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PSSMX vs. SACAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSSMX vs. SACAX - Performance Comparison

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

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PSSMX vs. SACAX - 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%
SACAX
Principal SAM Strategic Growth Portfolio
-3.93%16.56%24.20%21.42%-19.06%19.34%15.11%26.87%-9.13%21.68%

Returns By Period

In the year-to-date period, PSSMX achieves a 0.51% return, which is significantly higher than SACAX's -3.93% return. Over the past 10 years, PSSMX has underperformed SACAX with an annualized return of 9.60%, while SACAX has yielded a comparatively higher 10.78% 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%

SACAX

1D
-0.36%
1M
-8.47%
YTD
-3.93%
6M
-1.85%
1Y
13.46%
3Y*
16.91%
5Y*
9.09%
10Y*
10.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSSMX vs. SACAX - Expense Ratio Comparison

PSSMX has a 0.73% expense ratio, which is higher than SACAX's 0.61% expense ratio.


Return for Risk

PSSMX vs. SACAX — 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

SACAX
SACAX Risk / Return Rank: 4545
Overall Rank
SACAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SACAX Sortino Ratio Rank: 4646
Sortino Ratio Rank
SACAX Omega Ratio Rank: 4646
Omega Ratio Rank
SACAX Calmar Ratio Rank: 4040
Calmar Ratio Rank
SACAX Martin Ratio Rank: 5151
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. SACAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal SmallCap S&P 600 Index Fund (PSSMX) and Principal SAM Strategic Growth Portfolio (SACAX). 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.


PSSMXSACAXDifference

Sharpe ratio

Return per unit of total volatility

0.76

0.89

-0.12

Sortino ratio

Return per unit of downside risk

1.22

1.34

-0.12

Omega ratio

Gain probability vs. loss probability

1.16

1.19

-0.03

Calmar ratio

Return relative to maximum drawdown

0.98

1.05

-0.07

Martin ratio

Return relative to average drawdown

3.97

4.99

-1.01

PSSMX vs. SACAX - Sharpe Ratio Comparison

The current PSSMX Sharpe Ratio is 0.76, which is comparable to the SACAX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of PSSMX and SACAX, 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


PSSMXSACAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.89

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.59

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.68

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.45

-0.06

Correlation

The correlation between PSSMX and SACAX is 0.88, 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.


Dividends

PSSMX vs. SACAX - Dividend Comparison

PSSMX's dividend yield for the trailing twelve months is around 9.93%, less than SACAX's 12.48% 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%
SACAX
Principal SAM Strategic Growth Portfolio
12.48%11.99%13.37%1.16%9.30%7.53%4.02%4.47%20.79%6.82%3.68%14.08%

Drawdowns

PSSMX vs. SACAX - Drawdown Comparison

The maximum PSSMX drawdown since its inception was -58.43%, which is greater than SACAX's maximum drawdown of -54.31%. Use the drawdown chart below to compare losses from any high point for PSSMX and SACAX.


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Drawdown Indicators


PSSMXSACAXDifference

Max Drawdown

Largest peak-to-trough decline

-58.43%

-54.31%

-4.12%

Max Drawdown (1Y)

Largest decline over 1 year

-14.85%

-11.30%

-3.55%

Max Drawdown (5Y)

Largest decline over 5 years

-27.01%

-26.96%

-0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-44.85%

-34.90%

-9.95%

Current Drawdown

Current decline from peak

-8.40%

-8.85%

+0.45%

Average Drawdown

Average peak-to-trough decline

-9.58%

-9.84%

+0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

2.37%

+1.29%

Volatility

PSSMX vs. SACAX - Volatility Comparison

Principal SmallCap S&P 600 Index Fund (PSSMX) has a higher volatility of 5.53% compared to Principal SAM Strategic Growth Portfolio (SACAX) at 4.89%. This indicates that PSSMX's price experiences larger fluctuations and is considered to be riskier than SACAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSSMXSACAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

4.89%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

12.75%

8.76%

+3.99%

Volatility (1Y)

Calculated over the trailing 1-year period

22.55%

15.59%

+6.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.84%

15.56%

+6.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.90%

15.98%

+6.92%