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CMPIX vs. PCBIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CMPIX vs. PCBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Core Fixed Income (CMPIX) and Principal MidCap Fund Institutional Class (PCBIX). The values are adjusted to include any dividend payments, if applicable.

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CMPIX vs. PCBIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMPIX
Principal Core Fixed Income
-0.72%6.76%1.26%4.89%-13.34%-2.03%7.84%8.59%-0.24%4.16%
PCBIX
Principal MidCap Fund Institutional Class
-12.96%1.62%23.63%25.92%-23.16%25.22%18.25%49.40%-6.86%25.32%

Returns By Period

In the year-to-date period, CMPIX achieves a -0.72% return, which is significantly higher than PCBIX's -12.96% return. Over the past 10 years, CMPIX has underperformed PCBIX with an annualized return of 1.76%, while PCBIX has yielded a comparatively higher 11.48% annualized return.


CMPIX

1D
0.47%
1M
-2.39%
YTD
-0.72%
6M
0.13%
1Y
3.41%
3Y*
2.98%
5Y*
-0.18%
10Y*
1.76%

PCBIX

1D
0.78%
1M
-9.56%
YTD
-12.96%
6M
-16.52%
1Y
-11.19%
3Y*
9.26%
5Y*
5.06%
10Y*
11.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CMPIX vs. PCBIX - Expense Ratio Comparison

CMPIX has a 0.74% expense ratio, which is higher than PCBIX's 0.67% expense ratio.


Return for Risk

CMPIX vs. PCBIX — Risk / Return Rank

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

CMPIX
CMPIX Risk / Return Rank: 4848
Overall Rank
CMPIX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
CMPIX Sortino Ratio Rank: 4343
Sortino Ratio Rank
CMPIX Omega Ratio Rank: 3333
Omega Ratio Rank
CMPIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
CMPIX Martin Ratio Rank: 4848
Martin Ratio Rank

PCBIX
PCBIX Risk / Return Rank: 11
Overall Rank
PCBIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
PCBIX Sortino Ratio Rank: 11
Sortino Ratio Rank
PCBIX Omega Ratio Rank: 11
Omega Ratio Rank
PCBIX Calmar Ratio Rank: 11
Calmar Ratio Rank
PCBIX Martin Ratio Rank: 11
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.

CMPIX vs. PCBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Core Fixed Income (CMPIX) and Principal MidCap Fund Institutional Class (PCBIX). 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.


CMPIXPCBIXDifference

Sharpe ratio

Return per unit of total volatility

0.92

-0.58

+1.50

Sortino ratio

Return per unit of downside risk

1.31

-0.71

+2.02

Omega ratio

Gain probability vs. loss probability

1.16

0.91

+0.26

Calmar ratio

Return relative to maximum drawdown

1.56

-0.60

+2.16

Martin ratio

Return relative to average drawdown

4.79

-1.81

+6.59

CMPIX vs. PCBIX - Sharpe Ratio Comparison

The current CMPIX Sharpe Ratio is 0.92, which is higher than the PCBIX Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of CMPIX and PCBIX, 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


CMPIXPCBIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

-0.58

+1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.27

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.60

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.58

+0.40

Correlation

The correlation between CMPIX and PCBIX is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

CMPIX vs. PCBIX - Dividend Comparison

CMPIX's dividend yield for the trailing twelve months is around 3.14%, less than PCBIX's 6.68% yield.


TTM20252024202320222021202020192018201720162015
CMPIX
Principal Core Fixed Income
3.14%3.35%3.27%2.37%2.10%1.94%2.11%2.71%3.19%2.91%3.17%3.29%
PCBIX
Principal MidCap Fund Institutional Class
6.68%5.81%6.40%2.51%3.18%7.96%1.08%9.02%12.24%3.31%2.49%6.30%

Drawdowns

CMPIX vs. PCBIX - Drawdown Comparison

The maximum CMPIX drawdown since its inception was -18.80%, smaller than the maximum PCBIX drawdown of -50.25%. Use the drawdown chart below to compare losses from any high point for CMPIX and PCBIX.


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Drawdown Indicators


CMPIXPCBIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.80%

-50.25%

+31.45%

Max Drawdown (1Y)

Largest decline over 1 year

-2.84%

-19.29%

+16.45%

Max Drawdown (5Y)

Largest decline over 5 years

-18.51%

-31.17%

+12.66%

Max Drawdown (10Y)

Largest decline over 10 years

-18.80%

-40.56%

+21.76%

Current Drawdown

Current decline from peak

-4.44%

-18.65%

+14.21%

Average Drawdown

Average peak-to-trough decline

-2.47%

-6.50%

+4.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

6.44%

-5.52%

Volatility

CMPIX vs. PCBIX - Volatility Comparison

The current volatility for Principal Core Fixed Income (CMPIX) is 1.69%, while Principal MidCap Fund Institutional Class (PCBIX) has a volatility of 4.56%. This indicates that CMPIX experiences smaller price fluctuations and is considered to be less risky than PCBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMPIXPCBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

4.56%

-2.87%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

10.34%

-7.72%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

18.28%

-14.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.77%

18.53%

-12.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.80%

19.09%

-14.29%