PMFMX vs. LLSCX
Compare and contrast key facts about Principal MidCap S&P 400 Index Fund (PMFMX) and Longleaf Partners Small-Cap Fund (LLSCX).
PMFMX is managed by Principal. It was launched on Dec 6, 2000. LLSCX is managed by Longleaf Partners. It was launched on Feb 21, 1989.
Performance
PMFMX vs. LLSCX - Performance Comparison
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PMFMX vs. LLSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PMFMX Principal MidCap S&P 400 Index Fund | -0.54% | 6.77% | 28.52% | 15.61% | -13.60% | 23.61% | 12.90% | 25.34% | -11.89% | 15.35% |
LLSCX Longleaf Partners Small-Cap Fund | -3.68% | 7.56% | 9.69% | 20.17% | -19.25% | 11.18% | 4.17% | 27.74% | -6.52% | 9.07% |
Returns By Period
In the year-to-date period, PMFMX achieves a -0.54% return, which is significantly higher than LLSCX's -3.68% return. Over the past 10 years, PMFMX has outperformed LLSCX with an annualized return of 10.81%, while LLSCX has yielded a comparatively lower 6.69% annualized 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%
LLSCX
- 1D
- 0.61%
- 1M
- -3.81%
- YTD
- -3.68%
- 6M
- -2.59%
- 1Y
- 2.07%
- 3Y*
- 9.42%
- 5Y*
- 1.87%
- 10Y*
- 6.69%
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PMFMX vs. LLSCX - Expense Ratio Comparison
PMFMX has a 0.73% expense ratio, which is lower than LLSCX's 0.95% expense ratio.
Return for Risk
PMFMX vs. LLSCX — Risk / Return Rank
PMFMX
LLSCX
PMFMX vs. LLSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal MidCap S&P 400 Index Fund (PMFMX) and Longleaf Partners Small-Cap Fund (LLSCX). 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 | LLSCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.15 | +0.50 |
Sortino ratioReturn per unit of downside risk | 1.06 | 0.32 | +0.74 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.04 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 0.10 | +0.71 |
Martin ratioReturn relative to average drawdown | 3.51 | 0.30 | +3.21 |
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 | LLSCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.15 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.11 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.27 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.51 | -0.10 |
Correlation
The correlation between PMFMX and LLSCX is 0.84, 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. LLSCX - Dividend Comparison
PMFMX's dividend yield for the trailing twelve months is around 8.25%, more than LLSCX's 1.22% 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% |
LLSCX Longleaf Partners Small-Cap Fund | 1.22% | 1.17% | 0.11% | 0.94% | 1.20% | 0.82% | 5.85% | 14.89% | 18.13% | 8.43% | 18.01% | 5.91% |
Drawdowns
PMFMX vs. LLSCX - Drawdown Comparison
The maximum PMFMX drawdown since its inception was -55.43%, smaller than the maximum LLSCX drawdown of -63.97%. Use the drawdown chart below to compare losses from any high point for PMFMX and LLSCX.
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Drawdown Indicators
| PMFMX | LLSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.43% | -63.97% | +8.54% |
Max Drawdown (1Y)Largest decline over 1 year | -14.15% | -10.47% | -3.68% |
Max Drawdown (5Y)Largest decline over 5 years | -24.08% | -28.37% | +4.29% |
Max Drawdown (10Y)Largest decline over 10 years | -42.02% | -42.23% | +0.21% |
Current DrawdownCurrent decline from peak | -8.89% | -7.92% | -0.97% |
Average DrawdownAverage peak-to-trough decline | -7.86% | -8.90% | +1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 3.68% | -0.41% |
Volatility
PMFMX vs. LLSCX - Volatility Comparison
Principal MidCap S&P 400 Index Fund (PMFMX) has a higher volatility of 5.74% compared to Longleaf Partners Small-Cap Fund (LLSCX) at 3.90%. This indicates that PMFMX's price experiences larger fluctuations and is considered to be riskier than LLSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PMFMX | LLSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 3.90% | +1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 11.46% | 9.23% | +2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.81% | 15.42% | +5.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.54% | 17.00% | +3.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.95% | 24.58% | -3.63% |