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PQIAX vs. CMPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PQIAX vs. CMPIX - Performance Comparison

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

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PQIAX vs. CMPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PQIAX
Principal Equity Income Fund
-0.22%15.29%26.56%10.77%-10.82%21.88%6.12%28.44%-5.44%20.53%
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

In the year-to-date period, PQIAX achieves a -0.22% return, which is significantly higher than CMPIX's -0.72% return. Over the past 10 years, PQIAX has outperformed CMPIX with an annualized return of 11.80%, while CMPIX has yielded a comparatively lower 1.76% annualized return.


PQIAX

1D
-0.10%
1M
-6.38%
YTD
-0.22%
6M
3.12%
1Y
14.39%
3Y*
17.28%
5Y*
10.29%
10Y*
11.80%

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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PQIAX vs. CMPIX - Expense Ratio Comparison

PQIAX has a 0.86% expense ratio, which is higher than CMPIX's 0.74% expense ratio.


Return for Risk

PQIAX vs. CMPIX — Risk / Return Rank

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

PQIAX
PQIAX Risk / Return Rank: 5454
Overall Rank
PQIAX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
PQIAX Sortino Ratio Rank: 5757
Sortino Ratio Rank
PQIAX Omega Ratio Rank: 5656
Omega Ratio Rank
PQIAX Calmar Ratio Rank: 4848
Calmar Ratio Rank
PQIAX Martin Ratio Rank: 5656
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.

PQIAX vs. CMPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Equity Income Fund (PQIAX) 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.


PQIAXCMPIXDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.92

+0.08

Sortino ratio

Return per unit of downside risk

1.49

1.31

+0.18

Omega ratio

Gain probability vs. loss probability

1.22

1.16

+0.05

Calmar ratio

Return relative to maximum drawdown

1.18

1.56

-0.37

Martin ratio

Return relative to average drawdown

5.39

4.79

+0.60

PQIAX vs. CMPIX - Sharpe Ratio Comparison

The current PQIAX Sharpe Ratio is 1.00, which is comparable to the CMPIX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of PQIAX 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


PQIAXCMPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.92

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

-0.03

+0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.37

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.98

-0.57

Correlation

The correlation between PQIAX and CMPIX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

PQIAX vs. CMPIX - Dividend Comparison

PQIAX's dividend yield for the trailing twelve months is around 9.97%, more than CMPIX's 3.14% yield.


TTM20252024202320222021202020192018201720162015
PQIAX
Principal Equity Income Fund
9.97%9.92%20.62%2.58%5.37%5.05%1.52%4.30%7.41%6.28%3.73%2.11%
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

PQIAX vs. CMPIX - Drawdown Comparison

The maximum PQIAX drawdown since its inception was -54.68%, which is greater than CMPIX's maximum drawdown of -18.80%. Use the drawdown chart below to compare losses from any high point for PQIAX and CMPIX.


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Drawdown Indicators


PQIAXCMPIXDifference

Max Drawdown

Largest peak-to-trough decline

-54.68%

-18.80%

-35.88%

Max Drawdown (1Y)

Largest decline over 1 year

-11.77%

-2.84%

-8.93%

Max Drawdown (5Y)

Largest decline over 5 years

-21.22%

-18.51%

-2.71%

Max Drawdown (10Y)

Largest decline over 10 years

-37.67%

-18.80%

-18.87%

Current Drawdown

Current decline from peak

-7.07%

-4.44%

-2.63%

Average Drawdown

Average peak-to-trough decline

-7.04%

-2.47%

-4.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

0.92%

+1.66%

Volatility

PQIAX vs. CMPIX - Volatility Comparison

Principal Equity Income Fund (PQIAX) has a higher volatility of 3.30% compared to Principal Core Fixed Income (CMPIX) at 1.69%. This indicates that PQIAX'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


PQIAXCMPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.30%

1.69%

+1.61%

Volatility (6M)

Calculated over the trailing 6-month period

7.91%

2.62%

+5.29%

Volatility (1Y)

Calculated over the trailing 1-year period

15.46%

4.28%

+11.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.25%

5.77%

+9.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.40%

4.80%

+11.60%