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PSSMX vs. DFISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSSMX vs. DFISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal SmallCap S&P 600 Index Fund (PSSMX) and DFA International Small Company Portfolio (DFISX). The values are adjusted to include any dividend payments, if applicable.

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PSSMX vs. DFISX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSSMX
Principal SmallCap S&P 600 Index Fund
0.51%5.34%16.60%15.18%-16.69%25.39%10.65%21.99%-9.42%12.46%
DFISX
DFA International Small Company Portfolio
-1.97%36.35%3.76%14.46%-17.13%10.71%9.27%24.18%-19.42%24.78%

Returns By Period

In the year-to-date period, PSSMX achieves a 0.51% return, which is significantly higher than DFISX's -1.97% return. Over the past 10 years, PSSMX has outperformed DFISX with an annualized return of 9.60%, while DFISX has yielded a comparatively lower 7.66% annualized return.


PSSMX

1D
-0.74%
1M
-6.73%
YTD
0.51%
6M
2.08%
1Y
16.53%
3Y*
11.57%
5Y*
4.74%
10Y*
9.60%

DFISX

1D
-0.34%
1M
-11.77%
YTD
-1.97%
6M
2.11%
1Y
26.89%
3Y*
14.28%
5Y*
6.58%
10Y*
7.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSSMX vs. DFISX - Expense Ratio Comparison

PSSMX has a 0.73% expense ratio, which is higher than DFISX's 0.39% expense ratio.


Return for Risk

PSSMX vs. DFISX — Risk / Return Rank

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

PSSMX
PSSMX Risk / Return Rank: 3636
Overall Rank
PSSMX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PSSMX Sortino Ratio Rank: 3838
Sortino Ratio Rank
PSSMX Omega Ratio Rank: 3232
Omega Ratio Rank
PSSMX Calmar Ratio Rank: 3737
Calmar Ratio Rank
PSSMX Martin Ratio Rank: 3838
Martin Ratio Rank

DFISX
DFISX Risk / Return Rank: 8383
Overall Rank
DFISX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DFISX Sortino Ratio Rank: 8484
Sortino Ratio Rank
DFISX Omega Ratio Rank: 8383
Omega Ratio Rank
DFISX Calmar Ratio Rank: 8383
Calmar Ratio Rank
DFISX Martin Ratio Rank: 8181
Martin Ratio Rank
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.

PSSMX vs. DFISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal SmallCap S&P 600 Index Fund (PSSMX) and DFA International Small Company Portfolio (DFISX). 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.


PSSMXDFISXDifference

Sharpe ratio

Return per unit of total volatility

0.76

1.66

-0.90

Sortino ratio

Return per unit of downside risk

1.22

2.15

-0.94

Omega ratio

Gain probability vs. loss probability

1.16

1.33

-0.16

Calmar ratio

Return relative to maximum drawdown

0.98

2.04

-1.06

Martin ratio

Return relative to average drawdown

3.97

7.97

-4.00

PSSMX vs. DFISX - Sharpe Ratio Comparison

The current PSSMX Sharpe Ratio is 0.76, which is lower than the DFISX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of PSSMX and DFISX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PSSMXDFISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

1.66

-0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.42

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.48

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.44

-0.06

Correlation

The correlation between PSSMX and DFISX is 0.60, 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.


Dividends

PSSMX vs. DFISX - Dividend Comparison

PSSMX's dividend yield for the trailing twelve months is around 9.93%, more than DFISX's 3.21% yield.


TTM20252024202320222021202020192018201720162015
PSSMX
Principal SmallCap S&P 600 Index Fund
9.93%9.98%15.91%3.75%10.45%8.23%1.67%6.56%13.08%6.03%6.15%8.07%
DFISX
DFA International Small Company Portfolio
3.21%3.19%3.39%3.01%3.51%3.06%1.71%4.54%7.74%1.27%4.44%4.47%

Drawdowns

PSSMX vs. DFISX - Drawdown Comparison

The maximum PSSMX drawdown since its inception was -58.43%, roughly equal to the maximum DFISX drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for PSSMX and DFISX.


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Drawdown Indicators


PSSMXDFISXDifference

Max Drawdown

Largest peak-to-trough decline

-58.43%

-60.66%

+2.23%

Max Drawdown (1Y)

Largest decline over 1 year

-14.85%

-11.96%

-2.89%

Max Drawdown (5Y)

Largest decline over 5 years

-27.01%

-35.06%

+8.05%

Max Drawdown (10Y)

Largest decline over 10 years

-44.85%

-43.00%

-1.85%

Current Drawdown

Current decline from peak

-8.40%

-11.77%

+3.37%

Average Drawdown

Average peak-to-trough decline

-9.58%

-11.69%

+2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

3.06%

+0.60%

Volatility

PSSMX vs. DFISX - Volatility Comparison

The current volatility for Principal SmallCap S&P 600 Index Fund (PSSMX) is 5.53%, while DFA International Small Company Portfolio (DFISX) has a volatility of 5.90%. This indicates that PSSMX experiences smaller price fluctuations and is considered to be less risky than DFISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSSMXDFISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

5.90%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

12.75%

10.04%

+2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

22.55%

15.38%

+7.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.84%

15.75%

+6.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.90%

16.11%

+6.79%