CMPGX vs. FUMBX
Compare and contrast key facts about Principal Government & High Quality Bond Fund (CMPGX) and Fidelity Short-Term Treasury Bond Index Fund (FUMBX).
CMPGX is managed by Principal Funds. It was launched on May 3, 1984. FUMBX is a passively managed fund by Fidelity that tracks the performance of the Bloomberg Barclays 1-5 Year U.S. Treasury Index. It was launched on Dec 20, 2005.
Performance
CMPGX vs. FUMBX - Performance Comparison
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CMPGX vs. FUMBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMPGX Principal Government & High Quality Bond Fund | 0.03% | 7.56% | 0.46% | 3.98% | -12.34% | -1.80% | 2.50% | 6.12% | 0.52% | -0.05% |
FUMBX Fidelity Short-Term Treasury Bond Index Fund | 0.16% | 5.83% | 3.25% | 4.47% | -5.84% | -1.38% | 4.22% | 4.19% | 1.47% | -0.33% |
Returns By Period
In the year-to-date period, CMPGX achieves a 0.03% return, which is significantly lower than FUMBX's 0.16% return.
CMPGX
- 1D
- 0.00%
- 1M
- -1.41%
- YTD
- 0.03%
- 6M
- 0.77%
- 1Y
- 4.45%
- 3Y*
- 3.09%
- 5Y*
- -0.55%
- 10Y*
- 0.61%
FUMBX
- 1D
- 0.00%
- 1M
- -0.41%
- YTD
- 0.16%
- 6M
- 1.12%
- 1Y
- 3.92%
- 3Y*
- 3.89%
- 5Y*
- 1.36%
- 10Y*
- —
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CMPGX vs. FUMBX - Expense Ratio Comparison
CMPGX has a 0.78% expense ratio, which is higher than FUMBX's 0.03% expense ratio.
Return for Risk
CMPGX vs. FUMBX — Risk / Return Rank
CMPGX
FUMBX
CMPGX vs. FUMBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Government & High Quality Bond Fund (CMPGX) and Fidelity Short-Term Treasury Bond Index Fund (FUMBX). 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.
| CMPGX | FUMBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 1.65 | -0.79 |
Sortino ratioReturn per unit of downside risk | 1.22 | 2.61 | -1.39 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.35 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 2.49 | -1.13 |
Martin ratioReturn relative to average drawdown | 3.83 | 8.60 | -4.77 |
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
| CMPGX | FUMBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.65 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.47 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.74 | +0.09 |
Correlation
The correlation between CMPGX and FUMBX is 0.77, 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
CMPGX vs. FUMBX - Dividend Comparison
CMPGX's dividend yield for the trailing twelve months is around 3.23%, less than FUMBX's 3.67% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMPGX Principal Government & High Quality Bond Fund | 3.23% | 3.44% | 2.84% | 2.19% | 1.35% | 1.08% | 2.00% | 2.43% | 2.65% | 3.30% | 3.76% | 2.96% |
FUMBX Fidelity Short-Term Treasury Bond Index Fund | 3.67% | 3.51% | 2.91% | 1.64% | 0.86% | 1.15% | 1.41% | 1.88% | 1.64% | 0.34% | 0.00% | 0.00% |
Drawdowns
CMPGX vs. FUMBX - Drawdown Comparison
The maximum CMPGX drawdown since its inception was -19.56%, which is greater than FUMBX's maximum drawdown of -8.83%. Use the drawdown chart below to compare losses from any high point for CMPGX and FUMBX.
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Drawdown Indicators
| CMPGX | FUMBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.56% | -8.83% | -10.73% |
Max Drawdown (1Y)Largest decline over 1 year | -3.35% | -1.54% | -1.81% |
Max Drawdown (5Y)Largest decline over 5 years | -19.17% | -8.60% | -10.57% |
Max Drawdown (10Y)Largest decline over 10 years | -19.56% | — | — |
Current DrawdownCurrent decline from peak | -3.64% | -0.80% | -2.84% |
Average DrawdownAverage peak-to-trough decline | -2.41% | -1.88% | -0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 0.44% | +0.75% |
Volatility
CMPGX vs. FUMBX - Volatility Comparison
Principal Government & High Quality Bond Fund (CMPGX) has a higher volatility of 1.92% compared to Fidelity Short-Term Treasury Bond Index Fund (FUMBX) at 0.83%. This indicates that CMPGX's price experiences larger fluctuations and is considered to be riskier than FUMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMPGX | FUMBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.92% | 0.83% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 2.80% | 1.39% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.91% | 2.32% | +2.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.59% | 2.89% | +3.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.94% | 2.49% | +2.45% |