PFUMX vs. IMCDX

Last updated Apr 1, 2026

Compare and contrast key facts about Principal Finisterre Emerging Markets Total Return Bond Fund (PFUMX) and Voya Emerging Markets Corporate Debt Fund (IMCDX).

PFUMX is managed by Principal. It was launched on Jul 10, 2016. IMCDX is managed by Voya. It was launched on Aug 8, 2012.

Performance

PFUMX vs. IMCDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Finisterre Emerging Markets Total Return Bond Fund (PFUMX) and Voya Emerging Markets Corporate Debt Fund (IMCDX). The values are adjusted to include any dividend payments, if applicable.

PFUMX vs. IMCDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PFUMX Principal Finisterre Emerging Markets Total Return Bond Fund	-1.15%	16.05%	7.41%	11.21%	-9.30%	-2.99%	7.84%	14.75%	-1.61%	11.00%
IMCDX Voya Emerging Markets Corporate Debt Fund	0.00%	0.00%	6.44%	8.51%	-13.79%	0.08%	8.35%	13.65%	-1.77%	9.29%

Returns By Period

PFUMX

• 1D: -0.21%
• 1M: -4.45%
• YTD: -1.15%
• 6M: 2.16%
• 1Y: 11.62%
• 3Y*: 10.04%
• 5Y*: 4.26%
• 10Y*: —

IMCDX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PFUMX vs. IMCDX - Expense Ratio Comparison

PFUMX has a 0.84% expense ratio, which is higher than IMCDX's 0.10% expense ratio.

PFUMX

Principal Finisterre Emerging Markets Total Return Bond Fund

IMCDX

Voya Emerging Markets Corporate Debt Fund

Return for Risk

PFUMX vs. IMCDX — Risk / Return Rank

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

PFUMX

PFUMX Risk / Return Rank: 95
PFUMX Sharpe Ratio Rank: 97
PFUMX Sortino Ratio Rank: 96
PFUMX Omega Ratio Rank: 96
PFUMX Calmar Ratio Rank: 91
PFUMX Martin Ratio Rank: 94

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.

PFUMX vs. IMCDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Finisterre Emerging Markets Total Return Bond Fund (PFUMX) and Voya Emerging Markets Corporate Debt Fund (IMCDX). 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.

	PFUMX	IMCDX	Difference
Sharpe ratio Return per unit of total volatility	2.55	—	—
Sortino ratio Return per unit of downside risk	3.45	—	—
Omega ratio Gain probability vs. loss probability	1.57	—	—
Calmar ratio Return relative to maximum drawdown	2.61	—	—
Martin ratio Return relative to average drawdown	12.22	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	PFUMX	IMCDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.55	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.84	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.15	—	—

Correlation

The correlation between PFUMX and IMCDX is 0.57, 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

PFUMX vs. IMCDX - Dividend Comparison

PFUMX's dividend yield for the trailing twelve months is around 5.47%, while IMCDX has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PFUMX Principal Finisterre Emerging Markets Total Return Bond Fund	5.47%	5.89%	7.26%	6.43%	7.99%	2.98%	4.29%	5.43%	3.84%	7.86%	0.00%	0.00%
IMCDX Voya Emerging Markets Corporate Debt Fund	0.00%	0.00%	4.08%	4.21%	3.80%	6.14%	4.64%	4.99%	5.30%	4.79%	5.22%	5.11%

Drawdowns

Drawdown Indicators

	PFUMX	IMCDX	Difference
Max Drawdown Largest peak-to-trough decline	-21.27%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-4.45%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-21.27%	—	—
Current Drawdown Current decline from peak	-4.45%	—	—
Average Drawdown Average peak-to-trough decline	-3.32%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	0.95%	—	—

Volatility

Volatility by Period

	PFUMX	IMCDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.98%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.93%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	4.55%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.13%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.73%	—	—