STLG vs. PSC

Last updated Jun 4, 2026

STLG (iShares Factors US Growth Style ETF) and PSC (Principal U.S. Small Cap Multi-Factor ETF) are both exchange-traded funds - STLG is a Large Cap Growth Equities fund tracking the Russell US Large Cap Factors Growth Style Index, while PSC is a Small Cap Blend Equities fund tracking the Nasdaq US Small Cap Select Leaders TR Index. Both are passively managed. Over the past 5 years, STLG returned 20.26%/yr vs 8.06%/yr for PSC. A 0.66 correlation means they provide meaningful diversification when combined. STLG charges 0.25%/yr vs 0.38%/yr for PSC.

Performance

STLG vs. PSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Factors US Growth Style ETF (STLG) and Principal U.S. Small Cap Multi-Factor ETF (PSC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STLG achieves a 21.29% return, which is significantly higher than PSC's 13.84% return.

STLG

• 1D: -0.72%
• 1M: 11.92%
• YTD: 21.29%
• 6M: 21.80%
• 1Y: 43.57%
• 3Y*: 33.60%
• 5Y*: 20.26%
• 10Y*: —

PSC

• 1D: -0.94%
• 1M: 3.79%
• YTD: 13.84%
• 6M: 13.56%
• 1Y: 27.15%
• 3Y*: 18.36%
• 5Y*: 8.06%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

STLG vs. PSC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
STLG iShares Factors US Growth Style ETF	21.29%	21.49%	37.42%	42.86%	-26.75%	27.99%	26.51%
PSC Principal U.S. Small Cap Multi-Factor ETF	13.84%	13.41%	12.38%	18.51%	-15.91%	32.56%	10.47%

Correlation

The correlation between STLG and PSC is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (5Y) Calculated over the trailing 5-year period	0.74
Correlation (All Time) Calculated using the full available price history since Jan 17, 2020	0.66

The correlation between STLG and PSC has been stable across timeframes, ranging from 0.66 to 0.75 - a consistent structural relationship.

STLG vs. PSC - Sectors Allocation Comparison

Sectors	STLG	PSC
Technology	54.2%	20.3%
Consumer Cyclical	16.7%	8.1%
Healthcare	8.8%	15.3%
Communication Services	6.3%	2.2%
Industrials	5.7%	17.7%
Consumer Defensive	3.0%	2.3%
Financial Services	2.2%	16.5%
Utilities	1.6%	2.9%
Energy	1.1%	6.0%
Basic Materials	0.2%	4.2%
Real Estate	0.0%	4.6%

Return for Risk

STLG vs. PSC — Risk / Return Rank

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

STLG

STLG Risk / Return Rank: 69
STLG Sharpe Ratio Rank: 74
STLG Sortino Ratio Rank: 69
STLG Omega Ratio Rank: 67
STLG Calmar Ratio Rank: 64
STLG Martin Ratio Rank: 69

PSC

PSC Risk / Return Rank: 46
PSC Sharpe Ratio Rank: 41
PSC Sortino Ratio Rank: 42
PSC Omega Ratio Rank: 38
PSC Calmar Ratio Rank: 55
PSC Martin Ratio Rank: 55

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.

STLG vs. PSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Factors US Growth Style ETF (STLG) and Principal U.S. Small Cap Multi-Factor ETF (PSC). 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.

	STLG	PSC	Difference
Sharpe ratio Return per unit of total volatility	2.45	1.46	+0.99
Sortino ratio Return per unit of downside risk	3.18	2.14	+1.04
Omega ratio Gain probability vs. loss probability	1.41	1.25	+0.16
Calmar ratio Return relative to maximum drawdown	3.20	2.74	+0.46
Martin ratio Return relative to average drawdown	12.85	9.55	+3.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STLG vs. PSC - Sharpe Ratio Comparison

The current STLG Sharpe Ratio is 2.45, which is higher than the PSC Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of STLG and PSC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	STLG	PSC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.45	1.46	+0.99
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.93	0.39	+0.54
Sharpe Ratio (All Time) Calculated using the full available price history	0.90	0.50	+0.40

Drawdowns

STLG vs. PSC - Drawdown Comparison

The maximum STLG drawdown since its inception was -31.34%, smaller than the maximum PSC drawdown of -46.69%. Use the drawdown chart below to compare losses from any high point for STLG and PSC.

Drawdown Indicators

	STLG	PSC	Difference
Max Drawdown Largest peak-to-trough decline	-31.34%	-46.69%	+15.35%
Max Drawdown (1Y) Largest decline over 1 year	-13.69%	-9.95%	-3.74%
Max Drawdown (3Y) Largest decline over 3 years	-23.73%	-23.49%	-0.24%
Max Drawdown (5Y) Largest decline over 5 years	-30.61%	-25.86%	-4.75%
Current Drawdown Current decline from peak	-0.73%	-0.94%	+0.21%
Average Drawdown Average peak-to-trough decline	-7.36%	-8.28%	+0.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.40%	2.85%	+0.55%

Volatility

STLG vs. PSC - Volatility Comparison

iShares Factors US Growth Style ETF (STLG) and Principal U.S. Small Cap Multi-Factor ETF (PSC) have volatilities of 5.03% and 4.93%, 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.

Volatility by Period

	STLG	PSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.03%	4.93%	+0.10%
Volatility (6M) Calculated over the trailing 6-month period	13.89%	12.77%	+1.12%
Volatility (1Y) Calculated over the trailing 1-year period	17.89%	18.65%	-0.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.97%	20.99%	+0.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.89%	23.30%	+0.59%

STLG vs. PSC - Expense Ratio Comparison

STLG has a 0.25% expense ratio, which is lower than PSC's 0.38% expense ratio.

Dividends

STLG vs. PSC - Dividend Comparison

STLG's dividend yield for the trailing twelve months is around 0.25%, less than PSC's 0.58% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
PSC Principal U.S. Small Cap Multi-Factor ETF	0.58%	0.67%	0.75%	0.73%	1.92%	1.45%	1.25%	1.47%	1.30%	0.95%	0.35%
STLG iShares Factors US Growth Style ETF	0.25%	0.31%	0.38%	0.75%	1.85%	0.67%	0.75%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both STLG and PSC in my portfolio?

STLG and PSC have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STLG or PSC?

STLG has higher volatility (5.03%) compared to PSC (4.93%). In terms of maximum drawdown, STLG dropped -31.34% vs PSC's -46.69%.

Which ETF is better, STLG or PSC?

On 5-year performance, STLG leads with 20.26% vs 8.06% for PSC. On fees, STLG is cheaper at 0.25% per year. On volatility, PSC has been the lower-risk option at 4.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STLG or PSC?

Over the 5-year period, STLG has performed better with a 20.26% return vs 8.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STLG or PSC?

STLG is cheaper with a 0.25% expense ratio, compared with 0.38% for PSC.

Which ETF pays a higher dividend yield, STLG or PSC?

PSC has the higher dividend yield at 0.58%, compared with 0.25% for STLG.

What is the main difference between STLG and PSC?

STLG is categorized as Large Cap Growth Equities, while PSC is Small Cap Blend Equities. STLG tracks Russell US Large Cap Factors Growth Style Index, while PSC tracks Nasdaq US Small Cap Select Leaders TR Index. They also come from different issuers: iShares and Principal. Their fees differ too: 0.25% for STLG and 0.38% for PSC.

Which has better risk-adjusted returns?

STLG currently has the higher Sharpe Ratio (2.45 vs 1.46), 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.