PEMGX vs. BTMFX
PEMGX (Principal MidCap Fund Class A) and BTMFX (Boston Trust Midcap Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, PEMGX returned 11.74%/yr vs 10.42%/yr for BTMFX. Their correlation of 0.91 suggests significant overlap in exposure. PEMGX charges 0.91%/yr vs 1.00%/yr for BTMFX.
Performance
PEMGX vs. BTMFX - Performance Comparison
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Returns By Period
In the year-to-date period, PEMGX achieves a -3.31% return, which is significantly lower than BTMFX's 7.11% return. Over the past 10 years, PEMGX has outperformed BTMFX with an annualized return of 11.74%, while BTMFX has yielded a comparatively lower 10.42% annualized return.
PEMGX
- 1D
- 1.29%
- 1M
- 3.55%
- 6M
- -6.10%
- YTD
- -3.31%
- 1Y
- -7.99%
- 3Y*
- 8.98%
- 5Y*
- 5.15%
- 10Y*
- 11.74%
BTMFX
- 1D
- 1.78%
- 1M
- 5.63%
- 6M
- 2.72%
- YTD
- 7.11%
- 1Y
- 9.37%
- 3Y*
- 8.69%
- 5Y*
- 6.60%
- 10Y*
- 10.42%
PEMGX vs. BTMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PEMGX Principal MidCap Fund Class A | -3.31% | 1.39% | 23.50% | 25.60% | -23.35% | 24.87% | 17.95% | 49.15% | -7.10% | 24.93% |
BTMFX Boston Trust Midcap Fund | 7.11% | 4.29% | 10.27% | 13.06% | -10.91% | 24.77% | 9.72% | 33.00% | -3.36% | 20.01% |
Correlation
The correlation between PEMGX and BTMFX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2007 | 0.91 |
The correlation between PEMGX and BTMFX has been stable across timeframes, ranging from 0.85 to 0.91 - a consistent structural relationship.
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Return for Risk
PEMGX vs. BTMFX — Risk / Return Rank
PEMGX
BTMFX
PEMGX vs. BTMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal MidCap Fund Class A (PEMGX) and Boston Trust Midcap Fund (BTMFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PEMGX | BTMFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.39 | ||
| Sortino ratioReturn per unit of downside risk | -2.02 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.16 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 1.36 | -1.73 |
| Martin ratioReturn relative to average drawdown | -0.74 | 3.75 | -4.48 |
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Drawdowns
PEMGX vs. BTMFX - Drawdown Comparison
The maximum PEMGX drawdown since its inception was -84.41%, which is greater than BTMFX's maximum drawdown of -49.26%. Use the drawdown chart below to compare losses from any high point for PEMGX and BTMFX.
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Drawdown Indicators
| PEMGX | BTMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.41% | -49.26% | -35.15% |
Max Drawdown (1Y)Largest decline over 1 year | -19.38% | -7.79% | -11.59% |
Max Drawdown (3Y)Largest decline over 3 years | -19.38% | -17.77% | -1.61% |
Max Drawdown (5Y)Largest decline over 5 years | -31.34% | -20.79% | -10.55% |
Max Drawdown (10Y)Largest decline over 10 years | -40.58% | -37.14% | -3.44% |
Current DrawdownCurrent decline from peak | -9.70% | 0.00% | -9.70% |
Average DrawdownAverage peak-to-trough decline | -33.20% | -6.13% | -27.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.69% | 2.83% | +6.86% |
Volatility
PEMGX vs. BTMFX - Volatility Comparison
Principal MidCap Fund Class A (PEMGX) has a higher volatility of 3.93% compared to Boston Trust Midcap Fund (BTMFX) at 3.41%. This indicates that PEMGX's price experiences larger fluctuations and is considered to be riskier than BTMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PEMGX | BTMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.93% | 3.41% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 11.74% | 8.32% | +3.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.76% | 11.78% | +2.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.73% | 15.76% | +2.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.11% | 17.37% | +1.74% |
PEMGX vs. BTMFX - Expense Ratio Comparison
PEMGX has a 0.91% expense ratio, which is lower than BTMFX's 1.00% expense ratio.
Dividends
PEMGX vs. BTMFX - Dividend Comparison
PEMGX's dividend yield for the trailing twelve months is around 6.32%, less than BTMFX's 10.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTMFX Boston Trust Midcap Fund | 10.14% | 10.86% | 4.23% | 4.41% | 4.71% | 4.91% | 1.98% | 6.95% | 5.96% | 6.61% | 7.03% | 6.60% |
PEMGX Principal MidCap Fund Class A | 6.32% | 6.11% | 6.55% | 2.58% | 3.31% | 8.24% | 1.12% | 9.02% | 12.48% | 3.32% | 2.25% | 6.28% |
Frequently Asked Questions
PEMGX and BTMFX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PEMGX has higher volatility (3.93%) compared to BTMFX (3.41%). In terms of maximum drawdown, PEMGX dropped -84.41% vs BTMFX's -49.26%.
BTMFX currently has the higher Sharpe Ratio (0.90 vs -0.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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