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PSSMX vs. FISVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PSSMX and FISVX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

PSSMX vs. FISVX - Performance Comparison

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

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-2.93%
4.44%
PSSMX
FISVX

Key characteristics

Sharpe Ratio

PSSMX:

0.23

FISVX:

0.73

Sortino Ratio

PSSMX:

0.46

FISVX:

1.18

Omega Ratio

PSSMX:

1.06

FISVX:

1.14

Calmar Ratio

PSSMX:

0.16

FISVX:

0.79

Martin Ratio

PSSMX:

0.74

FISVX:

3.08

Ulcer Index

PSSMX:

6.32%

FISVX:

4.70%

Daily Std Dev

PSSMX:

20.25%

FISVX:

19.87%

Max Drawdown

PSSMX:

-64.58%

FISVX:

-44.66%

Current Drawdown

PSSMX:

-22.92%

FISVX:

-6.67%

Returns By Period

In the year-to-date period, PSSMX achieves a 2.11% return, which is significantly lower than FISVX's 2.38% return.


PSSMX

YTD

2.11%

1M

-0.26%

6M

-1.74%

1Y

3.38%

5Y*

2.04%

10Y*

1.54%

FISVX

YTD

2.38%

1M

0.65%

6M

5.57%

1Y

12.80%

5Y*

6.13%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PSSMX vs. FISVX - Expense Ratio Comparison

PSSMX has a 0.73% expense ratio, which is higher than FISVX's 0.05% expense ratio.


PSSMX
Principal SmallCap S&P 600 Index Fund
Expense ratio chart for PSSMX: current value at 0.73% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.73%
Expense ratio chart for FISVX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

PSSMX vs. FISVX — Risk-Adjusted Performance Rank

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

PSSMX
The Risk-Adjusted Performance Rank of PSSMX is 1010
Overall Rank
The Sharpe Ratio Rank of PSSMX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of PSSMX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of PSSMX is 99
Omega Ratio Rank
The Calmar Ratio Rank of PSSMX is 1111
Calmar Ratio Rank
The Martin Ratio Rank of PSSMX is 1010
Martin Ratio Rank

FISVX
The Risk-Adjusted Performance Rank of FISVX is 3737
Overall Rank
The Sharpe Ratio Rank of FISVX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of FISVX is 3434
Sortino Ratio Rank
The Omega Ratio Rank of FISVX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of FISVX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of FISVX is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PSSMX vs. FISVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal SmallCap S&P 600 Index Fund (PSSMX) and Fidelity Small Cap Value Index Fund (FISVX). 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.


Sharpe ratio
The chart of Sharpe ratio for PSSMX, currently valued at 0.23, compared to the broader market-1.000.001.002.003.004.000.230.73
The chart of Sortino ratio for PSSMX, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.0012.000.461.18
The chart of Omega ratio for PSSMX, currently valued at 1.06, compared to the broader market1.002.003.004.001.061.14
The chart of Calmar ratio for PSSMX, currently valued at 0.16, compared to the broader market0.005.0010.0015.0020.000.160.79
The chart of Martin ratio for PSSMX, currently valued at 0.74, compared to the broader market0.0020.0040.0060.0080.000.743.08
PSSMX
FISVX

The current PSSMX Sharpe Ratio is 0.23, which is lower than the FISVX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of PSSMX and FISVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.23
0.73
PSSMX
FISVX

Dividends

PSSMX vs. FISVX - Dividend Comparison

PSSMX's dividend yield for the trailing twelve months is around 0.74%, less than FISVX's 1.66% yield.


TTM20242023202220212020201920182017201620152014
PSSMX
Principal SmallCap S&P 600 Index Fund
0.74%0.76%0.93%0.76%0.43%0.55%0.73%0.82%0.60%0.57%0.65%0.57%
FISVX
Fidelity Small Cap Value Index Fund
1.66%1.70%2.06%1.94%1.58%1.33%0.55%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PSSMX vs. FISVX - Drawdown Comparison

The maximum PSSMX drawdown since its inception was -64.58%, which is greater than FISVX's maximum drawdown of -44.66%. Use the drawdown chart below to compare losses from any high point for PSSMX and FISVX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-22.92%
-6.67%
PSSMX
FISVX

Volatility

PSSMX vs. FISVX - Volatility Comparison

Principal SmallCap S&P 600 Index Fund (PSSMX) and Fidelity Small Cap Value Index Fund (FISVX) have volatilities of 4.13% and 3.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%SeptemberOctoberNovemberDecember2025February
4.13%
3.96%
PSSMX
FISVX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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