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. Their 0.66 correlation means they have sometimes moved together and sometimes differently. 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
- -1.08%
- 6M
- 13.74%
- YTD
- 18.31%
- 1Y
- 31.90%
- 3Y*
- 16.31%
- 5Y*
- 9.51%
- 10Y*
- —
- ALL TIME*
- 11.86%
IG
- 1D
- -0.19%
- 1M
- -2.02%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.13M | $833.84K | $963.03K | |
| $6.70M | $7.59M | $7.79M |
PSC vs. IG - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
PSC Principal U.S. Small Cap Multi-Factor ETF | 8.79% |
IG Principal Investment Grade Corporate Active ETF | -1.64% |
Correlation
The correlation between PSC and IG is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Apr 22, 2026 | 0.66 |
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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 | 1.27 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | — | — |
| Martin ratioReturn relative to average drawdown | 10.41 | — | — |
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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 -2.37%. 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% | -2.37% | -44.32% |
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 | -2.78% | -2.37% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -8.17% | -0.75% | -7.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | — | — |
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 | 3.84% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 13.31% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.77% | 4.54% | +14.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.88% | 4.54% | +16.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.19% | 4.54% | +18.65% |
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 0.53%, less than IG's 1.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IG Principal Investment Grade Corporate Active ETF | 1.28% | 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 | 0.53% | 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 0.66, 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 1.28%, compared with 0.53% 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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