PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PMAQX vs. SDVY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

PMAQX vs. SDVY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal MidCap R6 (PMAQX) and First Trust SMID Cap Rising Dividend Achievers ETF (SDVY). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.09%
10.61%
PMAQX
SDVY

Returns By Period

In the year-to-date period, PMAQX achieves a 23.60% return, which is significantly higher than SDVY's 17.45% return.


PMAQX

YTD

23.60%

1M

0.47%

6M

12.09%

1Y

28.50%

5Y (annualized)

8.75%

10Y (annualized)

N/A

SDVY

YTD

17.45%

1M

2.01%

6M

10.61%

1Y

32.64%

5Y (annualized)

14.80%

10Y (annualized)

N/A

Key characteristics


PMAQXSDVY
Sharpe Ratio2.181.73
Sortino Ratio2.912.54
Omega Ratio1.371.31
Calmar Ratio1.523.37
Martin Ratio12.799.52
Ulcer Index2.29%3.46%
Daily Std Dev13.47%19.04%
Max Drawdown-40.56%-44.70%
Current Drawdown-2.25%-2.71%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PMAQX vs. SDVY - Expense Ratio Comparison

Both PMAQX and SDVY have an expense ratio of 0.60%.


PMAQX
Principal MidCap R6
Expense ratio chart for PMAQX: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for SDVY: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Correlation

-0.50.00.51.00.7

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.

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.


Sharpe ratio
The chart of Sharpe ratio for PMAQX, currently valued at 2.18, compared to the broader market0.002.004.002.181.73
The chart of Sortino ratio for PMAQX, currently valued at 2.91, compared to the broader market0.005.0010.002.912.54
The chart of Omega ratio for PMAQX, currently valued at 1.37, compared to the broader market1.002.003.004.001.371.31
The chart of Calmar ratio for PMAQX, currently valued at 1.52, compared to the broader market0.005.0010.0015.0020.0025.001.523.37
The chart of Martin ratio for PMAQX, currently valued at 12.79, compared to the broader market0.0020.0040.0060.0080.00100.0012.799.52
PMAQX
SDVY

The current PMAQX Sharpe Ratio is 2.18, which is comparable to the SDVY Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of PMAQX and SDVY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.18
1.73
PMAQX
SDVY

Dividends

PMAQX vs. SDVY - Dividend Comparison

PMAQX's dividend yield for the trailing twelve months is around 0.09%, less than SDVY's 1.51% yield.


TTM20232022202120202019201820172016
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
1.51%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.25%
-2.71%
PMAQX
SDVY

Volatility

PMAQX vs. SDVY - Volatility Comparison

The current volatility for Principal MidCap R6 (PMAQX) is 4.56%, while First Trust SMID Cap Rising Dividend Achievers ETF (SDVY) has a volatility of 7.65%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
4.56%
7.65%
PMAQX
SDVY