PFG vs. IDMO
PFG (Principal Financial Group, Inc.) is a stock, while IDMO (Invesco S&P International Developed Momentum ETF) is Momentum fund tracking the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. Over the past 10 years, PFG returned 13.46%/yr vs 12.61%/yr for IDMO. Their 0.36 correlation means their historical movements had little consistent relationship.
Performance
PFG vs. IDMO - Performance Comparison
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Returns By Period
In the year-to-date period, PFG achieves a 32.74% return, which is significantly higher than IDMO's 11.63% return. Over the past 10 years, PFG has outperformed IDMO with an annualized return of 13.46%, while IDMO has yielded a comparatively lower 12.61% annualized return.
PFG
- 1D
- 1.26%
- 1M
- 3.84%
- 6M
- 21.97%
- YTD
- 32.74%
- 1Y
- 58.03%
- 3Y*
- 17.72%
- 5Y*
- 17.36%
- 10Y*
- 13.46%
- ALL TIME*
- 10.13%
IDMO
- 1D
- 0.87%
- 1M
- 1.71%
- 6M
- 6.31%
- YTD
- 11.63%
- 1Y
- 25.73%
- 3Y*
- 26.07%
- 5Y*
- 15.23%
- 10Y*
- 12.61%
- ALL TIME*
- 9.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $21.90M | $20.27M | $22.82M | |
| $220.05M | $182.62M | $152.03M |
PFG vs. IDMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PFG Principal Financial Group, Inc. | 32.74% | 18.38% | 1.87% | -2.83% | 20.10% | 51.35% | -5.19% | 29.71% | -34.96% | 25.52% |
IDMO Invesco S&P International Developed Momentum ETF | 11.63% | 42.17% | 12.79% | 20.16% | -12.03% | 14.31% | 22.01% | 26.09% | -16.66% | 29.21% |
Correlation
The correlation between PFG and IDMO is 0.33, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.33 |
Correlation (3Y) Balances recent behavior with more history. | 0.39 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.50 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.39 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2012 | 0.36 |
The correlation between PFG and IDMO shifts across timeframes, from 0.33 (1 year) to 0.50 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
PFG vs. IDMO — Risk / Return Rank
PFG
IDMO
PFG vs. IDMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Financial Group, Inc. (PFG) and Invesco S&P International Developed Momentum ETF (IDMO). 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.
| PFG | IDMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.32 | ||
| Sortino ratioReturn per unit of downside risk | +1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.25 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 4.87 | 2.10 | +2.78 |
| Martin ratioReturn relative to average drawdown | 16.68 | 8.02 | +8.66 |
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Drawdowns
PFG vs. IDMO - Drawdown Comparison
The maximum PFG drawdown since its inception was -91.50%, which is greater than IDMO's maximum drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for PFG and IDMO.
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Drawdown Indicators
| PFG | IDMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.50% | -39.38% | -52.12% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -12.31% | +0.35% |
Max Drawdown (3Y)Largest decline over 3 years | -22.43% | -12.65% | -9.78% |
Max Drawdown (5Y)Largest decline over 5 years | -29.32% | -27.07% | -2.25% |
Max Drawdown (10Y)Largest decline over 10 years | -64.73% | -31.34% | -33.39% |
Current DrawdownCurrent decline from peak | 0.00% | -0.95% | +0.95% |
Average DrawdownAverage peak-to-trough decline | -21.73% | -9.68% | -12.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 3.22% | +0.27% |
Volatility
PFG vs. IDMO - Volatility Comparison
The current volatility for Principal Financial Group, Inc. (PFG) is 6.00%, while Invesco S&P International Developed Momentum ETF (IDMO) has a volatility of 7.16%. This indicates that PFG experiences smaller price fluctuations and is considered to be less risky than IDMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PFG | IDMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 7.16% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 16.37% | 17.53% | -1.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.88% | 19.24% | +2.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.49% | 18.24% | +8.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.74% | 17.97% | +13.77% |
Dividends
PFG vs. IDMO - Dividend Comparison
PFG's dividend yield for the trailing twelve months is around 2.77%, less than IDMO's 3.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDMO Invesco S&P International Developed Momentum ETF | 3.58% | 3.71% | 2.24% | 2.89% | 3.66% | 1.81% | 1.63% | 2.78% | 3.27% | 3.08% | 2.18% | 2.52% |
PFG Principal Financial Group, Inc. | 2.77% | 3.49% | 3.68% | 3.30% | 3.05% | 3.37% | 4.52% | 3.96% | 4.75% | 2.65% | 2.78% | 3.33% |
Frequently Asked Questions
PFG and IDMO have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDMO has higher volatility (7.16%) compared to PFG (6.00%). In terms of maximum drawdown, PFG dropped -91.50% vs IDMO's -39.38%.
PFG currently has the higher Sharpe Ratio (2.67 vs 1.35), 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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