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PNIIX vs. PMAQX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PNIIX vs. PMAQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Bond Market Index Fund (PNIIX) and Principal MidCap R6 (PMAQX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PNIIX achieves a -0.35% return, which is significantly higher than PMAQX's -3.68% return.


PNIIX

1D
0.00%
1M
-0.93%
6M
-0.58%
YTD
-0.35%
1Y
1.96%
3Y*
3.65%
5Y*
-0.49%
10Y*
1.21%
ALL TIME*
2.34%

PMAQX

1D
-1.38%
1M
-0.58%
6M
-3.05%
YTD
-3.68%
1Y
-7.25%
3Y*
9.39%
5Y*
4.56%
10Y*
ALL TIME*
12.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

PNIIX vs. PMAQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PNIIX
Principal Bond Market Index Fund
-0.35%7.01%1.17%5.55%-13.26%-1.68%7.28%8.47%-0.20%3.31%
PMAQX
Principal MidCap R6
-3.68%1.71%23.74%26.02%-23.09%25.29%18.38%49.59%-6.79%24.68%

Correlation

The correlation between PNIIX and PMAQX is 0.43, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.43

Correlation (3Y)
Balances recent behavior with more history.

0.31

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.23

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2017

0.08

Over the past year, PNIIX and PMAQX have become more correlated (0.43) than their long-term average of 0.08, meaning their price movements have been converging.

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Return for Risk

PNIIX vs. PMAQX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PNIIX
PNIIX Risk / Return Rank: 1919
Overall Rank
PNIIX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
PNIIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
PNIIX Omega Ratio Rank: 1818
Omega Ratio Rank
PNIIX Calmar Ratio Rank: 2121
Calmar Ratio Rank
PNIIX Martin Ratio Rank: 1818
Martin Ratio Rank

PMAQX
PMAQX Risk / Return Rank: 11
Overall Rank
PMAQX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
PMAQX Sortino Ratio Rank: 11
Sortino Ratio Rank
PMAQX Omega Ratio Rank: 11
Omega Ratio Rank
PMAQX Calmar Ratio Rank: 11
Calmar Ratio Rank
PMAQX Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PNIIX vs. PMAQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Bond Market Index Fund (PNIIX) and Principal MidCap R6 (PMAQX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PNIIXPMAQXDifference
Sharpe ratioReturn per unit of total volatility

+1.37

Sortino ratioReturn per unit of downside risk

+1.92

Omega ratioGain probability vs. loss probability

1.13

0.91

+0.22

Calmar ratioReturn relative to maximum drawdown

1.06

-0.48

+1.54

Martin ratioReturn relative to average drawdown

2.67

-0.94

+3.60

PNIIX vs. PMAQX - Sharpe Ratio Comparison

The current PNIIX Sharpe Ratio is 0.77, which is higher than the PMAQX Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of PNIIX and PMAQX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PNIIX vs. PMAQX - Drawdown Comparison

The maximum PNIIX drawdown since its inception was -18.76%, smaller than the maximum PMAQX drawdown of -40.56%. Use the drawdown chart below to compare losses from any high point for PNIIX and PMAQX.


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Drawdown Indicators


PNIIXPMAQXDifference

Max Drawdown

Largest peak-to-trough decline

-18.76%

-40.56%

+21.80%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-19.25%

+16.49%

Max Drawdown (3Y)

Largest decline over 3 years

-5.04%

-19.25%

+14.21%

Max Drawdown (5Y)

Largest decline over 5 years

-18.14%

-31.10%

+12.96%

Max Drawdown (10Y)

Largest decline over 10 years

-18.76%

Current Drawdown

Current decline from peak

-3.44%

-9.95%

+6.51%

Average Drawdown

Average peak-to-trough decline

-3.44%

-6.89%

+3.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

9.79%

-8.69%

Volatility

PNIIX vs. PMAQX - Volatility Comparison

The current volatility for Principal Bond Market Index Fund (PNIIX) is 1.00%, while Principal MidCap R6 (PMAQX) has a volatility of 5.19%. This indicates that PNIIX experiences smaller price fluctuations and is considered to be less risky than PMAQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PNIIXPMAQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

5.19%

-4.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.95%

12.03%

-9.08%

Volatility (1Y)

Calculated over the trailing 1-year period

3.82%

15.17%

-11.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.32%

18.75%

-12.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.09%

19.43%

-14.34%

PNIIX vs. PMAQX - Expense Ratio Comparison

PNIIX has a 0.15% expense ratio, which is lower than PMAQX's 0.60% expense ratio.


Dividends

PNIIX vs. PMAQX - Dividend Comparison

PNIIX's dividend yield for the trailing twelve months is around 4.03%, less than PMAQX's 6.02% yield.


PositionTTM20252024202320222021202020192018201720162015
PMAQX
Principal MidCap R6
6.02%5.80%6.46%2.58%3.18%7.96%1.08%9.14%12.39%3.39%0.00%0.00%
PNIIX
Principal Bond Market Index Fund
4.03%4.01%3.60%4.18%1.66%2.03%18.60%2.40%2.51%2.35%1.78%2.10%

Frequently Asked Questions


PNIIX and PMAQX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PMAQX has higher volatility (5.19%) compared to PNIIX (1.00%). In terms of maximum drawdown, PNIIX dropped -18.76% vs PMAQX's -40.56%.

PNIIX currently has the higher Sharpe Ratio (0.77 vs -0.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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