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PMFMX vs. ^SP400
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between PMFMX and ^SP400 is 0.98, 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.


-0.50.00.51.01.0

Performance

PMFMX vs. ^SP400 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal MidCap S&P 400 Index Fund (PMFMX) and S&P 400 (^SP400). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-10.37%
0.18%
PMFMX
^SP400

Key characteristics

Sharpe Ratio

PMFMX:

-0.04

^SP400:

0.65

Sortino Ratio

PMFMX:

0.07

^SP400:

1.02

Omega Ratio

PMFMX:

1.01

^SP400:

1.12

Calmar Ratio

PMFMX:

-0.04

^SP400:

1.20

Martin Ratio

PMFMX:

-0.10

^SP400:

2.69

Ulcer Index

PMFMX:

7.12%

^SP400:

3.81%

Daily Std Dev

PMFMX:

19.23%

^SP400:

15.68%

Max Drawdown

PMFMX:

-60.95%

^SP400:

-56.32%

Current Drawdown

PMFMX:

-18.27%

^SP400:

-8.51%

Returns By Period

In the year-to-date period, PMFMX achieves a -0.57% return, which is significantly higher than ^SP400's -0.61% return. Over the past 10 years, PMFMX has underperformed ^SP400 with an annualized return of 1.70%, while ^SP400 has yielded a comparatively higher 7.42% annualized return.


PMFMX

YTD

-0.57%

1M

-5.38%

6M

-10.37%

1Y

-2.40%

5Y*

2.30%

10Y*

1.70%

^SP400

YTD

-0.61%

1M

-5.39%

6M

0.18%

1Y

8.64%

5Y*

8.29%

10Y*

7.42%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

PMFMX vs. ^SP400 — Risk-Adjusted Performance Rank

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

PMFMX
The Risk-Adjusted Performance Rank of PMFMX is 66
Overall Rank
The Sharpe Ratio Rank of PMFMX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of PMFMX is 77
Sortino Ratio Rank
The Omega Ratio Rank of PMFMX is 77
Omega Ratio Rank
The Calmar Ratio Rank of PMFMX is 66
Calmar Ratio Rank
The Martin Ratio Rank of PMFMX is 66
Martin Ratio Rank

^SP400
The Risk-Adjusted Performance Rank of ^SP400 is 4343
Overall Rank
The Sharpe Ratio Rank of ^SP400 is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP400 is 3939
Sortino Ratio Rank
The Omega Ratio Rank of ^SP400 is 3636
Omega Ratio Rank
The Calmar Ratio Rank of ^SP400 is 5858
Calmar Ratio Rank
The Martin Ratio Rank of ^SP400 is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PMFMX vs. ^SP400 - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal MidCap S&P 400 Index Fund (PMFMX) and S&P 400 (^SP400). 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 PMFMX, currently valued at -0.05, compared to the broader market-1.000.001.002.003.004.00-0.050.65
The chart of Sortino ratio for PMFMX, currently valued at 0.06, compared to the broader market0.002.004.006.008.0010.0012.000.061.02
The chart of Omega ratio for PMFMX, currently valued at 1.01, compared to the broader market1.002.003.004.001.011.12
The chart of Calmar ratio for PMFMX, currently valued at -0.05, compared to the broader market0.005.0010.0015.0020.00-0.051.20
The chart of Martin ratio for PMFMX, currently valued at -0.13, compared to the broader market0.0020.0040.0060.0080.00-0.132.69
PMFMX
^SP400

The current PMFMX Sharpe Ratio is -0.04, which is lower than the ^SP400 Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of PMFMX and ^SP400, 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.05
0.65
PMFMX
^SP400

Drawdowns

PMFMX vs. ^SP400 - Drawdown Comparison

The maximum PMFMX drawdown since its inception was -60.95%, which is greater than ^SP400's maximum drawdown of -56.32%. Use the drawdown chart below to compare losses from any high point for PMFMX and ^SP400. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-18.27%
-8.51%
PMFMX
^SP400

Volatility

PMFMX vs. ^SP400 - Volatility Comparison

Principal MidCap S&P 400 Index Fund (PMFMX) and S&P 400 (^SP400) have volatilities of 4.07% and 4.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
4.07%
4.07%
PMFMX
^SP400
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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