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PMAQX vs. SCHM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PMAQX vs. SCHM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal MidCap R6 (PMAQX) and Schwab US Mid-Cap ETF (SCHM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PMAQX achieves a -3.68% return, which is significantly lower than SCHM's 16.02% return.


PMAQX

1D
-1.38%
1M
-0.58%
6M
-3.05%
YTD
-3.68%
1Y
-7.25%
3Y*
9.39%
5Y*
4.56%
10Y*
ALL TIME*
12.28%

SCHM

1D
-0.26%
1M
-3.53%
6M
10.34%
YTD
16.02%
1Y
25.02%
3Y*
13.82%
5Y*
7.49%
10Y*
10.84%
ALL TIME*
11.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$34.02M$31.86M$37.33M

PMAQX vs. SCHM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PMAQX
Principal MidCap R6
-3.68%1.71%23.74%26.02%-23.09%25.29%18.38%49.59%-6.79%24.68%
SCHM
Schwab US Mid-Cap ETF
16.02%10.17%11.98%16.69%-17.07%19.36%15.26%27.48%-8.77%19.60%

Correlation

The correlation between PMAQX and SCHM is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.63

Correlation (3Y)
Balances recent behavior with more history.

0.79

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.86

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2017

0.87

Over the past year, the correlation between PMAQX and SCHM has dropped to 0.63 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.

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Return for Risk

PMAQX vs. SCHM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PMAQX
PMAQX Risk / Return Rank: 11
Overall Rank
PMAQX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
PMAQX Sortino Ratio Rank: 11
Sortino Ratio Rank
PMAQX Omega Ratio Rank: 11
Omega Ratio Rank
PMAQX Calmar Ratio Rank: 11
Calmar Ratio Rank
PMAQX Martin Ratio Rank: 11
Martin Ratio Rank

SCHM
SCHM Risk / Return Rank: 6464
Overall Rank
SCHM Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SCHM Sortino Ratio Rank: 6262
Sortino Ratio Rank
SCHM Omega Ratio Rank: 5757
Omega Ratio Rank
SCHM Calmar Ratio Rank: 7272
Calmar Ratio Rank
SCHM Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PMAQX vs. SCHM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal MidCap R6 (PMAQX) and Schwab US Mid-Cap ETF (SCHM). 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.


PMAQXSCHMDifference
Sharpe ratioReturn per unit of total volatility

-2.00

Sortino ratioReturn per unit of downside risk

-2.84

Omega ratioGain probability vs. loss probability

0.91

1.25

-0.33

Calmar ratioReturn relative to maximum drawdown

-0.48

2.49

-2.97

Martin ratioReturn relative to average drawdown

-0.94

8.79

-9.73

PMAQX vs. SCHM - Sharpe Ratio Comparison

The current PMAQX Sharpe Ratio is -0.60, which is lower than the SCHM Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of PMAQX and SCHM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PMAQX vs. SCHM - Drawdown Comparison

The maximum PMAQX drawdown since its inception was -40.56%, roughly equal to the maximum SCHM drawdown of -42.43%. Use the drawdown chart below to compare losses from any high point for PMAQX and SCHM.


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Drawdown Indicators


PMAQXSCHMDifference

Max Drawdown

Largest peak-to-trough decline

-40.56%

-42.43%

+1.87%

Max Drawdown (1Y)

Largest decline over 1 year

-19.25%

-9.32%

-9.93%

Max Drawdown (3Y)

Largest decline over 3 years

-19.25%

-23.27%

+4.02%

Max Drawdown (5Y)

Largest decline over 5 years

-31.10%

-26.46%

-4.64%

Max Drawdown (10Y)

Largest decline over 10 years

-42.43%

Current Drawdown

Current decline from peak

-9.95%

-5.89%

-4.06%

Average Drawdown

Average peak-to-trough decline

-6.89%

-5.63%

-1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.79%

2.64%

+7.15%

Volatility

PMAQX vs. SCHM - Volatility Comparison

Principal MidCap R6 (PMAQX) has a higher volatility of 5.19% compared to Schwab US Mid-Cap ETF (SCHM) at 4.50%. This indicates that PMAQX's price experiences larger fluctuations and is considered to be riskier than SCHM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PMAQXSCHMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

4.50%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

12.03%

13.07%

-1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

15.17%

16.71%

-1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.75%

19.68%

-0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.43%

20.49%

-1.06%

PMAQX vs. SCHM - Expense Ratio Comparison

PMAQX has a 0.60% expense ratio, which is higher than SCHM's 0.04% expense ratio.


Dividends

PMAQX vs. SCHM - Dividend Comparison

PMAQX's dividend yield for the trailing twelve months is around 6.02%, more than SCHM's 1.27% yield.


PositionTTM20252024202320222021202020192018201720162015
PMAQX
Principal MidCap R6
6.02%5.80%6.46%2.58%3.18%7.96%1.08%9.14%12.39%3.39%0.00%0.00%
SCHM
Schwab US Mid-Cap ETF
1.27%1.46%1.43%1.50%1.67%1.13%1.31%1.48%1.56%1.27%1.51%1.54%

Frequently Asked Questions


PMAQX and SCHM have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PMAQX has higher volatility (5.19%) compared to SCHM (4.50%). In terms of maximum drawdown, PMAQX dropped -40.56% vs SCHM's -42.43%.

SCHM currently has the higher Sharpe Ratio (1.39 vs -0.60), 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.

Portfolio Optimizer

Find the right allocation for PMAQX and SCHM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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