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PBMPX vs. PTEAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PBMPX vs. PTEAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Core Plus Bond Fund (PBMPX) and Principal Tax-Exempt Bond Fund (PTEAX). The values are adjusted to include any dividend payments, if applicable.

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PBMPX vs. PTEAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PBMPX
Principal Core Plus Bond Fund
-1.03%7.15%0.71%5.23%-14.62%-0.84%9.33%9.64%-1.93%4.66%
PTEAX
Principal Tax-Exempt Bond Fund
-1.06%4.68%2.10%6.35%-12.18%2.71%4.80%9.05%0.44%6.44%

Returns By Period

The year-to-date returns for both stocks are quite close, with PBMPX having a -1.03% return and PTEAX slightly lower at -1.06%. Over the past 10 years, PBMPX has underperformed PTEAX with an annualized return of 1.69%, while PTEAX has yielded a comparatively higher 1.93% annualized return.


PBMPX

1D
0.56%
1M
-2.61%
YTD
-1.03%
6M
-0.19%
1Y
3.59%
3Y*
2.99%
5Y*
-0.42%
10Y*
1.69%

PTEAX

1D
0.15%
1M
-2.95%
YTD
-1.06%
6M
0.39%
1Y
3.32%
3Y*
3.01%
5Y*
0.29%
10Y*
1.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PBMPX vs. PTEAX - Expense Ratio Comparison

PBMPX has a 0.78% expense ratio, which is higher than PTEAX's 0.73% expense ratio.


Return for Risk

PBMPX vs. PTEAX — Risk / Return Rank

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

PBMPX
PBMPX Risk / Return Rank: 4242
Overall Rank
PBMPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PBMPX Sortino Ratio Rank: 3737
Sortino Ratio Rank
PBMPX Omega Ratio Rank: 3030
Omega Ratio Rank
PBMPX Calmar Ratio Rank: 5656
Calmar Ratio Rank
PBMPX Martin Ratio Rank: 4646
Martin Ratio Rank

PTEAX
PTEAX Risk / Return Rank: 3939
Overall Rank
PTEAX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
PTEAX Sortino Ratio Rank: 3434
Sortino Ratio Rank
PTEAX Omega Ratio Rank: 5959
Omega Ratio Rank
PTEAX Calmar Ratio Rank: 3333
Calmar Ratio Rank
PTEAX Martin Ratio Rank: 2727
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.

PBMPX vs. PTEAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Core Plus Bond Fund (PBMPX) and Principal Tax-Exempt Bond Fund (PTEAX). 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.


PBMPXPTEAXDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.84

+0.02

Sortino ratio

Return per unit of downside risk

1.21

1.14

+0.07

Omega ratio

Gain probability vs. loss probability

1.16

1.23

-0.07

Calmar ratio

Return relative to maximum drawdown

1.32

0.92

+0.40

Martin ratio

Return relative to average drawdown

4.62

2.97

+1.65

PBMPX vs. PTEAX - Sharpe Ratio Comparison

The current PBMPX Sharpe Ratio is 0.86, which is comparable to the PTEAX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of PBMPX and PTEAX, 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


PBMPXPTEAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.84

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.07

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.44

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.31

+0.26

Correlation

The correlation between PBMPX and PTEAX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PBMPX vs. PTEAX - Dividend Comparison

PBMPX's dividend yield for the trailing twelve months is around 4.15%, more than PTEAX's 3.89% yield.


TTM20252024202320222021202020192018201720162015
PBMPX
Principal Core Plus Bond Fund
4.15%4.42%4.10%3.04%2.06%3.12%7.16%3.44%3.36%2.78%2.30%2.21%
PTEAX
Principal Tax-Exempt Bond Fund
3.89%4.66%3.73%2.81%2.27%2.15%2.23%3.09%3.68%3.69%3.91%3.75%

Drawdowns

PBMPX vs. PTEAX - Drawdown Comparison

The maximum PBMPX drawdown since its inception was -19.69%, smaller than the maximum PTEAX drawdown of -38.72%. Use the drawdown chart below to compare losses from any high point for PBMPX and PTEAX.


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Drawdown Indicators


PBMPXPTEAXDifference

Max Drawdown

Largest peak-to-trough decline

-19.69%

-38.72%

+19.03%

Max Drawdown (1Y)

Largest decline over 1 year

-3.16%

-4.78%

+1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-19.48%

-17.37%

-2.11%

Max Drawdown (10Y)

Largest decline over 10 years

-19.48%

-17.37%

-2.11%

Current Drawdown

Current decline from peak

-5.05%

-2.95%

-2.10%

Average Drawdown

Average peak-to-trough decline

-3.45%

-5.95%

+2.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

1.49%

-0.59%

Volatility

PBMPX vs. PTEAX - Volatility Comparison

Principal Core Plus Bond Fund (PBMPX) has a higher volatility of 1.92% compared to Principal Tax-Exempt Bond Fund (PTEAX) at 1.01%. This indicates that PBMPX's price experiences larger fluctuations and is considered to be riskier than PTEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PBMPXPTEAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.92%

1.01%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

1.80%

+0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

4.36%

4.92%

-0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.84%

3.96%

+1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.80%

4.39%

+0.41%