PSC vs. VB
PSC (Principal U.S. Small Cap Multi-Factor ETF) and VB (Vanguard Small-Cap ETF) are both Small Cap Blend Equities funds - PSC tracks the Nasdaq US Small Cap Select Leaders TR Index while VB tracks the CRSP US Small Cap Index. Both are passively managed. Over the past 5 years, PSC returned 9.51%/yr vs 7.45%/yr for VB. Their correlation of 0.86 means they have usually moved in the same direction. PSC charges 0.38%/yr vs 0.03%/yr for VB.
Performance
PSC vs. VB - Performance Comparison
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Returns By Period
In the year-to-date period, PSC achieves a 18.31% return, which is significantly higher than VB's 15.19% return.
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%
VB
- 1D
- -0.22%
- 1M
- -1.73%
- 6M
- 10.09%
- YTD
- 15.19%
- 1Y
- 25.91%
- 3Y*
- 14.02%
- 5Y*
- 7.45%
- 10Y*
- 11.08%
- ALL TIME*
- 9.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.70M | $7.59M | $7.79M | |
| $121.48M | $119.40M | $165.11M |
PSC vs. VB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSC Principal U.S. Small Cap Multi-Factor ETF | 18.31% | 13.41% | 12.38% | 18.51% | -15.91% | 32.56% | 13.30% | 18.99% | -11.35% | 15.93% |
VB Vanguard Small-Cap ETF | 15.19% | 8.87% | 14.17% | 18.22% | -17.51% | 17.57% | 19.19% | 27.34% | -9.34% | 16.26% |
Correlation
The correlation between PSC and VB is 0.94, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.94 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2016 | 0.86 |
The correlation between PSC and VB has been stable across timeframes, ranging from 0.86 to 0.96 - a consistent structural relationship.
PSC vs. VB - Sectors Allocation Comparison
Sectors
PSC
VB
Technology
Healthcare
Financial Services
Industrials
Consumer Cyclical
Real Estate
Energy
Basic Materials
Communication Services
Utilities
Consumer Defensive
Technology
PSC
VB
Healthcare
PSC
VB
Financial Services
PSC
VB
Industrials
PSC
VB
Consumer Cyclical
PSC
VB
Real Estate
PSC
VB
Energy
PSC
VB
Basic Materials
PSC
VB
Communication Services
PSC
VB
Utilities
PSC
VB
Consumer Defensive
PSC
VB
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Return for Risk
PSC vs. VB — Risk / Return Rank
PSC
VB
PSC vs. VB - 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 Vanguard Small-Cap ETF (VB). 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 | VB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.26 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 2.67 | +0.31 |
| Martin ratioReturn relative to average drawdown | 10.41 | 9.73 | +0.68 |
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Drawdowns
PSC vs. VB - Drawdown Comparison
The maximum PSC drawdown since its inception was -46.69%, smaller than the maximum VB drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for PSC and VB.
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Drawdown Indicators
| PSC | VB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.69% | -59.56% | +12.87% |
Max Drawdown (1Y)Largest decline over 1 year | -9.95% | -8.98% | -0.97% |
Max Drawdown (3Y)Largest decline over 3 years | -23.49% | -25.36% | +1.87% |
Max Drawdown (5Y)Largest decline over 5 years | -25.86% | -28.15% | +2.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.05% | — |
Current DrawdownCurrent decline from peak | -2.78% | -2.63% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -8.17% | -8.39% | +0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.46% | +0.38% |
Volatility
PSC vs. VB - Volatility Comparison
Principal U.S. Small Cap Multi-Factor ETF (PSC) has a higher volatility of 3.84% compared to Vanguard Small-Cap ETF (VB) at 3.36%. This indicates that PSC's price experiences larger fluctuations and is considered to be riskier than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSC | VB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 3.36% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 13.31% | 12.01% | +1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.77% | 16.47% | +2.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.88% | 20.69% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.19% | 21.37% | +1.82% |
PSC vs. VB - Expense Ratio Comparison
PSC has a 0.38% expense ratio, which is higher than VB's 0.03% expense ratio.
Dividends
PSC vs. VB - Dividend Comparison
PSC's dividend yield for the trailing twelve months is around 0.53%, less than VB's 1.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
VB Vanguard Small-Cap ETF | 1.22% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
Frequently Asked Questions
With a correlation of 0.94, PSC and VB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
PSC has higher volatility (3.84%) compared to VB (3.36%). In terms of maximum drawdown, PSC dropped -46.69% vs VB's -59.56%.
On 5-year performance, PSC leads with 9.51% vs 7.45% for VB. On fees, VB is cheaper at 0.03% per year. On volatility, VB has been the lower-risk option at 3.36%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, PSC has performed better with a 9.51% return vs 7.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VB is cheaper with a 0.03% expense ratio, compared with 0.38% for PSC.
VB has the higher dividend yield at 1.22%, compared with 0.53% for PSC.
PSC tracks Nasdaq US Small Cap Select Leaders TR Index, while VB tracks CRSP US Small Cap Index. They also come from different issuers: Principal and Vanguard. Their fees differ too: 0.38% for PSC and 0.03% for VB.
PSC currently has the higher Sharpe Ratio (1.58 vs 1.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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