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CMNWX vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

CMNWX vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Capital Appreciation Fund (CMNWX) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.56%
7.81%
CMNWX
JEPI

Returns By Period

In the year-to-date period, CMNWX achieves a 27.24% return, which is significantly higher than JEPI's 14.85% return.


CMNWX

YTD

27.24%

1M

1.82%

6M

12.55%

1Y

34.21%

5Y (annualized)

11.22%

10Y (annualized)

4.42%

JEPI

YTD

14.85%

1M

0.36%

6M

7.81%

1Y

17.75%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


CMNWXJEPI
Sharpe Ratio2.742.57
Sortino Ratio3.703.57
Omega Ratio1.511.51
Calmar Ratio3.894.69
Martin Ratio17.9618.13
Ulcer Index1.89%1.00%
Daily Std Dev12.40%7.05%
Max Drawdown-57.43%-13.71%
Current Drawdown-1.40%-1.00%

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CMNWX vs. JEPI - Expense Ratio Comparison

CMNWX has a 0.80% expense ratio, which is higher than JEPI's 0.35% 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 JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Correlation

-0.50.00.51.00.8

The correlation between CMNWX and JEPI is 0.82, 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. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Capital Appreciation Fund (CMNWX) and JPMorgan Equity Premium Income ETF (JEPI). 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 2.74, compared to the broader market-1.000.001.002.003.004.005.002.742.57
The chart of Sortino ratio for CMNWX, currently valued at 3.70, compared to the broader market0.005.0010.003.703.57
The chart of Omega ratio for CMNWX, currently valued at 1.51, compared to the broader market1.002.003.004.001.511.51
The chart of Calmar ratio for CMNWX, currently valued at 3.89, compared to the broader market0.005.0010.0015.0020.0025.003.894.69
The chart of Martin ratio for CMNWX, currently valued at 17.96, compared to the broader market0.0020.0040.0060.0080.00100.0017.9618.13
CMNWX
JEPI

The current CMNWX Sharpe Ratio is 2.74, which is comparable to the JEPI Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of CMNWX and JEPI, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.74
2.57
CMNWX
JEPI

Dividends

CMNWX vs. JEPI - Dividend Comparison

CMNWX's dividend yield for the trailing twelve months is around 0.55%, less than JEPI's 7.12% 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%
JEPI
JPMorgan Equity Premium Income ETF
7.12%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CMNWX vs. JEPI - Drawdown Comparison

The maximum CMNWX drawdown since its inception was -57.43%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for CMNWX and JEPI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.40%
-1.00%
CMNWX
JEPI

Volatility

CMNWX vs. JEPI - Volatility Comparison

Principal Capital Appreciation Fund (CMNWX) has a higher volatility of 4.29% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.14%. This indicates that CMNWX's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.29%
2.14%
CMNWX
JEPI