SACAX vs. PPVIX
SACAX (Principal SAM Strategic Growth Portfolio) and PPVIX (Principal SmallCap Value Fund II) are both mutual funds - SACAX is a Diversified Portfolio fund managed by Principal, while PPVIX is a Small Cap Value Equities fund managed by Principal. Over the past 10 years, SACAX returned 11.87%/yr vs 11.05%/yr for PPVIX. Their correlation of 0.87 means they have usually moved in the same direction. SACAX charges 0.61%/yr vs 0.96%/yr for PPVIX.
Performance
SACAX vs. PPVIX - Performance Comparison
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Returns By Period
In the year-to-date period, SACAX achieves a 10.88% return, which is significantly lower than PPVIX's 17.24% return. Over the past 10 years, SACAX has outperformed PPVIX with an annualized return of 11.87%, while PPVIX has yielded a comparatively lower 11.05% annualized return.
SACAX
- 1D
- 1.70%
- 1M
- 0.16%
- 6M
- 7.85%
- YTD
- 10.88%
- 1Y
- 20.54%
- 3Y*
- 18.79%
- 5Y*
- 10.38%
- 10Y*
- 11.87%
- ALL TIME*
- 8.42%
PPVIX
- 1D
- 0.07%
- 1M
- 1.28%
- 6M
- 10.38%
- YTD
- 17.24%
- 1Y
- 31.52%
- 3Y*
- 15.45%
- 5Y*
- 11.62%
- 10Y*
- 11.05%
- ALL TIME*
- 9.32%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SACAX vs. PPVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SACAX Principal SAM Strategic Growth Portfolio | 10.88% | 16.56% | 24.20% | 21.42% | -19.06% | 19.34% | 15.11% | 26.87% | -9.13% | 21.68% |
PPVIX Principal SmallCap Value Fund II | 17.24% | 8.18% | 16.09% | 20.00% | -9.20% | 32.00% | 3.61% | 23.19% | -14.74% | 6.94% |
Correlation
The correlation between SACAX and PPVIX is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.70 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2004 | 0.87 |
The correlation between SACAX and PPVIX shifts across timeframes, from 0.70 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SACAX vs. PPVIX — Risk / Return Rank
SACAX
PPVIX
SACAX vs. PPVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal SAM Strategic Growth Portfolio (SACAX) and Principal SmallCap Value Fund II (PPVIX). 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.
| SACAX | PPVIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.31 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 3.03 | -0.93 |
| Martin ratioReturn relative to average drawdown | 9.07 | 10.82 | -1.75 |
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Drawdowns
SACAX vs. PPVIX - Drawdown Comparison
The maximum SACAX drawdown since its inception was -54.31%, smaller than the maximum PPVIX drawdown of -64.79%. Use the drawdown chart below to compare losses from any high point for SACAX and PPVIX.
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Drawdown Indicators
| SACAX | PPVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.31% | -64.79% | +10.48% |
Max Drawdown (1Y)Largest decline over 1 year | -8.85% | -9.21% | +0.36% |
Max Drawdown (3Y)Largest decline over 3 years | -15.88% | -22.89% | +7.01% |
Max Drawdown (5Y)Largest decline over 5 years | -26.96% | -22.89% | -4.07% |
Max Drawdown (10Y)Largest decline over 10 years | -34.90% | -45.87% | +10.97% |
Current DrawdownCurrent decline from peak | -0.93% | -0.59% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -9.74% | -9.62% | -0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 2.59% | -0.54% |
Volatility
SACAX vs. PPVIX - Volatility Comparison
Principal SAM Strategic Growth Portfolio (SACAX) and Principal SmallCap Value Fund II (PPVIX) have volatilities of 3.43% and 3.40%, 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.
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Volatility by Period
| SACAX | PPVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 3.40% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.44% | 10.28% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.62% | 16.12% | -3.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.74% | 20.92% | -5.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.02% | 22.56% | -6.54% |
SACAX vs. PPVIX - Expense Ratio Comparison
SACAX has a 0.61% expense ratio, which is lower than PPVIX's 0.96% expense ratio.
Dividends
SACAX vs. PPVIX - Dividend Comparison
SACAX's dividend yield for the trailing twelve months is around 10.82%, more than PPVIX's 7.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PPVIX Principal SmallCap Value Fund II | 7.58% | 8.88% | 20.81% | 3.11% | 11.81% | 15.05% | 0.76% | 0.88% | 26.50% | 6.37% | 5.98% | 11.97% |
SACAX Principal SAM Strategic Growth Portfolio | 10.82% | 11.99% | 13.37% | 1.16% | 9.30% | 7.53% | 4.02% | 4.47% | 20.79% | 6.82% | 3.68% | 14.08% |
Frequently Asked Questions
SACAX and PPVIX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SACAX has higher volatility (3.43%) compared to PPVIX (3.40%). In terms of maximum drawdown, SACAX dropped -54.31% vs PPVIX's -64.79%.
PPVIX currently has the higher Sharpe Ratio (1.74 vs 1.47), 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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