JPRE vs. PMAQX

In the year-to-date period, JPRE achieves a 4.91% return, which is significantly higher than PMAQX's 3.94% 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 1.23, which is comparable to the PMAQX Sharpe Ratio of 1.01. 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 2.11%, more than PMAQX's 0.20% 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. For additional features, visit the drawdowns tool.

The current volatility for JPMorgan Realty Income ETF (JPRE) is 3.20%, while Principal MidCap R6 (PMAQX) has a volatility of 3.75%. This indicates that JPRE experiences smaller price fluctuations and is considered to be less risky than PMAQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.