PSC vs. STLG
Compare and contrast key facts about Principal U.S. Small Cap Multi-Factor ETF (PSC) and iShares Factors US Growth Style ETF (STLG).
PSC and STLG 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. STLG is a passively managed fund by iShares that tracks the performance of the Russell US Large Cap Factors Growth Style Index. It was launched on Jan 14, 2020. Both PSC and STLG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSC or STLG.
Key characteristics
| PSC | STLG | |
|---|---|---|
| YTD Return | 3.31% | 11.04% |
| 1Y Return | 23.13% | 40.13% |
| 3Y Return (Ann) | 2.42% | 11.35% |
| Sharpe Ratio | 1.34 | 2.64 |
| Daily Std Dev | 17.49% | 14.99% |
| Max Drawdown | -46.75% | -31.34% |
| Current Drawdown | -4.19% | -4.80% |
Correlation
The correlation between PSC and STLG is 0.64, 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.
Performance
PSC vs. STLG - Performance Comparison
In the year-to-date period, PSC achieves a 3.31% return, which is significantly lower than STLG's 11.04% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PSC vs. STLG - Expense Ratio Comparison
PSC has a 0.38% expense ratio, which is higher than STLG's 0.25% expense ratio.
Risk-Adjusted Performance
PSC vs. STLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal U.S. Small Cap Multi-Factor ETF (PSC) and iShares Factors US Growth Style ETF (STLG). 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.
Dividends
PSC vs. STLG - Dividend Comparison
PSC's dividend yield for the trailing twelve months is around 0.86%, more than STLG's 0.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
PSC Principal U.S. Small Cap Multi-Factor ETF | 0.86% | 0.73% | 1.92% | 1.45% | 1.25% | 1.37% | 1.30% | 0.95% | 0.35% |
STLG iShares Factors US Growth Style ETF | 0.63% | 0.75% | 1.85% | 0.67% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PSC vs. STLG - Drawdown Comparison
The maximum PSC drawdown since its inception was -46.75%, which is greater than STLG's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for PSC and STLG. For additional features, visit the drawdowns tool.
Volatility
PSC vs. STLG - Volatility Comparison
The current volatility for Principal U.S. Small Cap Multi-Factor ETF (PSC) is 4.81%, while iShares Factors US Growth Style ETF (STLG) has a volatility of 5.31%. This indicates that PSC experiences smaller price fluctuations and is considered to be less risky than STLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.