PMFMX vs. FTSIX
Compare and contrast key facts about Principal MidCap S&P 400 Index Fund (PMFMX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX).
PMFMX is managed by Principal. It was launched on Dec 6, 2000. FTSIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018.
Performance
PMFMX vs. FTSIX - Performance Comparison
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PMFMX vs. FTSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PMFMX Principal MidCap S&P 400 Index Fund | -0.54% | 6.77% | 28.52% | 15.61% | -13.60% | 23.61% | 12.90% | 25.34% |
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 3.61% | 6.04% | 11.86% | 18.52% | -17.63% | 25.29% | 19.19% | 26.72% |
Returns By Period
In the year-to-date period, PMFMX achieves a -0.54% return, which is significantly lower than FTSIX's 3.61% return.
PMFMX
- 1D
- -0.85%
- 1M
- -8.10%
- YTD
- -0.54%
- 6M
- 0.93%
- 1Y
- 13.29%
- 3Y*
- 15.05%
- 5Y*
- 8.28%
- 10Y*
- 10.81%
FTSIX
- 1D
- -0.79%
- 1M
- -6.26%
- YTD
- 3.61%
- 6M
- 6.00%
- 1Y
- 15.31%
- 3Y*
- 10.74%
- 5Y*
- 5.15%
- 10Y*
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PMFMX vs. FTSIX - Expense Ratio Comparison
PMFMX has a 0.73% expense ratio, which is lower than FTSIX's 2.69% expense ratio.
Return for Risk
PMFMX vs. FTSIX — Risk / Return Rank
PMFMX
FTSIX
PMFMX vs. FTSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal MidCap S&P 400 Index Fund (PMFMX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX). 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.
| PMFMX | FTSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.80 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.06 | 1.27 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.17 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 1.06 | -0.25 |
Martin ratioReturn relative to average drawdown | 3.51 | 4.30 | -0.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PMFMX | FTSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.80 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.27 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.51 | -0.09 |
Correlation
The correlation between PMFMX and FTSIX is 0.95, 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
PMFMX vs. FTSIX - Dividend Comparison
PMFMX's dividend yield for the trailing twelve months is around 8.25%, more than FTSIX's 0.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PMFMX Principal MidCap S&P 400 Index Fund | 8.25% | 8.20% | 25.27% | 3.11% | 6.69% | 7.76% | 6.63% | 5.52% | 10.65% | 6.61% | 5.85% | 7.40% |
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 0.62% | 0.64% | 0.84% | 0.85% | 0.95% | 5.50% | 0.35% | 2.16% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PMFMX vs. FTSIX - Drawdown Comparison
The maximum PMFMX drawdown since its inception was -55.43%, which is greater than FTSIX's maximum drawdown of -42.12%. Use the drawdown chart below to compare losses from any high point for PMFMX and FTSIX.
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Drawdown Indicators
| PMFMX | FTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.43% | -42.12% | -13.31% |
Max Drawdown (1Y)Largest decline over 1 year | -14.15% | -13.29% | -0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -24.08% | -27.57% | +3.49% |
Max Drawdown (10Y)Largest decline over 10 years | -42.02% | — | — |
Current DrawdownCurrent decline from peak | -8.89% | -6.80% | -2.09% |
Average DrawdownAverage peak-to-trough decline | -7.86% | -7.80% | -0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 3.27% | 0.00% |
Volatility
PMFMX vs. FTSIX - Volatility Comparison
Principal MidCap S&P 400 Index Fund (PMFMX) has a higher volatility of 5.74% compared to Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) at 5.08%. This indicates that PMFMX's price experiences larger fluctuations and is considered to be riskier than FTSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PMFMX | FTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 5.08% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 11.46% | 11.04% | +0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.81% | 20.05% | +0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.54% | 19.10% | +1.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.95% | 23.47% | -2.52% |