rank: 6565
Martin Ratio Rank

IG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. 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.


PSCIGDifference
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

PSC vs. IG - Sharpe Ratio Comparison


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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


PSCIGDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.58%

-0.29%

-0.29%

Average Drawdown

Average peak-to-trough decline

-8.23%

-0.45%

-7.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

Volatility

PSC vs. IG - Volatility Comparison


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Volatility by Period


PSCIGDifference

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.


PositionTTM2025202420232022202120202019201820172016
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.

Portfolio Optimizer

Find the right allocation for PSC and IG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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