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PSMIX vs. PBMPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSMIX vs. PBMPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Global Multi-Strategy Fund (PSMIX) and Principal Core Plus Bond Fund (PBMPX). The values are adjusted to include any dividend payments, if applicable.

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PSMIX vs. PBMPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSMIX
Principal Global Multi-Strategy Fund
0.60%10.47%8.90%6.59%-1.80%5.62%5.11%8.18%-4.34%6.60%
PBMPX
Principal Core Plus Bond Fund
-1.03%7.15%0.71%5.23%-14.62%-0.84%9.33%9.64%-1.93%4.66%

Returns By Period

In the year-to-date period, PSMIX achieves a 0.60% return, which is significantly higher than PBMPX's -1.03% return. Over the past 10 years, PSMIX has outperformed PBMPX with an annualized return of 4.82%, while PBMPX has yielded a comparatively lower 1.69% annualized return.


PSMIX

1D
-0.09%
1M
-2.33%
YTD
0.60%
6M
3.33%
1Y
10.63%
3Y*
8.61%
5Y*
5.68%
10Y*
4.82%

PBMPX

1D
0.56%
1M
-2.61%
YTD
-1.03%
6M
-0.19%
1Y
3.59%
3Y*
2.99%
5Y*
-0.42%
10Y*
1.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSMIX vs. PBMPX - Expense Ratio Comparison

PSMIX has a 1.63% expense ratio, which is higher than PBMPX's 0.78% expense ratio.


Return for Risk

PSMIX vs. PBMPX — Risk / Return Rank

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

PSMIX
PSMIX Risk / Return Rank: 9494
Overall Rank
PSMIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PSMIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
PSMIX Omega Ratio Rank: 9494
Omega Ratio Rank
PSMIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
PSMIX Martin Ratio Rank: 9595
Martin Ratio Rank

PBMPX
PBMPX Risk / Return Rank: 4242
Overall Rank
PBMPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PBMPX Sortino Ratio Rank: 3737
Sortino Ratio Rank
PBMPX Omega Ratio Rank: 3030
Omega Ratio Rank
PBMPX Calmar Ratio Rank: 5656
Calmar Ratio Rank
PBMPX Martin Ratio Rank: 4646
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.

PSMIX vs. PBMPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Global Multi-Strategy Fund (PSMIX) and Principal Core Plus Bond Fund (PBMPX). 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.


PSMIXPBMPXDifference

Sharpe ratio

Return per unit of total volatility

2.20

0.86

+1.35

Sortino ratio

Return per unit of downside risk

2.86

1.21

+1.64

Omega ratio

Gain probability vs. loss probability

1.47

1.16

+0.32

Calmar ratio

Return relative to maximum drawdown

2.92

1.32

+1.60

Martin ratio

Return relative to average drawdown

12.96

4.62

+8.35

PSMIX vs. PBMPX - Sharpe Ratio Comparison

The current PSMIX Sharpe Ratio is 2.20, which is higher than the PBMPX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of PSMIX and PBMPX, 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


PSMIXPBMPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

0.86

+1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.26

-0.07

+1.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

0.35

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.56

-0.43

Correlation

The correlation between PSMIX and PBMPX is 0.02, 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

PSMIX vs. PBMPX - Dividend Comparison

PSMIX's dividend yield for the trailing twelve months is around 5.49%, more than PBMPX's 4.15% yield.


TTM20252024202320222021202020192018201720162015
PSMIX
Principal Global Multi-Strategy Fund
5.49%5.53%1.66%3.51%12.10%4.04%1.68%0.00%6.52%2.91%0.15%3.02%
PBMPX
Principal Core Plus Bond Fund
4.15%4.42%4.10%3.04%2.06%3.12%7.16%3.44%3.36%2.78%2.30%2.21%

Drawdowns

PSMIX vs. PBMPX - Drawdown Comparison

The maximum PSMIX drawdown since its inception was -55.50%, which is greater than PBMPX's maximum drawdown of -19.69%. Use the drawdown chart below to compare losses from any high point for PSMIX and PBMPX.


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Drawdown Indicators


PSMIXPBMPXDifference

Max Drawdown

Largest peak-to-trough decline

-55.50%

-19.69%

-35.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.57%

-3.16%

-0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-6.39%

-19.48%

+13.09%

Max Drawdown (10Y)

Largest decline over 10 years

-55.50%

-19.48%

-36.02%

Current Drawdown

Current decline from peak

-28.20%

-5.05%

-23.15%

Average Drawdown

Average peak-to-trough decline

-26.60%

-3.45%

-23.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

0.90%

-0.10%

Volatility

PSMIX vs. PBMPX - Volatility Comparison

The current volatility for Principal Global Multi-Strategy Fund (PSMIX) is 1.30%, while Principal Core Plus Bond Fund (PBMPX) has a volatility of 1.92%. This indicates that PSMIX experiences smaller price fluctuations and is considered to be less risky than PBMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSMIXPBMPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

1.92%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

3.11%

2.74%

+0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

4.90%

4.36%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.51%

5.84%

-1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.09%

4.80%

+33.29%