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POSIX vs. CMPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

POSIX vs. CMPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Global Real Estate Securities Fund (POSIX) and Principal Core Fixed Income (CMPIX). The values are adjusted to include any dividend payments, if applicable.

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POSIX vs. CMPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POSIX
Principal Global Real Estate Securities Fund
-0.73%7.57%0.67%10.87%-26.74%23.45%-3.91%24.53%-3.35%14.73%
CMPIX
Principal Core Fixed Income
-0.72%6.76%1.26%4.89%-13.34%-2.03%7.84%8.59%-0.24%4.16%

Returns By Period

The year-to-date returns for both investments are quite close, with POSIX having a -0.73% return and CMPIX slightly higher at -0.72%. Over the past 10 years, POSIX has outperformed CMPIX with an annualized return of 3.43%, while CMPIX has yielded a comparatively lower 1.76% annualized return.


POSIX

1D
0.11%
1M
-9.88%
YTD
-0.73%
6M
-2.12%
1Y
4.72%
3Y*
5.38%
5Y*
0.63%
10Y*
3.43%

CMPIX

1D
0.47%
1M
-2.39%
YTD
-0.72%
6M
0.13%
1Y
3.41%
3Y*
2.98%
5Y*
-0.18%
10Y*
1.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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POSIX vs. CMPIX - Expense Ratio Comparison

POSIX has a 0.94% expense ratio, which is higher than CMPIX's 0.74% expense ratio.


Return for Risk

POSIX vs. CMPIX — Risk / Return Rank

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

POSIX
POSIX Risk / Return Rank: 1515
Overall Rank
POSIX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
POSIX Sortino Ratio Rank: 1313
Sortino Ratio Rank
POSIX Omega Ratio Rank: 1313
Omega Ratio Rank
POSIX Calmar Ratio Rank: 1616
Calmar Ratio Rank
POSIX Martin Ratio Rank: 1818
Martin Ratio Rank

CMPIX
CMPIX Risk / Return Rank: 4848
Overall Rank
CMPIX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
CMPIX Sortino Ratio Rank: 4343
Sortino Ratio Rank
CMPIX Omega Ratio Rank: 3333
Omega Ratio Rank
CMPIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
CMPIX Martin Ratio Rank: 4848
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.

POSIX vs. CMPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Global Real Estate Securities Fund (POSIX) and Principal Core Fixed Income (CMPIX). 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.


POSIXCMPIXDifference

Sharpe ratio

Return per unit of total volatility

0.36

0.92

-0.56

Sortino ratio

Return per unit of downside risk

0.58

1.31

-0.73

Omega ratio

Gain probability vs. loss probability

1.08

1.16

-0.09

Calmar ratio

Return relative to maximum drawdown

0.46

1.56

-1.09

Martin ratio

Return relative to average drawdown

1.81

4.79

-2.97

POSIX vs. CMPIX - Sharpe Ratio Comparison

The current POSIX Sharpe Ratio is 0.36, which is lower than the CMPIX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of POSIX and CMPIX, 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


POSIXCMPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

0.92

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

-0.03

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.37

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.98

-0.82

Correlation

The correlation between POSIX and CMPIX is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

POSIX vs. CMPIX - Dividend Comparison

POSIX's dividend yield for the trailing twelve months is around 2.66%, less than CMPIX's 3.14% yield.


TTM20252024202320222021202020192018201720162015
POSIX
Principal Global Real Estate Securities Fund
2.66%2.64%2.57%2.63%1.12%2.40%1.13%6.32%3.81%4.16%3.70%4.48%
CMPIX
Principal Core Fixed Income
3.14%3.35%3.27%2.37%2.10%1.94%2.11%2.71%3.19%2.91%3.17%3.29%

Drawdowns

POSIX vs. CMPIX - Drawdown Comparison

The maximum POSIX drawdown since its inception was -68.45%, which is greater than CMPIX's maximum drawdown of -18.80%. Use the drawdown chart below to compare losses from any high point for POSIX and CMPIX.


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Drawdown Indicators


POSIXCMPIXDifference

Max Drawdown

Largest peak-to-trough decline

-68.45%

-18.80%

-49.65%

Max Drawdown (1Y)

Largest decline over 1 year

-10.67%

-2.84%

-7.83%

Max Drawdown (5Y)

Largest decline over 5 years

-34.15%

-18.51%

-15.64%

Max Drawdown (10Y)

Largest decline over 10 years

-41.70%

-18.80%

-22.90%

Current Drawdown

Current decline from peak

-12.67%

-4.44%

-8.23%

Average Drawdown

Average peak-to-trough decline

-14.02%

-2.47%

-11.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

0.92%

+1.80%

Volatility

POSIX vs. CMPIX - Volatility Comparison

Principal Global Real Estate Securities Fund (POSIX) has a higher volatility of 4.19% compared to Principal Core Fixed Income (CMPIX) at 1.69%. This indicates that POSIX's price experiences larger fluctuations and is considered to be riskier than CMPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


POSIXCMPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

1.69%

+2.50%

Volatility (6M)

Calculated over the trailing 6-month period

8.13%

2.62%

+5.51%

Volatility (1Y)

Calculated over the trailing 1-year period

14.17%

4.28%

+9.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.22%

5.77%

+10.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.95%

4.80%

+12.15%