PMAQX vs. VSMGX
Compare and contrast key facts about Principal MidCap R6 (PMAQX) and Vanguard LifeStrategy Moderate Growth Fund (VSMGX).
PMAQX is managed by Principal Funds. It was launched on Nov 22, 2016. VSMGX is managed by Vanguard. It was launched on Sep 30, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PMAQX or VSMGX.
Performance
PMAQX vs. VSMGX - Performance Comparison
Returns By Period
In the year-to-date period, PMAQX achieves a 27.70% return, which is significantly higher than VSMGX's 11.60% return.
PMAQX
27.70%
6.46%
16.79%
32.26%
9.45%
N/A
VSMGX
11.60%
0.81%
6.46%
15.83%
5.57%
5.46%
Key characteristics
| PMAQX | VSMGX | |
|---|---|---|
| Sharpe Ratio | 2.38 | 2.08 |
| Sortino Ratio | 3.16 | 2.97 |
| Omega Ratio | 1.41 | 1.38 |
| Calmar Ratio | 1.67 | 1.47 |
| Martin Ratio | 14.04 | 12.38 |
| Ulcer Index | 2.30% | 1.28% |
| Daily Std Dev | 13.58% | 7.62% |
| Max Drawdown | -40.56% | -41.18% |
| Current Drawdown | 0.00% | -0.68% |
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PMAQX vs. VSMGX - Expense Ratio Comparison
PMAQX has a 0.60% expense ratio, which is higher than VSMGX's 0.13% expense ratio.
Correlation
The correlation between PMAQX and VSMGX is 0.87, 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. VSMGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal MidCap R6 (PMAQX) and Vanguard LifeStrategy Moderate Growth Fund (VSMGX). 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. VSMGX - Dividend Comparison
PMAQX's dividend yield for the trailing twelve months is around 0.09%, less than VSMGX's 2.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PMAQX Principal MidCap R6 | 0.09% | 0.11% | 0.00% | 0.00% | 0.00% | 0.58% | 0.20% | 0.13% | 2.56% | 0.00% | 0.00% | 0.00% |
VSMGX Vanguard LifeStrategy Moderate Growth Fund | 2.59% | 2.63% | 2.10% | 1.91% | 1.71% | 2.45% | 2.65% | 2.15% | 2.22% | 2.19% | 2.10% | 1.93% |
Drawdowns
PMAQX vs. VSMGX - Drawdown Comparison
The maximum PMAQX drawdown since its inception was -40.56%, roughly equal to the maximum VSMGX drawdown of -41.18%. Use the drawdown chart below to compare losses from any high point for PMAQX and VSMGX. For additional features, visit the drawdowns tool.
Volatility
PMAQX vs. VSMGX - Volatility Comparison
Principal MidCap R6 (PMAQX) has a higher volatility of 4.62% compared to Vanguard LifeStrategy Moderate Growth Fund (VSMGX) at 2.00%. This indicates that PMAQX's price experiences larger fluctuations and is considered to be riskier than VSMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.