PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CMNWX vs. AWSHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

CMNWX vs. AWSHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Capital Appreciation Fund (CMNWX) and American Funds Washington Mutual Investors Fund Class A (AWSHX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
13.30%
10.72%
CMNWX
AWSHX

Returns By Period

In the year-to-date period, CMNWX achieves a 28.61% return, which is significantly higher than AWSHX's 20.84% return. Over the past 10 years, CMNWX has underperformed AWSHX with an annualized return of 4.50%, while AWSHX has yielded a comparatively higher 11.19% annualized return.


CMNWX

YTD

28.61%

1M

3.94%

6M

13.30%

1Y

35.03%

5Y (annualized)

11.44%

10Y (annualized)

4.50%

AWSHX

YTD

20.84%

1M

1.24%

6M

10.72%

1Y

27.03%

5Y (annualized)

12.44%

10Y (annualized)

11.19%

Key characteristics


CMNWXAWSHX
Sharpe Ratio2.822.57
Sortino Ratio3.793.54
Omega Ratio1.521.48
Calmar Ratio4.054.78
Martin Ratio18.5117.12
Ulcer Index1.89%1.58%
Daily Std Dev12.41%10.50%
Max Drawdown-57.43%-53.26%
Current Drawdown-0.34%-0.86%

Compare stocks, funds, or ETFs

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


CMNWX vs. AWSHX - Expense Ratio Comparison

CMNWX has a 0.80% expense ratio, which is higher than AWSHX's 0.58% expense ratio.


CMNWX
Principal Capital Appreciation Fund
Expense ratio chart for CMNWX: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for AWSHX: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%

Correlation

-0.50.00.51.00.8

The correlation between CMNWX and AWSHX is 0.81, 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.

Risk-Adjusted Performance

CMNWX vs. AWSHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Capital Appreciation Fund (CMNWX) and American Funds Washington Mutual Investors Fund Class A (AWSHX). 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.


Sharpe ratio
The chart of Sharpe ratio for CMNWX, currently valued at 2.82, compared to the broader market-1.000.001.002.003.004.005.002.822.57
The chart of Sortino ratio for CMNWX, currently valued at 3.79, compared to the broader market0.005.0010.003.793.54
The chart of Omega ratio for CMNWX, currently valued at 1.52, compared to the broader market1.002.003.004.001.521.48
The chart of Calmar ratio for CMNWX, currently valued at 4.05, compared to the broader market0.005.0010.0015.0020.004.054.78
The chart of Martin ratio for CMNWX, currently valued at 18.50, compared to the broader market0.0020.0040.0060.0080.00100.0018.5117.12
CMNWX
AWSHX

The current CMNWX Sharpe Ratio is 2.82, which is comparable to the AWSHX Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of CMNWX and AWSHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.82
2.57
CMNWX
AWSHX

Dividends

CMNWX vs. AWSHX - Dividend Comparison

CMNWX's dividend yield for the trailing twelve months is around 0.55%, less than AWSHX's 1.47% yield.


TTM20232022202120202019201820172016201520142013
CMNWX
Principal Capital Appreciation Fund
0.55%0.71%0.69%0.43%0.78%0.93%1.62%1.01%1.07%1.19%0.92%0.76%
AWSHX
American Funds Washington Mutual Investors Fund Class A
1.47%1.67%1.95%1.41%1.73%1.83%2.09%1.87%1.92%2.11%2.04%4.96%

Drawdowns

CMNWX vs. AWSHX - Drawdown Comparison

The maximum CMNWX drawdown since its inception was -57.43%, which is greater than AWSHX's maximum drawdown of -53.26%. Use the drawdown chart below to compare losses from any high point for CMNWX and AWSHX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.34%
-0.86%
CMNWX
AWSHX

Volatility

CMNWX vs. AWSHX - Volatility Comparison

Principal Capital Appreciation Fund (CMNWX) has a higher volatility of 4.22% compared to American Funds Washington Mutual Investors Fund Class A (AWSHX) at 3.42%. This indicates that CMNWX's price experiences larger fluctuations and is considered to be riskier than AWSHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.22%
3.42%
CMNWX
AWSHX