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CMPIX vs. PQIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CMPIX vs. PQIAX - Performance Comparison

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

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CMPIX vs. PQIAX - 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%
PQIAX
Principal Equity Income Fund
-0.22%15.29%26.56%10.77%-10.82%21.88%6.12%28.44%-5.44%20.53%

Returns By Period

In the year-to-date period, CMPIX achieves a -0.72% return, which is significantly lower than PQIAX's -0.22% return. Over the past 10 years, CMPIX has underperformed PQIAX with an annualized return of 1.76%, while PQIAX has yielded a comparatively higher 11.80% 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%

PQIAX

1D
-0.10%
1M
-6.38%
YTD
-0.22%
6M
3.12%
1Y
14.39%
3Y*
17.28%
5Y*
10.29%
10Y*
11.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CMPIX vs. PQIAX - Expense Ratio Comparison

CMPIX has a 0.74% expense ratio, which is lower than PQIAX's 0.86% expense ratio.


Return for Risk

CMPIX vs. PQIAX — 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

PQIAX
PQIAX Risk / Return Rank: 5454
Overall Rank
PQIAX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
PQIAX Sortino Ratio Rank: 5757
Sortino Ratio Rank
PQIAX Omega Ratio Rank: 5656
Omega Ratio Rank
PQIAX Calmar Ratio Rank: 4848
Calmar Ratio Rank
PQIAX Martin Ratio Rank: 5656
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. PQIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Core Fixed Income (CMPIX) and Principal Equity Income Fund (PQIAX). 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.


CMPIXPQIAXDifference

Sharpe ratio

Return per unit of total volatility

0.92

1.00

-0.08

Sortino ratio

Return per unit of downside risk

1.31

1.49

-0.18

Omega ratio

Gain probability vs. loss probability

1.16

1.22

-0.05

Calmar ratio

Return relative to maximum drawdown

1.56

1.18

+0.37

Martin ratio

Return relative to average drawdown

4.79

5.39

-0.60

CMPIX vs. PQIAX - Sharpe Ratio Comparison

The current CMPIX Sharpe Ratio is 0.92, which is comparable to the PQIAX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of CMPIX and PQIAX, 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


CMPIXPQIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.00

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.68

-0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.72

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.41

+0.57

Correlation

The correlation between CMPIX and PQIAX is -0.04. 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. PQIAX - Dividend Comparison

CMPIX's dividend yield for the trailing twelve months is around 3.14%, less than PQIAX's 9.97% 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%
PQIAX
Principal Equity Income Fund
9.97%9.92%20.62%2.58%5.37%5.05%1.52%4.30%7.41%6.28%3.73%2.11%

Drawdowns

CMPIX vs. PQIAX - Drawdown Comparison

The maximum CMPIX drawdown since its inception was -18.80%, smaller than the maximum PQIAX drawdown of -54.68%. Use the drawdown chart below to compare losses from any high point for CMPIX and PQIAX.


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Drawdown Indicators


CMPIXPQIAXDifference

Max Drawdown

Largest peak-to-trough decline

-18.80%

-54.68%

+35.88%

Max Drawdown (1Y)

Largest decline over 1 year

-2.84%

-11.77%

+8.93%

Max Drawdown (5Y)

Largest decline over 5 years

-18.51%

-21.22%

+2.71%

Max Drawdown (10Y)

Largest decline over 10 years

-18.80%

-37.67%

+18.87%

Current Drawdown

Current decline from peak

-4.44%

-7.07%

+2.63%

Average Drawdown

Average peak-to-trough decline

-2.47%

-7.04%

+4.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

2.58%

-1.66%

Volatility

CMPIX vs. PQIAX - Volatility Comparison

The current volatility for Principal Core Fixed Income (CMPIX) is 1.69%, while Principal Equity Income Fund (PQIAX) has a volatility of 3.30%. This indicates that CMPIX experiences smaller price fluctuations and is considered to be less risky than PQIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMPIXPQIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

3.30%

-1.61%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

7.91%

-5.29%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

15.46%

-11.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.77%

15.25%

-9.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.80%

16.40%

-11.60%