IWR vs. PMAQX
Compare and contrast key facts about iShares Russell Midcap ETF (IWR) and Principal MidCap R6 (PMAQX).
IWR is a passively managed fund by iShares that tracks the performance of the Russell Midcap Index. It was launched on Jul 17, 2001. PMAQX is managed by Principal Funds. It was launched on Nov 22, 2016.
Performance
IWR vs. PMAQX - Performance Comparison
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IWR vs. PMAQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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*
- —
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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
IWR
PMAQX
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.
| IWR | PMAQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | -0.50 | +1.36 |
Sortino ratioReturn per unit of downside risk | 1.31 | -0.60 | +1.91 |
Omega ratioGain probability vs. loss probability | 1.18 | 0.92 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | -0.51 | +1.75 |
Martin ratioReturn relative to average drawdown | 5.71 | -1.51 | +7.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IWR | PMAQX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| IWR | PMAQX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.09% | -16.85% | +11.76% |
Average DrawdownAverage peak-to-trough decline | -7.85% | -6.68% | -1.17% |
Ulcer IndexDepth 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
| IWR | PMAQX | Difference | |
|---|---|---|---|
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% |