CMNWX vs. DFIEX
Compare and contrast key facts about Principal Capital Appreciation Fund (CMNWX) and DFA International Core Equity Portfolio I (DFIEX).
CMNWX is managed by Principal. It was launched on Nov 24, 1986. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
CMNWX vs. DFIEX - Performance Comparison
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CMNWX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMNWX Principal Capital Appreciation Fund | -3.10% | 13.27% | 32.14% | 25.01% | -16.37% | 27.45% | 18.36% | 32.21% | -4.12% | 20.64% |
DFIEX DFA International Core Equity Portfolio I | 4.28% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, CMNWX achieves a -3.10% return, which is significantly lower than DFIEX's 4.28% return. Over the past 10 years, CMNWX has outperformed DFIEX with an annualized return of 14.16%, while DFIEX has yielded a comparatively lower 9.79% annualized return.
CMNWX
- 1D
- 0.82%
- 1M
- -3.50%
- YTD
- -3.10%
- 6M
- -2.38%
- 1Y
- 15.01%
- 3Y*
- 19.65%
- 5Y*
- 12.79%
- 10Y*
- 14.16%
DFIEX
- 1D
- 1.44%
- 1M
- -2.09%
- YTD
- 4.28%
- 6M
- 9.56%
- 1Y
- 32.02%
- 3Y*
- 17.30%
- 5Y*
- 9.72%
- 10Y*
- 9.79%
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CMNWX vs. DFIEX - Expense Ratio Comparison
CMNWX has a 0.80% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
CMNWX vs. DFIEX — Risk / Return Rank
CMNWX
DFIEX
CMNWX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Capital Appreciation Fund (CMNWX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| CMNWX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 2.05 | -1.14 |
Sortino ratioReturn per unit of downside risk | 1.42 | 2.66 | -1.24 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.41 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.43 | 2.84 | -1.42 |
Martin ratioReturn relative to average drawdown | 6.65 | 11.17 | -4.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CMNWX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 2.05 | -1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.62 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.60 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.35 | +0.34 |
Correlation
The correlation between CMNWX and DFIEX is 0.78, 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
CMNWX vs. DFIEX - Dividend Comparison
CMNWX's dividend yield for the trailing twelve months is around 9.03%, more than DFIEX's 3.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMNWX Principal Capital Appreciation Fund | 9.03% | 8.75% | 10.03% | 0.71% | 0.69% | 9.52% | 5.33% | 8.37% | 46.60% | 7.72% | 10.32% | 5.42% |
DFIEX DFA International Core Equity Portfolio I | 3.10% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
CMNWX vs. DFIEX - Drawdown Comparison
The maximum CMNWX drawdown since its inception was -50.43%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for CMNWX and DFIEX.
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Drawdown Indicators
| CMNWX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.43% | -62.22% | +11.79% |
Max Drawdown (1Y)Largest decline over 1 year | -8.91% | -11.01% | +2.10% |
Max Drawdown (5Y)Largest decline over 5 years | -23.35% | -28.66% | +5.31% |
Max Drawdown (10Y)Largest decline over 10 years | -33.26% | -41.04% | +7.78% |
Current DrawdownCurrent decline from peak | -5.42% | -6.42% | +1.00% |
Average DrawdownAverage peak-to-trough decline | -6.99% | -12.26% | +5.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 2.80% | -0.34% |
Volatility
CMNWX vs. DFIEX - Volatility Comparison
The current volatility for Principal Capital Appreciation Fund (CMNWX) is 5.67%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 6.66%. This indicates that CMNWX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMNWX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.67% | 6.66% | -0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 10.52% | -0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.55% | 15.92% | +1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.81% | 15.66% | +1.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.16% | 16.35% | +0.81% |