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CMPGX vs. RFBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CMPGX vs. RFBAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Government & High Quality Bond Fund (CMPGX) and Davis Government Bond Fund (RFBAX). The values are adjusted to include any dividend payments, if applicable.

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CMPGX vs. RFBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
RFBAX
Davis Government Bond Fund
0.51%4.49%4.33%3.63%-5.29%-1.48%1.69%3.23%0.42%0.21%

Returns By Period

In the year-to-date period, CMPGX achieves a 0.03% return, which is significantly lower than RFBAX's 0.51% return. Over the past 10 years, CMPGX has underperformed RFBAX with an annualized return of 0.61%, while RFBAX has yielded a comparatively higher 1.05% 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%

RFBAX

1D
0.19%
1M
-0.39%
YTD
0.51%
6M
1.06%
1Y
3.21%
3Y*
3.91%
5Y*
1.25%
10Y*
1.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CMPGX vs. RFBAX - Expense Ratio Comparison

CMPGX has a 0.78% expense ratio, which is lower than RFBAX's 1.00% expense ratio.


Return for Risk

CMPGX vs. RFBAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CMPGX
CMPGX Risk / Return Rank: 3737
Overall Rank
CMPGX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
CMPGX Sortino Ratio Rank: 3434
Sortino Ratio Rank
CMPGX Omega Ratio Rank: 2626
Omega Ratio Rank
CMPGX Calmar Ratio Rank: 5252
Calmar Ratio Rank
CMPGX Martin Ratio Rank: 3232
Martin Ratio Rank

RFBAX
RFBAX Risk / Return Rank: 9292
Overall Rank
RFBAX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
RFBAX Sortino Ratio Rank: 9191
Sortino Ratio Rank
RFBAX Omega Ratio Rank: 9292
Omega Ratio Rank
RFBAX Calmar Ratio Rank: 9898
Calmar Ratio Rank
RFBAX Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CMPGX vs. RFBAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Government & High Quality Bond Fund (CMPGX) and Davis Government Bond Fund (RFBAX). 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.


CMPGXRFBAXDifference

Sharpe ratio

Return per unit of total volatility

0.93

1.71

-0.78

Sortino ratio

Return per unit of downside risk

1.32

2.74

-1.43

Omega ratio

Gain probability vs. loss probability

1.17

1.46

-0.29

Calmar ratio

Return relative to maximum drawdown

1.52

4.77

-3.25

Martin ratio

Return relative to average drawdown

4.29

16.11

-11.82

CMPGX vs. RFBAX - Sharpe Ratio Comparison

The current CMPGX Sharpe Ratio is 0.93, which is lower than the RFBAX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of CMPGX and RFBAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CMPGXRFBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.71

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

0.61

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.59

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

1.05

-0.22

Correlation

The correlation between CMPGX and RFBAX is 0.63, 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. RFBAX - Dividend Comparison

CMPGX's dividend yield for the trailing twelve months is around 3.23%, more than RFBAX's 2.77% yield.


TTM20252024202320222021202020192018201720162015
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%
RFBAX
Davis Government Bond Fund
2.77%3.01%3.23%2.15%0.80%0.57%0.93%1.67%1.17%0.59%0.68%0.75%

Drawdowns

CMPGX vs. RFBAX - Drawdown Comparison

The maximum CMPGX drawdown since its inception was -19.56%, which is greater than RFBAX's maximum drawdown of -8.03%. Use the drawdown chart below to compare losses from any high point for CMPGX and RFBAX.


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Drawdown Indicators


CMPGXRFBAXDifference

Max Drawdown

Largest peak-to-trough decline

-19.56%

-8.03%

-11.53%

Max Drawdown (1Y)

Largest decline over 1 year

-3.35%

-0.77%

-2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-19.17%

-7.61%

-11.56%

Max Drawdown (10Y)

Largest decline over 10 years

-19.56%

-8.03%

-11.53%

Current Drawdown

Current decline from peak

-3.64%

-0.39%

-3.25%

Average Drawdown

Average peak-to-trough decline

-2.41%

-1.19%

-1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

0.23%

+0.96%

Volatility

CMPGX vs. RFBAX - Volatility Comparison

Principal Government & High Quality Bond Fund (CMPGX) has a higher volatility of 1.93% compared to Davis Government Bond Fund (RFBAX) at 0.48%. This indicates that CMPGX's price experiences larger fluctuations and is considered to be riskier than RFBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMPGXRFBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.93%

0.48%

+1.45%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

1.21%

+1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

4.93%

1.94%

+2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.59%

2.06%

+4.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.94%

1.78%

+3.16%