CMNWX vs. XLK

In the year-to-date period, CMNWX achieves a -4.77% return, which is significantly higher than XLK's -7.95% return. Over the past 10 years, CMNWX has underperformed XLK with an annualized return of 3.30%, while XLK has yielded a comparatively higher 18.88% annualized return.

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CMNWX has a 0.80% expense ratio, which is higher than XLK's 0.13% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Principal Capital Appreciation Fund (CMNWX) and Technology Select Sector SPDR Fund (XLK). 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.

The current CMNWX Sharpe Ratio is 0.37, which is comparable to the XLK Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of CMNWX and XLK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CMNWX's dividend yield for the trailing twelve months is around 0.49%, less than XLK's 0.73% yield.

The maximum CMNWX drawdown since its inception was -57.43%, smaller than the maximum XLK drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for CMNWX and XLK. For additional features, visit the drawdowns tool.

The current volatility for Principal Capital Appreciation Fund (CMNWX) is 10.53%, while Technology Select Sector SPDR Fund (XLK) has a volatility of 15.69%. This indicates that CMNWX experiences smaller price fluctuations and is considered to be less risky than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.