PortfoliosLab logoPortfoliosLab logo
Principal MidCap S&P 400 Index Fund (PMFMX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US74251T1319
Issuer
Principal
Inception Date
Dec 6, 2000
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Principal MidCap S&P 400 Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


Loading graphics...

S&P 500 Index

Returns By Period

Principal MidCap S&P 400 Index Fund (PMFMX) has returned -0.54% so far this year and 13.29% over the past 12 months. Over the last ten years, PMFMX has returned 10.81% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Principal MidCap S&P 400 Index Fund

1D
-0.85%
1M
-8.10%
YTD
-0.54%
6M
0.93%
1Y
13.29%
3Y*
15.05%
5Y*
8.28%
10Y*
10.81%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 6, 2000, PMFMX's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, your investment would double in approximately 6.8 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2009 with a return of +14.7%, while the worst month was Oct 2008 at -21.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, PMFMX closed higher 52% of trading days. The best single day was Dec 19, 2024 with a return of +13.4%, while the worst single day was Dec 1, 2008 at -10.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.98%4.09%-8.10%-0.54%
20253.80%-4.42%-5.52%-2.31%5.35%3.52%1.55%3.31%0.42%-0.55%1.98%0.05%6.77%
2024-1.76%5.83%5.56%-6.07%4.32%-1.64%5.71%-0.12%1.07%-0.78%8.74%5.53%28.52%
20239.14%-1.86%-3.28%-0.81%-3.27%9.10%4.06%-2.93%-5.32%-5.34%8.41%8.63%15.61%
2022-7.24%1.03%1.32%-7.16%0.68%-9.64%10.77%-3.15%-9.25%10.45%6.03%-5.51%-13.60%
20211.42%6.72%4.60%4.44%0.12%-1.08%0.31%1.87%-4.01%5.77%-2.97%4.86%23.61%

Benchmark Metrics

Principal MidCap S&P 400 Index Fund has an annualized alpha of 2.98%, beta of 1.00, and R² of 0.80 versus S&P 500 Index. Calculated based on daily prices since December 07, 2000.

  • This fund captured 112.81% of S&P 500 Index gains but only 99.95% of its losses — a favorable profile for investors.
  • This fund generated an annualized alpha of 2.98% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • With beta of 1.00 and R² of 0.80, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
2.98%
Beta
1.00
0.80
Upside Capture
112.81%
Downside Capture
99.95%

Expense Ratio

PMFMX has an expense ratio of 0.73%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PMFMX ranks 27 for risk / return — below 27% 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.


PMFMX Risk / Return Rank: 2727
Overall Rank
PMFMX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
PMFMX Sortino Ratio Rank: 2727
Sortino Ratio Rank
PMFMX Omega Ratio Rank: 2525
Omega Ratio Rank
PMFMX Calmar Ratio Rank: 2727
Calmar Ratio Rank
PMFMX Martin Ratio Rank: 3232
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 MidCap S&P 400 Index Fund (PMFMX) and compare them to a chosen benchmark (S&P 500 Index).


PMFMXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.90

-0.24

Sortino ratio

Return per unit of downside risk

1.06

1.39

-0.32

Omega ratio

Gain probability vs. loss probability

1.15

1.21

-0.06

Calmar ratio

Return relative to maximum drawdown

0.81

1.40

-0.59

Martin ratio

Return relative to average drawdown

3.51

6.61

-3.10

Explore PMFMX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Principal MidCap S&P 400 Index Fund provided a 8.25% dividend yield over the last twelve months, with an annual payout of $1.83 per share.


5.00%10.00%15.00%20.00%25.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.83$1.83$5.72$0.71$1.35$1.94$1.45$1.14$1.85$1.44$1.18$1.32

Dividend yield

8.25%8.20%25.27%3.11%6.69%7.76%6.63%5.52%10.65%6.61%5.85%7.40%

Monthly Dividends

The table displays the monthly dividend distributions for Principal MidCap S&P 400 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
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.83$1.83
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.72$5.72
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.71$0.71
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.35$1.35
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.94$1.94

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.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the Principal MidCap S&P 400 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 MidCap S&P 400 Index Fund was 55.43%, occurring on Mar 9, 2009. Recovery took 445 trading sessions.

The current Principal MidCap S&P 400 Index Fund drawdown is 8.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.43%Jul 16, 2007416Mar 9, 2009445Dec 10, 2010861
-42.02%Feb 21, 202022Mar 23, 2020162Nov 10, 2020184
-32.25%Apr 17, 2002123Oct 9, 2002268Oct 31, 2003391
-26.36%May 2, 2011108Oct 3, 2011238Sep 12, 2012346
-25.81%May 22, 200182Sep 21, 2001141Apr 16, 2002223

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...