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VSTCX vs. PSC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSTCX vs. PSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Strategic Small-Cap Equity Fund (VSTCX) and Principal U.S. Small Cap Multi-Factor ETF (PSC). The values are adjusted to include any dividend payments, if applicable.

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VSTCX vs. PSC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSTCX
Vanguard Strategic Small-Cap Equity Fund
-0.83%15.20%15.40%21.34%-13.00%33.53%8.38%22.18%-11.87%9.21%
PSC
Principal U.S. Small Cap Multi-Factor ETF
-0.70%13.41%12.38%18.51%-15.91%32.56%13.30%18.99%-11.35%15.93%

Returns By Period

In the year-to-date period, VSTCX achieves a -0.83% return, which is significantly lower than PSC's -0.70% return.


VSTCX

1D
-1.06%
1M
-6.50%
YTD
-0.83%
6M
2.92%
1Y
26.01%
3Y*
15.69%
5Y*
9.42%
10Y*
10.96%

PSC

1D
2.99%
1M
-4.85%
YTD
-0.70%
6M
0.91%
1Y
18.90%
3Y*
13.51%
5Y*
6.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSTCX vs. PSC - Expense Ratio Comparison

VSTCX has a 0.26% expense ratio, which is lower than PSC's 0.38% expense ratio.


Return for Risk

VSTCX vs. PSC — Risk / Return Rank

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

VSTCX
VSTCX Risk / Return Rank: 6868
Overall Rank
VSTCX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
VSTCX Sortino Ratio Rank: 6969
Sortino Ratio Rank
VSTCX Omega Ratio Rank: 6262
Omega Ratio Rank
VSTCX Calmar Ratio Rank: 7171
Calmar Ratio Rank
VSTCX Martin Ratio Rank: 7474
Martin Ratio Rank

PSC
PSC Risk / Return Rank: 5353
Overall Rank
PSC Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PSC Sortino Ratio Rank: 5151
Sortino Ratio Rank
PSC Omega Ratio Rank: 4444
Omega Ratio Rank
PSC Calmar Ratio Rank: 6363
Calmar Ratio Rank
PSC Martin Ratio Rank: 6060
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.

VSTCX vs. PSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Strategic Small-Cap Equity Fund (VSTCX) 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.


VSTCXPSCDifference

Sharpe ratio

Return per unit of total volatility

1.15

0.85

+0.30

Sortino ratio

Return per unit of downside risk

1.69

1.32

+0.37

Omega ratio

Gain probability vs. loss probability

1.23

1.17

+0.06

Calmar ratio

Return relative to maximum drawdown

1.59

1.56

+0.03

Martin ratio

Return relative to average drawdown

7.00

5.81

+1.19

VSTCX vs. PSC - Sharpe Ratio Comparison

The current VSTCX Sharpe Ratio is 1.15, which is higher than the PSC Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of VSTCX and PSC, 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


VSTCXPSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.85

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.31

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.44

-0.09

Correlation

The correlation between VSTCX and PSC is 0.87, 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

VSTCX vs. PSC - Dividend Comparison

VSTCX's dividend yield for the trailing twelve months is around 7.61%, more than PSC's 0.67% yield.


TTM20252024202320222021202020192018201720162015
VSTCX
Vanguard Strategic Small-Cap Equity Fund
7.61%7.55%9.66%2.50%7.44%19.92%1.24%4.14%11.74%5.76%1.35%2.33%
PSC
Principal U.S. Small Cap Multi-Factor ETF
0.67%0.67%0.75%0.73%1.92%1.45%1.25%1.47%1.30%0.95%0.35%0.00%

Drawdowns

VSTCX vs. PSC - Drawdown Comparison

The maximum VSTCX drawdown since its inception was -62.50%, which is greater than PSC's maximum drawdown of -46.69%. Use the drawdown chart below to compare losses from any high point for VSTCX and PSC.


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Drawdown Indicators


VSTCXPSCDifference

Max Drawdown

Largest peak-to-trough decline

-62.50%

-46.69%

-15.81%

Max Drawdown (1Y)

Largest decline over 1 year

-14.47%

-12.63%

-1.84%

Max Drawdown (5Y)

Largest decline over 5 years

-27.47%

-25.86%

-1.61%

Max Drawdown (10Y)

Largest decline over 10 years

-48.08%

Current Drawdown

Current decline from peak

-7.95%

-7.26%

-0.69%

Average Drawdown

Average peak-to-trough decline

-10.73%

-8.40%

-2.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

3.40%

-0.11%

Volatility

VSTCX vs. PSC - Volatility Comparison

The current volatility for Vanguard Strategic Small-Cap Equity Fund (VSTCX) is 6.04%, while Principal U.S. Small Cap Multi-Factor ETF (PSC) has a volatility of 6.85%. This indicates that VSTCX experiences smaller price fluctuations and is considered to be less risky than PSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSTCXPSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

6.85%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

12.99%

14.18%

-1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

22.55%

22.46%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.01%

21.06%

+0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.44%

23.40%

+0.04%