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IWR vs. PMAQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IWR vs. PMAQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Midcap ETF (IWR) and Principal MidCap R6 (PMAQX). The values are adjusted to include any dividend payments, if applicable.

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IWR vs. PMAQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWR
iShares Russell Midcap ETF
1.98%10.37%15.21%17.05%-17.48%22.44%16.93%30.23%-9.10%17.37%
PMAQX
Principal MidCap R6
-11.07%1.71%23.74%26.02%-23.09%25.29%18.38%49.59%-6.79%24.68%

Returns By Period

In the year-to-date period, IWR achieves a 1.98% return, which is significantly higher than PMAQX's -11.07% return.


IWR

1D
0.70%
1M
-4.86%
YTD
1.98%
6M
2.12%
1Y
16.21%
3Y*
13.41%
5Y*
6.92%
10Y*
10.77%

PMAQX

1D
2.14%
1M
-7.74%
YTD
-11.07%
6M
-13.67%
1Y
-9.69%
3Y*
10.13%
5Y*
5.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IWR vs. PMAQX - Expense Ratio Comparison

IWR has a 0.19% expense ratio, which is lower than PMAQX's 0.60% expense ratio.


Return for Risk

IWR vs. PMAQX — Risk / Return Rank

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

IWR
IWR Risk / Return Rank: 4747
Overall Rank
IWR Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
IWR Sortino Ratio Rank: 4545
Sortino Ratio Rank
IWR Omega Ratio Rank: 4646
Omega Ratio Rank
IWR Calmar Ratio Rank: 4646
Calmar Ratio Rank
IWR Martin Ratio Rank: 5555
Martin Ratio Rank

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

IWR vs. PMAQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Midcap ETF (IWR) and Principal MidCap R6 (PMAQX). 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.


IWRPMAQXDifference

Sharpe ratio

Return per unit of total volatility

0.85

-0.50

+1.36

Sortino ratio

Return per unit of downside risk

1.31

-0.60

+1.91

Omega ratio

Gain probability vs. loss probability

1.18

0.92

+0.26

Calmar ratio

Return relative to maximum drawdown

1.24

-0.51

+1.75

Martin ratio

Return relative to average drawdown

5.71

-1.51

+7.22

IWR vs. PMAQX - Sharpe Ratio Comparison

The current IWR Sharpe Ratio is 0.85, which is higher than the PMAQX Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of IWR and PMAQX, 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


IWRPMAQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

-0.50

+1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.29

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.60

-0.13

Correlation

The correlation between IWR and PMAQX is 0.92, 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.


Dividends

IWR vs. PMAQX - Dividend Comparison

IWR's dividend yield for the trailing twelve months is around 1.27%, less than PMAQX's 6.52% yield.


TTM20252024202320222021202020192018201720162015
IWR
iShares Russell Midcap ETF
1.27%1.29%1.27%1.43%1.59%1.04%1.28%1.43%1.98%1.52%1.72%1.59%
PMAQX
Principal MidCap R6
6.52%5.80%6.46%2.58%3.18%7.96%1.08%9.14%12.39%3.39%0.00%0.00%

Drawdowns

IWR vs. PMAQX - Drawdown Comparison

The maximum IWR drawdown since its inception was -58.78%, which is greater than PMAQX's maximum drawdown of -40.56%. Use the drawdown chart below to compare losses from any high point for IWR and PMAQX.


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Drawdown Indicators


IWRPMAQXDifference

Max Drawdown

Largest peak-to-trough decline

-58.78%

-40.56%

-18.22%

Max Drawdown (1Y)

Largest decline over 1 year

-13.38%

-19.25%

+5.87%

Max Drawdown (5Y)

Largest decline over 5 years

-26.18%

-31.10%

+4.92%

Max Drawdown (10Y)

Largest decline over 10 years

-40.59%

Current Drawdown

Current decline from peak

-5.09%

-16.85%

+11.76%

Average Drawdown

Average peak-to-trough decline

-7.85%

-6.68%

-1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

6.51%

-3.60%

Volatility

IWR vs. PMAQX - Volatility Comparison

iShares Russell Midcap ETF (IWR) and Principal MidCap R6 (PMAQX) have volatilities of 5.48% and 5.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWRPMAQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.48%

5.26%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

10.58%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

19.08%

18.38%

+0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.24%

18.55%

-0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.35%

19.54%

-0.19%