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CMPIX vs. ACWI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

CMPIX vs. ACWI

Last updated May 12, 2025

Compare and contrast key facts about Principal Core Fixed Income (CMPIX) and iShares MSCI ACWI ETF (ACWI).

CMPIX is managed by Principal. It was launched on Dec 15, 1975. ACWI is a passively managed fund by iShares that tracks the performance of the MSCI All Country World Index. It was launched on Mar 26, 2008.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CMPIX or ACWI.

Correlation

The correlation between CMPIX and ACWI is 0.80, 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.

Performance

CMPIX vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Core Fixed Income (CMPIX) and iShares MSCI ACWI ETF (ACWI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

CMPIX:

4.90%

ACWI:

6.27%

Max Drawdown

CMPIX:

-0.47%

ACWI:

-0.58%

Current Drawdown

CMPIX:

-0.47%

ACWI:

-0.03%

Returns By Period

CMPIX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

ACWI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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CMPIX vs. ACWI - Expense Ratio Comparison

CMPIX has a 0.74% expense ratio, which is higher than ACWI's 0.32% expense ratio.

CMPIX
Principal Core Fixed Income
ACWI
iShares MSCI ACWI ETF

Risk-Adjusted Performance

CMPIX vs. ACWI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CMPIX
The Risk-Adjusted Performance Rank of CMPIX is 6767
Overall Rank
The Sharpe Ratio Rank of CMPIX is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of CMPIX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of CMPIX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of CMPIX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of CMPIX is 6161
Martin Ratio Rank
ACWI
The Risk-Adjusted Performance Rank of ACWI is 6969
Overall Rank
The Sharpe Ratio Rank of ACWI is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ACWI is 6666
Sortino Ratio Rank
The Omega Ratio Rank of ACWI is 6969
Omega Ratio Rank
The Calmar Ratio Rank of ACWI is 7272
Calmar Ratio Rank
The Martin Ratio Rank of ACWI is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CMPIX vs. ACWI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Core Fixed Income (CMPIX) and iShares MSCI ACWI ETF (ACWI). 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.

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Dividends

CMPIX vs. ACWI - Dividend Comparison

CMPIX's dividend yield for the trailing twelve months is around 3.04%, more than ACWI's 1.68% yield.

TTM20242023202220212020201920182017201620152014
CMPIX
Principal Core Fixed Income		3.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ACWI
iShares MSCI ACWI ETF		1.68%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CMPIX vs. ACWI - Drawdown Comparison

The maximum CMPIX drawdown since its inception was -0.47%, smaller than the maximum ACWI drawdown of -0.58%. Use the drawdown chart below to compare losses from any high point for CMPIX and ACWI. For additional features, visit the drawdowns tool.

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Volatility

CMPIX vs. ACWI - Volatility Comparison

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