CMPGX vs. VEDTX
CMPGX (Principal Government & High Quality Bond Fund) and VEDTX (Vanguard Extended Duration Treasury Index Fund) are both Government Bonds funds. Over the past 10 years, CMPGX returned 0.63%/yr vs -3.27%/yr for VEDTX. A 0.66 correlation means they provide meaningful diversification when combined. CMPGX charges 0.78%/yr vs 0.06%/yr for VEDTX.
Performance
CMPGX vs. VEDTX - Performance Comparison
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Returns By Period
In the year-to-date period, CMPGX achieves a 0.53% return, which is significantly lower than VEDTX's 2.84% return. Over the past 10 years, CMPGX has outperformed VEDTX with an annualized return of 0.63%, while VEDTX has yielded a comparatively lower -3.27% annualized return.
CMPGX
- 1D
- 0.44%
- 1M
- 0.77%
- YTD
- 0.53%
- 6M
- 0.61%
- 1Y
- 4.69%
- 3Y*
- 3.51%
- 5Y*
- -0.36%
- 10Y*
- 0.63%
VEDTX
- 1D
- 2.10%
- 1M
- 5.11%
- YTD
- 2.84%
- 6M
- 1.60%
- 1Y
- 4.89%
- 3Y*
- -4.66%
- 5Y*
- -9.78%
- 10Y*
- -3.27%
CMPGX vs. VEDTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMPGX Principal Government & High Quality Bond Fund | 0.53% | 7.56% | 0.46% | 3.98% | -12.34% | -1.80% | 2.50% | 6.12% | 0.52% | 1.36% |
VEDTX Vanguard Extended Duration Treasury Index Fund | 2.84% | 1.34% | -13.35% | 2.15% | -39.40% | -6.52% | 24.20% | 19.16% | -3.50% | 12.69% |
Correlation
The correlation between CMPGX and VEDTX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2007 | 0.66 |
The correlation between CMPGX and VEDTX shifts across timeframes, from 0.66 (all time) to 0.84 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
CMPGX vs. VEDTX — Risk / Return Rank
CMPGX
VEDTX
CMPGX vs. VEDTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Government & High Quality Bond Fund (CMPGX) and Vanguard Extended Duration Treasury Index Fund (VEDTX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CMPGX | VEDTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.77 | ||
| Sortino ratioReturn per unit of downside risk | +1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.07 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 0.41 | +1.01 |
| Martin ratioReturn relative to average drawdown | 4.43 | 0.91 | +3.52 |
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Drawdowns
CMPGX vs. VEDTX - Drawdown Comparison
The maximum CMPGX drawdown since its inception was -19.56%, smaller than the maximum VEDTX drawdown of -60.00%. Use the drawdown chart below to compare losses from any high point for CMPGX and VEDTX.
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Drawdown Indicators
| CMPGX | VEDTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.56% | -60.00% | +40.44% |
Max Drawdown (1Y)Largest decline over 1 year | -3.39% | -12.41% | +9.02% |
Max Drawdown (3Y)Largest decline over 3 years | -8.19% | -26.95% | +18.76% |
Max Drawdown (5Y)Largest decline over 5 years | -19.17% | -55.15% | +35.98% |
Max Drawdown (10Y)Largest decline over 10 years | -19.56% | -60.00% | +40.44% |
Current DrawdownCurrent decline from peak | -3.16% | -52.72% | +49.56% |
Average DrawdownAverage peak-to-trough decline | -2.42% | -23.58% | +21.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 5.56% | -4.47% |
Volatility
CMPGX vs. VEDTX - Volatility Comparison
The current volatility for Principal Government & High Quality Bond Fund (CMPGX) is 1.44%, while Vanguard Extended Duration Treasury Index Fund (VEDTX) has a volatility of 3.78%. This indicates that CMPGX experiences smaller price fluctuations and is considered to be less risky than VEDTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMPGX | VEDTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.44% | 3.78% | -2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 3.34% | 10.10% | -6.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.32% | 14.49% | -10.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.67% | 21.85% | -15.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.99% | 20.10% | -15.11% |
CMPGX vs. VEDTX - Expense Ratio Comparison
CMPGX has a 0.78% expense ratio, which is higher than VEDTX's 0.06% expense ratio.
Dividends
CMPGX vs. VEDTX - Dividend Comparison
CMPGX's dividend yield for the trailing twelve months is around 3.59%, less than VEDTX's 4.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMPGX Principal Government & High Quality Bond Fund | 3.59% | 3.44% | 2.84% | 2.19% | 1.35% | 1.08% | 2.00% | 2.43% | 2.65% | 3.30% | 3.76% | 2.96% |
VEDTX Vanguard Extended Duration Treasury Index Fund | 4.81% | 4.94% | 4.68% | 3.55% | 3.30% | 1.96% | 5.56% | 3.53% | 2.94% | 2.23% | 5.34% | 4.28% |
Frequently Asked Questions
CMPGX and VEDTX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VEDTX has higher volatility (3.78%) compared to CMPGX (1.44%). In terms of maximum drawdown, CMPGX dropped -19.56% vs VEDTX's -60.00%.
CMPGX currently has the higher Sharpe Ratio (1.12 vs 0.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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