PMAQX vs. JPRE

In the year-to-date period, PMAQX achieves a 1.95% return, which is significantly higher than JPRE's 1.70% return.

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PMAQX has a 0.60% expense ratio, which is higher than JPRE's 0.50% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Principal MidCap R6 (PMAQX) and JPMorgan Realty Income ETF (JPRE). 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.

The current PMAQX Sharpe Ratio is 0.66, which is comparable to the JPRE Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of PMAQX and JPRE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PMAQX's dividend yield for the trailing twelve months is around 0.20%, less than JPRE's 2.28% yield.

The maximum PMAQX drawdown since its inception was -40.56%, which is greater than JPRE's maximum drawdown of -23.84%. Use the drawdown chart below to compare losses from any high point for PMAQX and JPRE. For additional features, visit the drawdowns tool.

Principal MidCap R6 (PMAQX) has a higher volatility of 6.35% compared to JPMorgan Realty Income ETF (JPRE) at 5.09%. This indicates that PMAQX's price experiences larger fluctuations and is considered to be riskier than JPRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.