CMPGX vs. VSBIX
Compare and contrast key facts about Principal Government & High Quality Bond Fund (CMPGX) and Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX).
CMPGX is managed by Principal Funds. It was launched on May 3, 1984. VSBIX is managed by Vanguard. It was launched on Aug 23, 2010.
Performance
CMPGX vs. VSBIX - Performance Comparison
Loading graphics...
CMPGX vs. VSBIX - 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% |
VSBIX Vanguard Short-Term Treasury Index Fund Institutional Shares | 0.28% | 5.11% | 4.37% | 4.28% | -3.87% | -0.67% | 3.11% | 3.53% | 1.52% | 0.40% |
Returns By Period
In the year-to-date period, CMPGX achieves a 0.03% return, which is significantly lower than VSBIX's 0.28% return. Over the past 10 years, CMPGX has underperformed VSBIX with an annualized return of 0.61%, while VSBIX has yielded a comparatively higher 1.76% 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%
VSBIX
- 1D
- 0.04%
- 1M
- -0.33%
- YTD
- 0.28%
- 6M
- 1.24%
- 1Y
- 3.69%
- 3Y*
- 4.12%
- 5Y*
- 1.86%
- 10Y*
- 1.76%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CMPGX vs. VSBIX - Expense Ratio Comparison
CMPGX has a 0.78% expense ratio, which is higher than VSBIX's 0.05% expense ratio.
Return for Risk
CMPGX vs. VSBIX — Risk / Return Rank
CMPGX
VSBIX
CMPGX vs. VSBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Government & High Quality Bond Fund (CMPGX) and Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX). 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 | VSBIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 2.65 | -1.71 |
Sortino ratioReturn per unit of downside risk | 1.32 | 4.33 | -3.01 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.58 | -0.41 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 4.70 | -3.18 |
Martin ratioReturn relative to average drawdown | 4.29 | 18.02 | -13.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CMPGX | VSBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 2.65 | -1.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.96 | -1.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 1.16 | -1.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 1.09 | -0.26 |
Correlation
The correlation between CMPGX and VSBIX is 0.69, 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. VSBIX - Dividend Comparison
CMPGX's dividend yield for the trailing twelve months is around 3.23%, less than VSBIX's 3.59% 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% |
VSBIX Vanguard Short-Term Treasury Index Fund Institutional Shares | 3.59% | 3.99% | 4.52% | 3.31% | 1.14% | 0.65% | 1.74% | 2.28% | 1.81% | 1.11% | 0.80% | 0.74% |
Drawdowns
CMPGX vs. VSBIX - Drawdown Comparison
The maximum CMPGX drawdown since its inception was -19.56%, which is greater than VSBIX's maximum drawdown of -5.74%. Use the drawdown chart below to compare losses from any high point for CMPGX and VSBIX.
Loading graphics...
Drawdown Indicators
| CMPGX | VSBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.56% | -5.74% | -13.82% |
Max Drawdown (1Y)Largest decline over 1 year | -3.35% | -0.81% | -2.54% |
Max Drawdown (5Y)Largest decline over 5 years | -19.17% | -5.74% | -13.43% |
Max Drawdown (10Y)Largest decline over 10 years | -19.56% | -5.74% | -13.82% |
Current DrawdownCurrent decline from peak | -3.64% | -0.44% | -3.20% |
Average DrawdownAverage peak-to-trough decline | -2.41% | -0.59% | -1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 0.21% | +0.98% |
Volatility
CMPGX vs. VSBIX - Volatility Comparison
Principal Government & High Quality Bond Fund (CMPGX) has a higher volatility of 1.93% compared to Vanguard Short-Term Treasury Index Fund Institutional Shares (VSBIX) at 0.51%. This indicates that CMPGX's price experiences larger fluctuations and is considered to be riskier than VSBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CMPGX | VSBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.93% | 0.51% | +1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 2.81% | 0.82% | +1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.93% | 1.42% | +3.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.59% | 1.94% | +4.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.94% | 1.53% | +3.41% |