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ISIN
US7425533244
CUSIP
742553324
Issuer
Principal
Inception Date
Dec 30, 2009
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

PIDIX Performance Chart

Principal International Equity Index Fund (PIDIX) is up 10.6% since the beginning of the year. PIDIX is currently trading at $15 per share. Investors who bought $1,000 worth of PIDIX shares 5 years ago would now be looking at an investment worth $1,566.


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S&P 500 Index

Returns By Period

Principal International Equity Index Fund (PIDIX) has returned 10.58% so far this year and 24.99% over the past 12 months. Over the last ten years, PIDIX has returned 9.43% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Principal International Equity Index Fund

1D
0.85%
1M
1.99%
YTD
10.58%
6M
10.90%
1Y
24.99%
3Y*
16.44%
5Y*
9.39%
10Y*
9.43%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PIDIX Monthly Returns History

Based on dividend-adjusted daily data since Jan 4, 2010, PIDIX's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, an investment would double in approximately 8.9 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +14.8%, while the worst month was Mar 2020 at -14.5%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.

On a daily basis, PIDIX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +8.2%, while the worst single day was Mar 12, 2020 at -10.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.11%4.65%-8.18%5.84%2.36%1.05%10.58%
20254.83%3.13%-0.17%3.97%4.55%2.56%-2.50%4.74%2.37%0.80%0.65%2.70%31.07%
2024-0.45%2.90%3.26%-3.24%5.29%-2.18%2.91%3.41%0.72%-5.43%-0.25%-1.75%4.72%
20238.60%-3.11%3.11%2.83%-3.94%4.39%2.74%-3.92%-3.61%-3.08%8.53%5.26%17.87%
2022-3.83%-3.01%-0.09%-6.49%1.86%-8.93%5.16%-5.91%-9.37%5.88%13.65%-1.90%-14.43%
2021-1.35%2.46%2.31%2.96%3.63%-1.39%0.83%1.56%-3.31%3.01%-4.54%4.85%11.07%

Benchmark Metrics

Principal International Equity Index Fund has an annualized alpha of -2.21%, beta of 0.79, and R2 of 0.62 versus S&P 500 Index. Calculated based on daily prices since January 04, 2010.

  • This fund participated in 102.52% of S&P 500 Index downside but only 79.59% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.21% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-2.21%
Beta
0.79
0.62
Upside Capture
79.59%
Downside Capture
102.52%

Expense Ratio

PIDIX has an expense ratio of 0.32%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PIDIX ranks 34 for risk / return — below 34% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


PIDIX Risk / Return Rank: 3434
Overall Rank
PIDIX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
PIDIX Sortino Ratio Rank: 3333
Sortino Ratio Rank
PIDIX Omega Ratio Rank: 3232
Omega Ratio Rank
PIDIX Calmar Ratio Rank: 3535
Calmar Ratio Rank
PIDIX Martin Ratio Rank: 3939
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Principal International Equity Index Fund (PIDIX) and compare them to S&P 500 Index.

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.


PIDIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.54

Omega ratioGain probability vs. loss probability

1.28

1.37

-0.09

Calmar ratioReturn relative to maximum drawdown

2.13

2.78

-0.65

Martin ratioReturn relative to average drawdown

7.95

12.44

-4.49

Dividends

Dividend History

Principal International Equity Index Fund provided a 3.10% dividend yield over the last twelve months, with an annual payout of $0.48 per share.


2.00%3.00%4.00%5.00%6.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.48$0.48$0.64$0.42$0.28$0.60$0.26$0.36$0.35$0.38$0.25$0.34

Dividend yield

3.10%3.43%5.85%3.81%2.82%5.14%2.34%3.36%3.91%3.48%2.82%3.67%

Monthly Dividends

The table displays the monthly dividend distributions for Principal International Equity Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.48$0.48
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.64$0.64
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.42$0.42
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.28$0.28
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.60$0.60

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Principal International Equity Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Principal International Equity Index Fund was 34.13%, occurring on Mar 23, 2020. Recovery took 169 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-34.13%Mar 2020
2y 1mo8mo 1d
2y 9moJan 2018 - Nov 2020
Bear market2022
-29.50%Sep 2022
1y 19d1y 4mo
2y 5moSep 2021 - Feb 2024
2011 bear market2011
-25.83%Oct 2011
5mo 3d1y 6mo
1y 11moMay 2011 - Apr 2013
2016 bear market2016
-23.29%Feb 2016
1y 7mo1y 2mo
2y 10moJul 2014 - May 2017
2010 correction2010
-19.92%Jun 2010
1mo 22d4mo 8d
6moApr 2010 - Oct 2010

Drawdown Indicators


PIDIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-34.13%

-56.78%

+22.65%

Max Drawdown (1Y)

Largest decline over 1 year

-11.31%

-9.10%

-2.21%

Max Drawdown (3Y)

Largest decline over 3 years

-13.59%

-18.90%

+5.31%

Max Drawdown (5Y)

Largest decline over 5 years

-29.50%

-25.43%

-4.07%

Max Drawdown (10Y)

Largest decline over 10 years

-34.13%

-33.92%

-0.21%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-7.47%

-10.71%

+3.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

2.03%

+1.00%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with PIDIX

Add Principal International Equity Index Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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