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PMBMX vs. VO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PMBMX vs. VO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal MidCap Fund (PMBMX) and Vanguard Mid-Cap ETF (VO). The values are adjusted to include any dividend payments, if applicable.

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PMBMX vs. VO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PMBMX
Principal MidCap Fund
-11.17%1.16%23.38%25.36%-23.52%24.63%17.69%49.09%-7.28%24.73%
VO
Vanguard Mid-Cap ETF
-0.05%11.62%15.31%16.03%-18.73%24.70%18.10%30.98%-9.24%19.28%

Returns By Period

In the year-to-date period, PMBMX achieves a -11.17% return, which is significantly lower than VO's -0.05% return. Both investments have delivered pretty close results over the past 10 years, with PMBMX having a 11.26% annualized return and VO not far behind at 10.74%.


PMBMX

1D
2.16%
1M
-7.75%
YTD
-11.17%
6M
-13.90%
1Y
-10.17%
3Y*
9.64%
5Y*
4.79%
10Y*
11.26%

VO

1D
0.63%
1M
-5.18%
YTD
-0.05%
6M
-0.76%
1Y
13.07%
3Y*
12.85%
5Y*
6.79%
10Y*
10.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PMBMX vs. VO - Expense Ratio Comparison

PMBMX has a 1.15% expense ratio, which is higher than VO's 0.04% expense ratio.


Return for Risk

PMBMX vs. VO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

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

VO
VO Risk / Return Rank: 4141
Overall Rank
VO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
VO Sortino Ratio Rank: 3838
Sortino Ratio Rank
VO Omega Ratio Rank: 3939
Omega Ratio Rank
VO Calmar Ratio Rank: 3939
Calmar Ratio Rank
VO Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PMBMX vs. VO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal MidCap Fund (PMBMX) and Vanguard Mid-Cap ETF (VO). 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.


PMBMXVODifference

Sharpe ratio

Return per unit of total volatility

-0.53

0.75

-1.28

Sortino ratio

Return per unit of downside risk

-0.64

1.15

-1.79

Omega ratio

Gain probability vs. loss probability

0.92

1.16

-0.25

Calmar ratio

Return relative to maximum drawdown

-0.53

1.06

-1.58

Martin ratio

Return relative to average drawdown

-1.55

4.83

-6.38

PMBMX vs. VO - Sharpe Ratio Comparison

The current PMBMX Sharpe Ratio is -0.53, which is lower than the VO Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of PMBMX and VO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PMBMXVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.53

0.75

-1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.39

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.57

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.48

+0.07

Correlation

The correlation between PMBMX and VO is 0.94, 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.


Dividends

PMBMX vs. VO - Dividend Comparison

PMBMX's dividend yield for the trailing twelve months is around 7.22%, more than VO's 1.50% yield.


TTM20252024202320222021202020192018201720162015
PMBMX
Principal MidCap Fund
7.22%6.41%6.86%2.68%3.43%8.51%1.15%9.00%12.79%3.39%2.16%6.38%
VO
Vanguard Mid-Cap ETF
1.50%1.52%1.49%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%

Drawdowns

PMBMX vs. VO - Drawdown Comparison

The maximum PMBMX drawdown since its inception was -50.69%, smaller than the maximum VO drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for PMBMX and VO.


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Drawdown Indicators


PMBMXVODifference

Max Drawdown

Largest peak-to-trough decline

-50.69%

-58.87%

+8.18%

Max Drawdown (1Y)

Largest decline over 1 year

-19.53%

-12.74%

-6.79%

Max Drawdown (5Y)

Largest decline over 5 years

-31.48%

-27.57%

-3.91%

Max Drawdown (10Y)

Largest decline over 10 years

-40.60%

-39.37%

-1.23%

Current Drawdown

Current decline from peak

-17.13%

-5.53%

-11.60%

Average Drawdown

Average peak-to-trough decline

-6.67%

-7.91%

+1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.65%

2.79%

+3.86%

Volatility

PMBMX vs. VO - Volatility Comparison

Principal MidCap Fund (PMBMX) has a higher volatility of 5.25% compared to Vanguard Mid-Cap ETF (VO) at 4.83%. This indicates that PMBMX's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PMBMXVODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

4.83%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

10.60%

9.73%

+0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

18.40%

17.57%

+0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.57%

17.61%

+0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.12%

18.94%

+0.18%