JPRE vs. PMAQX

In the year-to-date period, JPRE achieves a 1.72% return, which is significantly lower than PMAQX's 2.67% return.

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JPRE has a 0.50% expense ratio, which is lower than PMAQX's 0.60% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Realty Income ETF (JPRE) 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.

The current JPRE Sharpe Ratio is 0.74, which is comparable to the PMAQX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of JPRE 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.

JPRE's dividend yield for the trailing twelve months is around 2.28%, less than PMAQX's 3.25% yield.

The maximum JPRE drawdown since its inception was -23.84%, smaller than the maximum PMAQX drawdown of -40.56%. Use the drawdown chart below to compare losses from any high point for JPRE and PMAQX.

JPMorgan Realty Income ETF (JPRE) and Principal MidCap R6 (PMAQX) have volatilities of 4.55% and 4.74%, 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.