CMPGX vs. MDSIX
Compare and contrast key facts about Principal Government & High Quality Bond Fund (CMPGX) and Integrity Short Term Government Fund (MDSIX).
CMPGX is managed by Principal Funds. It was launched on May 3, 1984. MDSIX is managed by MD Sass. It was launched on Jun 29, 2011.
Performance
CMPGX vs. MDSIX - Performance Comparison
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CMPGX vs. MDSIX - 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% | 1.36% |
MDSIX Integrity Short Term Government Fund | 0.36% | 6.91% | 6.90% | 4.30% | -7.23% | -1.14% | 2.76% | 3.54% | 2.21% | 1.19% |
Returns By Period
In the year-to-date period, CMPGX achieves a 0.03% return, which is significantly lower than MDSIX's 0.36% return. Over the past 10 years, CMPGX has underperformed MDSIX with an annualized return of 0.61%, while MDSIX has yielded a comparatively higher 1.87% annualized return.
CMPGX
- 1D
- 0.33%
- 1M
- -1.62%
- YTD
- 0.03%
- 6M
- 0.99%
- 1Y
- 4.22%
- 3Y*
- 3.09%
- 5Y*
- -0.55%
- 10Y*
- 0.61%
MDSIX
- 1D
- 0.00%
- 1M
- -0.78%
- YTD
- 0.36%
- 6M
- 1.57%
- 1Y
- 4.85%
- 3Y*
- 5.51%
- 5Y*
- 1.90%
- 10Y*
- 1.87%
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CMPGX vs. MDSIX - Expense Ratio Comparison
CMPGX has a 0.78% expense ratio, which is higher than MDSIX's 0.55% expense ratio.
Return for Risk
CMPGX vs. MDSIX — Risk / Return Rank
CMPGX
MDSIX
CMPGX vs. MDSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Government & High Quality Bond Fund (CMPGX) and Integrity Short Term Government Fund (MDSIX). 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 | MDSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 2.28 | -1.35 |
Sortino ratioReturn per unit of downside risk | 1.32 | 3.69 | -2.37 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.47 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 4.55 | -3.03 |
Martin ratioReturn relative to average drawdown | 4.29 | 18.04 | -13.75 |
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 | MDSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 2.28 | -1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.58 | -0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.60 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.59 | +0.24 |
Correlation
The correlation between CMPGX and MDSIX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CMPGX vs. MDSIX - Dividend Comparison
CMPGX's dividend yield for the trailing twelve months is around 3.23%, more than MDSIX's 3.13% 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% |
MDSIX Integrity Short Term Government Fund | 3.13% | 2.54% | 3.91% | 1.51% | 0.93% | 1.90% | 4.41% | 3.50% | 3.70% | 3.01% | 2.50% | 2.44% |
Drawdowns
CMPGX vs. MDSIX - Drawdown Comparison
The maximum CMPGX drawdown since its inception was -19.56%, which is greater than MDSIX's maximum drawdown of -11.28%. Use the drawdown chart below to compare losses from any high point for CMPGX and MDSIX.
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Drawdown Indicators
| CMPGX | MDSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.56% | -11.28% | -8.28% |
Max Drawdown (1Y)Largest decline over 1 year | -3.35% | -1.22% | -2.13% |
Max Drawdown (5Y)Largest decline over 5 years | -19.17% | -11.11% | -8.06% |
Max Drawdown (10Y)Largest decline over 10 years | -19.56% | -11.28% | -8.28% |
Current DrawdownCurrent decline from peak | -3.64% | -0.89% | -2.75% |
Average DrawdownAverage peak-to-trough decline | -2.41% | -1.26% | -1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 0.31% | +0.88% |
Volatility
CMPGX vs. MDSIX - Volatility Comparison
Principal Government & High Quality Bond Fund (CMPGX) has a higher volatility of 1.93% compared to Integrity Short Term Government Fund (MDSIX) at 0.90%. This indicates that CMPGX's price experiences larger fluctuations and is considered to be riskier than MDSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMPGX | MDSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.93% | 0.90% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 2.81% | 1.49% | +1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.93% | 2.30% | +2.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.59% | 3.30% | +3.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.94% | 3.13% | +1.81% |