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PCBIX vs. OSGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCBIX vs. OSGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal MidCap Fund Institutional Class (PCBIX) and JPMorgan Mid Cap Growth Fund Class A (OSGIX). The values are adjusted to include any dividend payments, if applicable.

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PCBIX vs. OSGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PCBIX
Principal MidCap Fund Institutional Class
-12.96%1.62%23.63%25.92%-23.16%25.22%18.25%49.40%-6.86%25.32%
OSGIX
JPMorgan Mid Cap Growth Fund Class A
-9.42%8.41%24.96%22.83%-27.26%10.32%47.86%39.31%-5.34%29.08%

Returns By Period

In the year-to-date period, PCBIX achieves a -12.96% return, which is significantly lower than OSGIX's -9.42% return. Over the past 10 years, PCBIX has underperformed OSGIX with an annualized return of 11.48%, while OSGIX has yielded a comparatively higher 12.18% annualized return.


PCBIX

1D
0.78%
1M
-9.56%
YTD
-12.96%
6M
-16.52%
1Y
-11.19%
3Y*
9.26%
5Y*
5.06%
10Y*
11.48%

OSGIX

1D
-1.21%
1M
-9.78%
YTD
-9.42%
6M
-12.12%
1Y
8.27%
3Y*
11.87%
5Y*
3.62%
10Y*
12.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PCBIX vs. OSGIX - Expense Ratio Comparison

PCBIX has a 0.67% expense ratio, which is lower than OSGIX's 1.14% expense ratio.


Return for Risk

PCBIX vs. OSGIX — Risk / Return Rank

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

PCBIX
PCBIX Risk / Return Rank: 11
Overall Rank
PCBIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
PCBIX Sortino Ratio Rank: 11
Sortino Ratio Rank
PCBIX Omega Ratio Rank: 11
Omega Ratio Rank
PCBIX Calmar Ratio Rank: 11
Calmar Ratio Rank
PCBIX Martin Ratio Rank: 11
Martin Ratio Rank

OSGIX
OSGIX Risk / Return Rank: 1414
Overall Rank
OSGIX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
OSGIX Sortino Ratio Rank: 1515
Sortino Ratio Rank
OSGIX Omega Ratio Rank: 1414
Omega Ratio Rank
OSGIX Calmar Ratio Rank: 1414
Calmar Ratio Rank
OSGIX Martin Ratio Rank: 1414
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.

PCBIX vs. OSGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal MidCap Fund Institutional Class (PCBIX) and JPMorgan Mid Cap Growth Fund Class A (OSGIX). 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.


PCBIXOSGIXDifference

Sharpe ratio

Return per unit of total volatility

-0.58

0.34

-0.92

Sortino ratio

Return per unit of downside risk

-0.71

0.65

-1.35

Omega ratio

Gain probability vs. loss probability

0.91

1.09

-0.18

Calmar ratio

Return relative to maximum drawdown

-0.60

0.39

-0.99

Martin ratio

Return relative to average drawdown

-1.81

1.25

-3.06

PCBIX vs. OSGIX - Sharpe Ratio Comparison

The current PCBIX Sharpe Ratio is -0.58, which is lower than the OSGIX Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of PCBIX and OSGIX, 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


PCBIXOSGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.58

0.34

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.16

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.54

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.41

+0.18

Correlation

The correlation between PCBIX and OSGIX is 0.90, 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

PCBIX vs. OSGIX - Dividend Comparison

PCBIX's dividend yield for the trailing twelve months is around 6.68%, less than OSGIX's 13.59% yield.


TTM20252024202320222021202020192018201720162015
PCBIX
Principal MidCap Fund Institutional Class
6.68%5.81%6.40%2.51%3.18%7.96%1.08%9.02%12.24%3.31%2.49%6.30%
OSGIX
JPMorgan Mid Cap Growth Fund Class A
13.59%12.31%18.67%0.00%0.98%10.97%12.80%8.61%8.45%7.36%0.05%6.01%

Drawdowns

PCBIX vs. OSGIX - Drawdown Comparison

The maximum PCBIX drawdown since its inception was -50.25%, smaller than the maximum OSGIX drawdown of -57.79%. Use the drawdown chart below to compare losses from any high point for PCBIX and OSGIX.


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Drawdown Indicators


PCBIXOSGIXDifference

Max Drawdown

Largest peak-to-trough decline

-50.25%

-57.79%

+7.54%

Max Drawdown (1Y)

Largest decline over 1 year

-19.29%

-14.25%

-5.04%

Max Drawdown (5Y)

Largest decline over 5 years

-31.17%

-37.26%

+6.09%

Max Drawdown (10Y)

Largest decline over 10 years

-40.56%

-37.26%

-3.30%

Current Drawdown

Current decline from peak

-18.65%

-14.25%

-4.40%

Average Drawdown

Average peak-to-trough decline

-6.50%

-12.32%

+5.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.44%

4.42%

+2.02%

Volatility

PCBIX vs. OSGIX - Volatility Comparison

The current volatility for Principal MidCap Fund Institutional Class (PCBIX) is 4.56%, while JPMorgan Mid Cap Growth Fund Class A (OSGIX) has a volatility of 6.28%. This indicates that PCBIX experiences smaller price fluctuations and is considered to be less risky than OSGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PCBIXOSGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.56%

6.28%

-1.72%

Volatility (6M)

Calculated over the trailing 6-month period

10.34%

13.19%

-2.85%

Volatility (1Y)

Calculated over the trailing 1-year period

18.28%

22.81%

-4.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.53%

22.42%

-3.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.09%

22.62%

-3.53%