CMNWX vs. SSSYX
Compare and contrast key facts about Principal Capital Appreciation Fund (CMNWX) and State Street Equity 500 Index Fund Class K (SSSYX).
CMNWX is managed by Principal. It was launched on Nov 24, 1986. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
CMNWX vs. SSSYX - Performance Comparison
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CMNWX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMNWX Principal Capital Appreciation Fund | -3.89% | 13.27% | 32.14% | 25.01% | -16.37% | 27.45% | 18.36% | 32.21% | -4.12% | 20.64% |
SSSYX State Street Equity 500 Index Fund Class K | -4.34% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
Returns By Period
In the year-to-date period, CMNWX achieves a -3.89% return, which is significantly higher than SSSYX's -4.34% return. Both investments have delivered pretty close results over the past 10 years, with CMNWX having a 14.07% annualized return and SSSYX not far behind at 14.02%.
CMNWX
- 1D
- 2.99%
- 1M
- -5.37%
- YTD
- -3.89%
- 6M
- -3.05%
- 1Y
- 14.87%
- 3Y*
- 19.32%
- 5Y*
- 12.60%
- 10Y*
- 14.07%
SSSYX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.15%
- 1Y
- 17.29%
- 3Y*
- 18.28%
- 5Y*
- 11.75%
- 10Y*
- 14.02%
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CMNWX vs. SSSYX - Expense Ratio Comparison
CMNWX has a 0.80% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
CMNWX vs. SSSYX — Risk / Return Rank
CMNWX
SSSYX
CMNWX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Capital Appreciation Fund (CMNWX) and State Street Equity 500 Index Fund Class K (SSSYX). 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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.97 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.39 | 1.49 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.52 | -0.12 |
Martin ratioReturn relative to average drawdown | 6.59 | 7.30 | -0.71 |
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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.97 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.70 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.11 | +0.71 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.11 | +0.58 |
Correlation
The correlation between CMNWX and SSSYX is 0.97, 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. SSSYX - Dividend Comparison
CMNWX's dividend yield for the trailing twelve months is around 9.10%, more than SSSYX's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMNWX Principal Capital Appreciation Fund | 9.10% | 8.75% | 10.03% | 0.71% | 0.69% | 9.52% | 5.33% | 8.37% | 46.60% | 7.72% | 10.32% | 5.42% |
SSSYX State Street Equity 500 Index Fund Class K | 1.51% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
CMNWX vs. SSSYX - Drawdown Comparison
The maximum CMNWX drawdown since its inception was -50.43%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for CMNWX and SSSYX.
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Drawdown Indicators
| CMNWX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.43% | -91.48% | +41.05% |
Max Drawdown (1Y)Largest decline over 1 year | -11.50% | -12.10% | +0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -23.35% | -24.49% | +1.14% |
Max Drawdown (10Y)Largest decline over 10 years | -33.26% | -91.48% | +58.22% |
Current DrawdownCurrent decline from peak | -6.19% | -6.22% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -6.99% | -4.20% | -2.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.52% | -0.08% |
Volatility
CMNWX vs. SSSYX - Volatility Comparison
Principal Capital Appreciation Fund (CMNWX) has a higher volatility of 5.65% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 5.34%. This indicates that CMNWX's price experiences larger fluctuations and is considered to be riskier than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMNWX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.65% | 5.34% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 10.00% | 9.53% | +0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.54% | 18.29% | -0.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.81% | 16.89% | -0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.17% | 124.43% | -107.26% |