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PMDIX vs. HWMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PMDIX vs. HWMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Small-MidCap Dividend Income Fund (PMDIX) and Hotchkis & Wiley Mid-Cap Value Fund (HWMIX). The values are adjusted to include any dividend payments, if applicable.

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PMDIX vs. HWMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PMDIX
Principal Small-MidCap Dividend Income Fund
1.44%8.63%14.56%18.81%-11.66%30.41%-6.40%25.38%-13.80%13.30%
HWMIX
Hotchkis & Wiley Mid-Cap Value Fund
5.14%7.87%3.62%19.87%1.63%39.18%0.49%12.97%-19.32%7.69%

Returns By Period

In the year-to-date period, PMDIX achieves a 1.44% return, which is significantly lower than HWMIX's 5.14% return. Over the past 10 years, PMDIX has outperformed HWMIX with an annualized return of 9.40%, while HWMIX has yielded a comparatively lower 8.92% annualized return.


PMDIX

1D
-0.85%
1M
-8.86%
YTD
1.44%
6M
2.85%
1Y
14.22%
3Y*
13.66%
5Y*
8.72%
10Y*
9.40%

HWMIX

1D
-0.11%
1M
-3.40%
YTD
5.14%
6M
7.65%
1Y
20.19%
3Y*
11.45%
5Y*
9.65%
10Y*
8.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PMDIX vs. HWMIX - Expense Ratio Comparison

PMDIX has a 0.85% expense ratio, which is lower than HWMIX's 1.01% expense ratio.


Return for Risk

PMDIX vs. HWMIX — Risk / Return Rank

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

PMDIX
PMDIX Risk / Return Rank: 3232
Overall Rank
PMDIX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PMDIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
PMDIX Omega Ratio Rank: 3434
Omega Ratio Rank
PMDIX Calmar Ratio Rank: 3030
Calmar Ratio Rank
PMDIX Martin Ratio Rank: 3232
Martin Ratio Rank

HWMIX
HWMIX Risk / Return Rank: 4545
Overall Rank
HWMIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
HWMIX Sortino Ratio Rank: 4646
Sortino Ratio Rank
HWMIX Omega Ratio Rank: 4848
Omega Ratio Rank
HWMIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
HWMIX Martin Ratio Rank: 4444
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.

PMDIX vs. HWMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Small-MidCap Dividend Income Fund (PMDIX) and Hotchkis & Wiley Mid-Cap Value Fund (HWMIX). 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.


PMDIXHWMIXDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.88

-0.15

Sortino ratio

Return per unit of downside risk

1.15

1.36

-0.21

Omega ratio

Gain probability vs. loss probability

1.16

1.20

-0.04

Calmar ratio

Return relative to maximum drawdown

0.84

1.11

-0.27

Martin ratio

Return relative to average drawdown

3.45

4.53

-1.08

PMDIX vs. HWMIX - Sharpe Ratio Comparison

The current PMDIX Sharpe Ratio is 0.73, which is comparable to the HWMIX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of PMDIX and HWMIX, 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


PMDIXHWMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

0.88

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.43

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.35

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.47

+0.05

Correlation

The correlation between PMDIX and HWMIX is 0.88, 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

PMDIX vs. HWMIX - Dividend Comparison

PMDIX's dividend yield for the trailing twelve months is around 3.15%, more than HWMIX's 1.32% yield.


TTM20252024202320222021202020192018201720162015
PMDIX
Principal Small-MidCap Dividend Income Fund
3.15%3.14%7.99%2.37%6.95%0.98%1.37%2.82%17.83%5.77%2.84%4.78%
HWMIX
Hotchkis & Wiley Mid-Cap Value Fund
1.32%1.39%1.15%0.28%0.49%1.28%2.25%1.60%2.99%6.72%1.53%14.67%

Drawdowns

PMDIX vs. HWMIX - Drawdown Comparison

The maximum PMDIX drawdown since its inception was -46.47%, smaller than the maximum HWMIX drawdown of -69.84%. Use the drawdown chart below to compare losses from any high point for PMDIX and HWMIX.


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Drawdown Indicators


PMDIXHWMIXDifference

Max Drawdown

Largest peak-to-trough decline

-46.47%

-69.84%

+23.37%

Max Drawdown (1Y)

Largest decline over 1 year

-14.51%

-16.87%

+2.36%

Max Drawdown (5Y)

Largest decline over 5 years

-21.36%

-25.90%

+4.54%

Max Drawdown (10Y)

Largest decline over 10 years

-46.47%

-63.21%

+16.74%

Current Drawdown

Current decline from peak

-10.55%

-4.77%

-5.78%

Average Drawdown

Average peak-to-trough decline

-5.33%

-10.89%

+5.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

4.14%

-0.60%

Volatility

PMDIX vs. HWMIX - Volatility Comparison

Principal Small-MidCap Dividend Income Fund (PMDIX) has a higher volatility of 4.92% compared to Hotchkis & Wiley Mid-Cap Value Fund (HWMIX) at 3.97%. This indicates that PMDIX's price experiences larger fluctuations and is considered to be riskier than HWMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PMDIXHWMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

3.97%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

10.82%

12.35%

-1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

20.60%

23.86%

-3.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.76%

22.33%

-3.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.22%

25.61%

-5.39%