PLFMX vs. CMNWX
Compare and contrast key facts about Principal LargeCap S&P 500 Index Fund (PLFMX) and Principal Capital Appreciation Fund (CMNWX).
PLFMX is a passively managed fund by Principal that tracks the performance of the S&P 500 Index. It was launched on Dec 6, 2000. CMNWX is managed by Principal. It was launched on Nov 24, 1986.
Performance
PLFMX vs. CMNWX - Performance Comparison
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PLFMX vs. CMNWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PLFMX Principal LargeCap S&P 500 Index Fund | -4.50% | 17.10% | 26.06% | 25.27% | -18.67% | 27.57% | 17.46% | 30.58% | -5.14% | 20.96% |
CMNWX Principal Capital Appreciation Fund | -3.89% | 13.27% | 32.14% | 25.01% | -16.37% | 27.45% | 18.36% | 32.21% | -4.12% | 20.64% |
Returns By Period
In the year-to-date period, PLFMX achieves a -4.50% return, which is significantly lower than CMNWX's -3.89% return. Both investments have delivered pretty close results over the past 10 years, with PLFMX having a 13.41% annualized return and CMNWX not far ahead at 14.07%.
PLFMX
- 1D
- 2.92%
- 1M
- -5.08%
- YTD
- -4.50%
- 6M
- -2.43%
- 1Y
- 16.59%
- 3Y*
- 18.07%
- 5Y*
- 11.31%
- 10Y*
- 13.41%
CMNWX
- 1D
- 2.99%
- 1M
- -5.37%
- YTD
- -3.89%
- 6M
- -3.05%
- 1Y
- 14.87%
- 3Y*
- 19.32%
- 5Y*
- 12.60%
- 10Y*
- 14.07%
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PLFMX vs. CMNWX - Expense Ratio Comparison
PLFMX has a 0.72% expense ratio, which is lower than CMNWX's 0.80% expense ratio.
Return for Risk
PLFMX vs. CMNWX — Risk / Return Rank
PLFMX
CMNWX
PLFMX vs. CMNWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal LargeCap S&P 500 Index Fund (PLFMX) and Principal Capital Appreciation Fund (CMNWX). 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.
| PLFMX | CMNWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.88 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.39 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.19 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.40 | +0.06 |
Martin ratioReturn relative to average drawdown | 6.97 | 6.59 | +0.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PLFMX | CMNWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.88 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.75 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.82 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.69 | -0.29 |
Correlation
The correlation between PLFMX and CMNWX is 0.96, 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
PLFMX vs. CMNWX - Dividend Comparison
PLFMX's dividend yield for the trailing twelve months is around 2.52%, less than CMNWX's 9.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PLFMX Principal LargeCap S&P 500 Index Fund | 2.52% | 2.41% | 3.77% | 3.62% | 2.28% | 13.02% | 7.02% | 3.28% | 6.80% | 6.44% | 2.66% | 2.07% |
CMNWX Principal Capital Appreciation Fund | 9.10% | 8.75% | 10.03% | 0.71% | 0.69% | 9.52% | 5.33% | 8.37% | 46.60% | 7.72% | 10.32% | 5.42% |
Drawdowns
PLFMX vs. CMNWX - Drawdown Comparison
The maximum PLFMX drawdown since its inception was -55.62%, which is greater than CMNWX's maximum drawdown of -50.43%. Use the drawdown chart below to compare losses from any high point for PLFMX and CMNWX.
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Drawdown Indicators
| PLFMX | CMNWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.62% | -50.43% | -5.19% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -11.50% | -0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -24.91% | -23.35% | -1.56% |
Max Drawdown (10Y)Largest decline over 10 years | -33.80% | -33.26% | -0.54% |
Current DrawdownCurrent decline from peak | -6.34% | -6.19% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -10.06% | -6.99% | -3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.44% | +0.09% |
Volatility
PLFMX vs. CMNWX - Volatility Comparison
The current volatility for Principal LargeCap S&P 500 Index Fund (PLFMX) is 5.35%, while Principal Capital Appreciation Fund (CMNWX) has a volatility of 5.65%. This indicates that PLFMX experiences smaller price fluctuations and is considered to be less risky than CMNWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PLFMX | CMNWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 5.65% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 10.00% | -0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.07% | 17.54% | +0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.93% | 16.81% | +0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.47% | 17.17% | +0.30% |