PMAQX vs. SPMD

In the year-to-date period, PMAQX achieves a 1.95% return, which is significantly higher than SPMD's -5.17% return.

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PMAQX has a 0.60% expense ratio, which is higher than SPMD's 0.05% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Principal MidCap R6 (PMAQX) and SPDR Portfolio S&P 400 Mid Cap ETF (SPMD). 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.

The current PMAQX Sharpe Ratio is 0.66, which is higher than the SPMD Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of PMAQX and SPMD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PMAQX's dividend yield for the trailing twelve months is around 0.20%, less than SPMD's 1.53% yield.

The maximum PMAQX drawdown since its inception was -40.56%, smaller than the maximum SPMD drawdown of -57.62%. Use the drawdown chart below to compare losses from any high point for PMAQX and SPMD. For additional features, visit the drawdowns tool.

The current volatility for Principal MidCap R6 (PMAQX) is 6.35%, while SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) has a volatility of 7.08%. This indicates that PMAQX experiences smaller price fluctuations and is considered to be less risky than SPMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.