PMAQX vs. JPRE
Compare and contrast key facts about Principal MidCap R6 (PMAQX) and JPMorgan Realty Income ETF (JPRE).
PMAQX is managed by Principal Funds. It was launched on Nov 22, 2016. JPRE is an actively managed fund by JPMorgan. It was launched on Dec 31, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PMAQX or JPRE.
Key characteristics
| PMAQX | JPRE | |
|---|---|---|
| YTD Return | 25.98% | 11.74% |
| 1Y Return | 35.11% | 29.92% |
| Sharpe Ratio | 2.59 | 1.82 |
| Sortino Ratio | 3.45 | 2.62 |
| Omega Ratio | 1.45 | 1.33 |
| Calmar Ratio | 1.61 | 1.60 |
| Martin Ratio | 15.40 | 7.48 |
| Ulcer Index | 2.28% | 3.87% |
| Daily Std Dev | 13.57% | 15.96% |
| Max Drawdown | -40.56% | -23.84% |
| Current Drawdown | -0.37% | -4.10% |
Correlation
The correlation between PMAQX and JPRE is 0.66, 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.
Performance
PMAQX vs. JPRE - Performance Comparison
In the year-to-date period, PMAQX achieves a 25.98% return, which is significantly higher than JPRE's 11.74% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PMAQX vs. JPRE - Expense Ratio Comparison
PMAQX has a 0.60% expense ratio, which is higher than JPRE's 0.50% expense ratio.
Risk-Adjusted Performance
PMAQX vs. JPRE - Risk-Adjusted Performance Comparison
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.
Dividends
PMAQX vs. JPRE - Dividend Comparison
PMAQX's dividend yield for the trailing twelve months is around 0.09%, less than JPRE's 2.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
PMAQX Principal MidCap R6 | 0.09% | 0.11% | 0.00% | 0.00% | 0.00% | 0.58% | 0.20% | 0.13% | 2.56% |
JPRE JPMorgan Realty Income ETF | 2.20% | 3.26% | 10.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PMAQX vs. JPRE - Drawdown Comparison
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.
Volatility
PMAQX vs. JPRE - Volatility Comparison
The current volatility for Principal MidCap R6 (PMAQX) is 4.25%, while JPMorgan Realty Income ETF (JPRE) has a volatility of 4.80%. This indicates that PMAQX experiences smaller price fluctuations and is considered to be less risky than JPRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.