PMAQX vs. FAMVX
PMAQX (Principal MidCap R6) and FAMVX (FAM Value Fund) are both Mid Cap Growth Equities funds. Over the past 5 years, PMAQX returned 4.40%/yr vs 7.07%/yr for FAMVX. Their correlation of 0.89 means they have usually moved in the same direction. PMAQX charges 0.60%/yr vs 1.19%/yr for FAMVX.
Performance
PMAQX vs. FAMVX - Performance Comparison
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Returns By Period
In the year-to-date period, PMAQX achieves a -4.40% return, which is significantly lower than FAMVX's 8.68% return.
PMAQX
- 1D
- -0.75%
- 1M
- -1.32%
- 6M
- -4.05%
- YTD
- -4.40%
- 1Y
- -7.95%
- 3Y*
- 9.14%
- 5Y*
- 4.40%
- 10Y*
- —
- ALL TIME*
- 12.19%
FAMVX
- 1D
- -0.11%
- 1M
- 0.56%
- 6M
- 5.29%
- YTD
- 8.68%
- 1Y
- 11.90%
- 3Y*
- 11.91%
- 5Y*
- 7.07%
- 10Y*
- 10.52%
- ALL TIME*
- 9.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
FAMVX FAM Value Fund | $0.00 | $0.00 | $0.00 |
PMAQX Principal MidCap R6 | $0.00 | $0.00 | $0.00 |
PMAQX vs. FAMVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PMAQX Principal MidCap R6 | -4.40% | 1.71% | 23.74% | 26.02% | -23.09% | 25.29% | 18.38% | 49.59% | -6.79% | 24.68% |
FAMVX FAM Value Fund | 8.68% | 4.90% | 15.51% | 16.09% | -14.06% | 25.65% | 6.81% | 30.31% | -6.15% | 17.34% |
Correlation
The correlation between PMAQX and FAMVX is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.89 |
The correlation between PMAQX and FAMVX has been stable across timeframes, ranging from 0.81 to 0.90 - a consistent structural relationship.
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Return for Risk
PMAQX vs. FAMVX — Risk / Return Rank
PMAQX
FAMVX
PMAQX vs. FAMVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal MidCap R6 (PMAQX) and FAM Value Fund (FAMVX). 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.
| PMAQX | FAMVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.33 | ||
| Sortino ratioReturn per unit of downside risk | -1.94 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.13 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 1.08 | -1.55 |
| Martin ratioReturn relative to average drawdown | -0.91 | 3.30 | -4.21 |
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Drawdowns
PMAQX vs. FAMVX - Drawdown Comparison
The maximum PMAQX drawdown since its inception was -40.56%, smaller than the maximum FAMVX drawdown of -51.12%. Use the drawdown chart below to compare losses from any high point for PMAQX and FAMVX.
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Drawdown Indicators
| PMAQX | FAMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.56% | -51.12% | +10.56% |
Max Drawdown (1Y)Largest decline over 1 year | -19.25% | -9.47% | -9.78% |
Max Drawdown (3Y)Largest decline over 3 years | -19.25% | -16.74% | -2.51% |
Max Drawdown (5Y)Largest decline over 5 years | -31.10% | -22.77% | -8.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.73% | — |
Current DrawdownCurrent decline from peak | -10.62% | -1.11% | -9.51% |
Average DrawdownAverage peak-to-trough decline | -6.89% | -6.40% | -0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.81% | 3.10% | +6.71% |
Volatility
PMAQX vs. FAMVX - Volatility Comparison
Principal MidCap R6 (PMAQX) has a higher volatility of 5.21% compared to FAM Value Fund (FAMVX) at 3.48%. This indicates that PMAQX's price experiences larger fluctuations and is considered to be riskier than FAMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PMAQX | FAMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 3.48% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 12.03% | 10.60% | +1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 13.91% | +1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.74% | 17.13% | +1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.43% | 18.19% | +1.24% |
PMAQX vs. FAMVX - Expense Ratio Comparison
PMAQX has a 0.60% expense ratio, which is lower than FAMVX's 1.19% expense ratio.
Dividends
PMAQX vs. FAMVX - Dividend Comparison
PMAQX's dividend yield for the trailing twelve months is around 6.07%, more than FAMVX's 4.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAMVX FAM Value Fund | 4.51% | 4.90% | 6.28% | 5.01% | 3.67% | 4.99% | 3.69% | 6.80% | 4.09% | 5.06% | 5.21% | 9.06% |
PMAQX Principal MidCap R6 | 6.07% | 5.80% | 6.46% | 2.58% | 3.18% | 7.96% | 1.08% | 9.14% | 12.39% | 3.39% | 0.00% | 0.00% |
Frequently Asked Questions
PMAQX and FAMVX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PMAQX has higher volatility (5.21%) compared to FAMVX (3.48%). In terms of maximum drawdown, PMAQX dropped -40.56% vs FAMVX's -51.12%.
FAMVX currently has the higher Sharpe Ratio (0.74 vs -0.59), 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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