PMAQX vs. SDVY
Compare and contrast key facts about Principal MidCap R6 (PMAQX) and First Trust SMID Cap Rising Dividend Achievers ETF (SDVY).
PMAQX is managed by Principal Funds. It was launched on Nov 22, 2016. SDVY is a passively managed fund by First Trust that tracks the performance of the NASDAQ US Small Mid Cap Rising Dividend Achievers™ Index. It was launched on Nov 1, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PMAQX or SDVY.
Key characteristics
| PMAQX | SDVY | |
|---|---|---|
| YTD Return | 26.45% | 20.72% |
| 1Y Return | 35.61% | 43.73% |
| 3Y Return (Ann) | 2.27% | 10.64% |
| 5Y Return (Ann) | 9.40% | 15.05% |
| Sharpe Ratio | 2.78 | 2.32 |
| Sortino Ratio | 3.69 | 3.33 |
| Omega Ratio | 1.48 | 1.41 |
| Calmar Ratio | 1.74 | 4.69 |
| Martin Ratio | 16.63 | 13.28 |
| Ulcer Index | 2.28% | 3.44% |
| Daily Std Dev | 13.59% | 19.67% |
| Max Drawdown | -40.56% | -44.70% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between PMAQX and SDVY is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
PMAQX vs. SDVY - Performance Comparison
In the year-to-date period, PMAQX achieves a 26.45% return, which is significantly higher than SDVY's 20.72% 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. SDVY - Expense Ratio Comparison
Both PMAQX and SDVY have an expense ratio of 0.60%.
Risk-Adjusted Performance
PMAQX vs. SDVY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal MidCap R6 (PMAQX) and First Trust SMID Cap Rising Dividend Achievers ETF (SDVY). 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. SDVY - Dividend Comparison
PMAQX's dividend yield for the trailing twelve months is around 0.09%, less than SDVY's 1.47% 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% |
SDVY First Trust SMID Cap Rising Dividend Achievers ETF | 1.47% | 1.90% | 2.28% | 1.09% | 1.48% | 1.70% | 1.57% | 0.29% | 0.00% |
Drawdowns
PMAQX vs. SDVY - Drawdown Comparison
The maximum PMAQX drawdown since its inception was -40.56%, smaller than the maximum SDVY drawdown of -44.70%. Use the drawdown chart below to compare losses from any high point for PMAQX and SDVY. For additional features, visit the drawdowns tool.
Volatility
PMAQX vs. SDVY - Volatility Comparison
The current volatility for Principal MidCap R6 (PMAQX) is 4.23%, while First Trust SMID Cap Rising Dividend Achievers ETF (SDVY) has a volatility of 7.78%. This indicates that PMAQX experiences smaller price fluctuations and is considered to be less risky than SDVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.