C000226566 Performance — PSF Small-Cap Stock Index Portfolio, Class III
Data updated: 2026-08-26
C000226566 returned +23.56% year to date and +36.73% over one year to Jun 2026. Annualised returns are +15.40% over 3 years and +6.77% over 5 years. Against its US Small Blend category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $154, against $156 for the category, and to $137 over one year, against $133. Volatility over the past three years was 19.42% a year. In the 12 months to Jun 2026 the fund lost a net $51.4M, and assets reached $1.59B.
C000226566 Growth of $100
What $100 invested in PSF Small-Cap Stock Index Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Blend category average over the same months.
| Period | C000226566 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $137 | $133 |
| 3 years (Jul 2023 – Jun 2026) | $154 | $156 |
| 5 years (Jul 2021 – Jun 2026) | $139 | $141 |
| Since data start (Apr 2021 – Jun 2026) | $141 | $147 |
C000226566 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +23.56% |
| 1 year | +36.73% |
| 3 years (annualised) | +15.40% |
| 5 years (annualised) | +6.77% |
C000226566 Annual Returns
Calendar-year total returns of PSF Small-Cap Stock Index Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +23.56% |
| 2025 | +5.41% |
| 2024 | +8.08% |
| 2023 | +15.45% |
| 2022 | −16.58% |
| 2021 (Apr–Dec) | +4.34% |
C000226566 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +5.5% | +2.1% | −4.1% | +10.4% | +1.0% | +7.2% | — | — | — | — | — | — |
| 2025 | +2.9% | −5.8% | −6.2% | −4.3% | +5.2% | +4.0% | +0.9% | +7.0% | +0.9% | −0.9% | +2.6% | −0.1% |
| 2024 | −4.0% | +3.3% | +3.2% | −5.7% | +5.0% | −2.3% | +10.7% | −1.5% | +0.8% | −2.7% | +10.9% | −8.0% |
| 2023 | +9.4% | −1.3% | −5.2% | −2.8% | −1.8% | +8.2% | +5.5% | −4.2% | −6.0% | −5.8% | +8.2% | +12.7% |
| 2022 | −7.3% | +1.3% | +0.3% | −7.9% | +1.8% | −8.6% | +10.0% | −4.4% | −9.9% | +12.3% | +4.1% | −6.7% |
| 2021 | — | — | — | −0.4% | +2.0% | +0.3% | −2.4% | +2.0% | −2.5% | +3.4% | −2.3% | +4.5% |
C000226566 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 19.42%
- 3-year Sharpe ratio: 0.56 (vs 4.5% risk-free rate)
- Best month: +12.73% (Dec 2023)
- Worst month: −8.01% (Dec 2024)
C000226566 Fund Flows
Monthly money in and out of PSF Small-Cap Stock Index Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$51.4M
- 12-month gross sales (incl. reinvestments): $45.5M
- Sales ÷ redemptions: 0.47×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $3.4M | $10.8M | −$7.5M |
| May 2026 | $2.8M | $8.6M | −$5.8M |
| Apr 2026 | $3.0M | $8.2M | −$5.2M |
| Mar 2026 | $5.6M | $9.3M | −$3.7M |
| Feb 2026 | $6.5M | $6.9M | −$423K |
| Jan 2026 | $3.9M | $7.2M | −$3.3M |
| Dec 2025 | $3.9M | $8.6M | −$4.7M |
| Nov 2025 | $4.1M | $6.9M | −$2.8M |
| Oct 2025 | $2.9M | $7.6M | −$4.7M |
| Sep 2025 | $3.0M | $6.6M | −$3.6M |
| Aug 2025 | $2.6M | $8.6M | −$6.0M |
| Jul 2025 | $4.0M | $7.5M | −$3.6M |
C000226566 Assets Under Management
Net assets of PSF Small-Cap Stock Index Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $1.59B |
| 2026-03-31 | $1.35B |
| 2025-12-31 | $1.31B |
| 2025-09-30 | $1.30B |
| 2025-06-30 | $1.21B |
| 2025-03-31 | $1.14B |
| 2024-12-31 | $1.27B |
| 2024-09-30 | $1.29B |
| 2024-06-28 | $1.18B |
| 2024-03-28 | $1.23B |
| 2023-12-29 | $1.23B |
| 2023-09-29 | $1.07B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.