PSSMX vs. IWM

In the year-to-date period, PSSMX achieves a -8.13% return, which is significantly lower than IWM's -6.51% return. Both investments have delivered pretty close results over the past 10 years, with PSSMX having a 6.85% annualized return and IWM not far behind at 6.59%.

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PSSMX has a 0.73% expense ratio, which is higher than IWM's 0.19% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Principal SmallCap S&P 600 Index Fund (PSSMX) and iShares Russell 2000 ETF (IWM). 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.

The current PSSMX Sharpe Ratio is 0.00, which is lower than the IWM Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of PSSMX and IWM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PSSMX's dividend yield for the trailing twelve months is around 9.07%, more than IWM's 1.20% yield.

The maximum PSSMX drawdown since its inception was -58.43%, roughly equal to the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for PSSMX and IWM.

Principal SmallCap S&P 600 Index Fund (PSSMX) and iShares Russell 2000 ETF (IWM) have volatilities of 6.63% and 6.47%, 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.