PMAQX vs. PCSFX
PMAQX (Principal MidCap R6) and PCSFX (Principal Capital Securities Fund) are both mutual funds - PMAQX is a Mid Cap Growth Equities fund managed by Principal, while PCSFX is a Preferred Stock fund managed by Principal. Over the past 5 years, PMAQX returned 4.40%/yr vs 3.26%/yr for PCSFX. Their 0.32 correlation means their historical movements had little consistent relationship. PMAQX charges 0.60%/yr vs 0.00%/yr for PCSFX.
Performance
PMAQX vs. PCSFX - 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 PCSFX's 1.37% 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%
PCSFX
- 1D
- 0.00%
- 1M
- -0.50%
- 6M
- 0.67%
- YTD
- 1.37%
- 1Y
- 5.14%
- 3Y*
- 9.20%
- 5Y*
- 3.26%
- 10Y*
- 5.23%
- ALL TIME*
- 5.15%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
PMAQX Principal MidCap R6 | $0.00 | $0.00 | $0.00 |
PMAQX vs. PCSFX - 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% |
PCSFX Principal Capital Securities Fund | 1.37% | 8.96% | 12.15% | 6.82% | -11.35% | 3.74% | 7.71% | 17.41% | -4.61% | 11.57% |
Correlation
The correlation between PMAQX and PCSFX is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.37 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.32 |
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Return for Risk
PMAQX vs. PCSFX — Risk / Return Rank
PMAQX
PCSFX
PMAQX vs. PCSFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal MidCap R6 (PMAQX) and Principal Capital Securities Fund (PCSFX). 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 | PCSFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.96 | ||
| Sortino ratioReturn per unit of downside risk | -4.25 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.58 | -0.66 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 1.74 | -2.20 |
| Martin ratioReturn relative to average drawdown | -0.91 | 7.66 | -8.58 |
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Drawdowns
PMAQX vs. PCSFX - Drawdown Comparison
The maximum PMAQX drawdown since its inception was -40.56%, which is greater than PCSFX's maximum drawdown of -22.42%. Use the drawdown chart below to compare losses from any high point for PMAQX and PCSFX.
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Drawdown Indicators
| PMAQX | PCSFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.56% | -22.42% | -18.14% |
Max Drawdown (1Y)Largest decline over 1 year | -19.25% | -2.97% | -16.28% |
Max Drawdown (3Y)Largest decline over 3 years | -19.25% | -2.97% | -16.28% |
Max Drawdown (5Y)Largest decline over 5 years | -31.10% | -18.67% | -12.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.42% | — |
Current DrawdownCurrent decline from peak | -10.62% | -0.61% | -10.01% |
Average DrawdownAverage peak-to-trough decline | -6.89% | -2.45% | -4.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.81% | 0.67% | +9.14% |
Volatility
PMAQX vs. PCSFX - Volatility Comparison
Principal MidCap R6 (PMAQX) has a higher volatility of 5.21% compared to Principal Capital Securities Fund (PCSFX) at 0.48%. This indicates that PMAQX's price experiences larger fluctuations and is considered to be riskier than PCSFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PMAQX | PCSFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 0.48% | +4.73% |
Volatility (6M)Calculated over the trailing 6-month period | 12.03% | 1.94% | +10.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 2.18% | +13.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.74% | 4.29% | +14.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.43% | 5.03% | +14.40% |
PMAQX vs. PCSFX - Expense Ratio Comparison
PMAQX has a 0.60% expense ratio, which is higher than PCSFX's 0.00% expense ratio.
Dividends
PMAQX vs. PCSFX - Dividend Comparison
PMAQX's dividend yield for the trailing twelve months is around 6.07%, more than PCSFX's 5.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PCSFX Principal Capital Securities Fund | 5.82% | 5.80% | 5.50% | 5.75% | 5.68% | 4.57% | 4.88% | 5.43% | 6.07% | 5.14% | 5.08% | 5.78% |
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 PCSFX have a correlation of 0.36, 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 PCSFX (0.48%). In terms of maximum drawdown, PMAQX dropped -40.56% vs PCSFX's -22.42%.
PCSFX currently has the higher Sharpe Ratio (2.37 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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