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PSSMX vs. PTEAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSSMX vs. PTEAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal SmallCap S&P 600 Index Fund (PSSMX) and Principal Tax-Exempt Bond Fund (PTEAX). The values are adjusted to include any dividend payments, if applicable.

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PSSMX vs. PTEAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSSMX
Principal SmallCap S&P 600 Index Fund
3.33%5.34%16.60%15.18%-16.69%25.39%10.65%21.99%-9.42%12.46%
PTEAX
Principal Tax-Exempt Bond Fund
-0.76%4.68%2.10%6.35%-12.18%2.71%4.80%9.05%0.44%6.44%

Returns By Period

In the year-to-date period, PSSMX achieves a 3.33% return, which is significantly higher than PTEAX's -0.76% return. Over the past 10 years, PSSMX has outperformed PTEAX with an annualized return of 9.90%, while PTEAX has yielded a comparatively lower 1.96% annualized return.


PSSMX

1D
2.81%
1M
-4.74%
YTD
3.33%
6M
4.72%
1Y
19.51%
3Y*
12.61%
5Y*
4.99%
10Y*
9.90%

PTEAX

1D
0.30%
1M
-2.37%
YTD
-0.76%
6M
0.69%
1Y
3.33%
3Y*
3.12%
5Y*
0.32%
10Y*
1.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSSMX vs. PTEAX - Expense Ratio Comparison

Both PSSMX and PTEAX have an expense ratio of 0.73%.


Return for Risk

PSSMX vs. PTEAX — Risk / Return Rank

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

PSSMX
PSSMX Risk / Return Rank: 4444
Overall Rank
PSSMX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
PSSMX Sortino Ratio Rank: 4242
Sortino Ratio Rank
PSSMX Omega Ratio Rank: 3535
Omega Ratio Rank
PSSMX Calmar Ratio Rank: 5151
Calmar Ratio Rank
PSSMX Martin Ratio Rank: 5252
Martin Ratio Rank

PTEAX
PTEAX Risk / Return Rank: 2929
Overall Rank
PTEAX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
PTEAX Sortino Ratio Rank: 2323
Sortino Ratio Rank
PTEAX Omega Ratio Rank: 4343
Omega Ratio Rank
PTEAX Calmar Ratio Rank: 2929
Calmar Ratio Rank
PTEAX Martin Ratio Rank: 2424
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.

PSSMX vs. PTEAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal SmallCap S&P 600 Index Fund (PSSMX) and Principal Tax-Exempt Bond Fund (PTEAX). 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.


PSSMXPTEAXDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.75

+0.13

Sortino ratio

Return per unit of downside risk

1.37

1.02

+0.35

Omega ratio

Gain probability vs. loss probability

1.18

1.20

-0.02

Calmar ratio

Return relative to maximum drawdown

1.37

0.92

+0.45

Martin ratio

Return relative to average drawdown

5.53

2.95

+2.58

PSSMX vs. PTEAX - Sharpe Ratio Comparison

The current PSSMX Sharpe Ratio is 0.88, which is comparable to the PTEAX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of PSSMX and PTEAX, 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


PSSMXPTEAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.75

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.08

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.45

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.31

+0.08

Correlation

The correlation between PSSMX and PTEAX is -0.11. 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

PSSMX vs. PTEAX - Dividend Comparison

PSSMX's dividend yield for the trailing twelve months is around 9.66%, more than PTEAX's 3.87% yield.


TTM20252024202320222021202020192018201720162015
PSSMX
Principal SmallCap S&P 600 Index Fund
9.66%9.98%15.91%3.75%10.45%8.23%1.67%6.56%13.08%6.03%6.15%8.07%
PTEAX
Principal Tax-Exempt Bond Fund
3.87%4.66%3.73%2.81%2.27%2.15%2.23%3.09%3.68%3.69%3.91%3.75%

Drawdowns

PSSMX vs. PTEAX - Drawdown Comparison

The maximum PSSMX drawdown since its inception was -58.43%, which is greater than PTEAX's maximum drawdown of -38.72%. Use the drawdown chart below to compare losses from any high point for PSSMX and PTEAX.


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Drawdown Indicators


PSSMXPTEAXDifference

Max Drawdown

Largest peak-to-trough decline

-58.43%

-38.72%

-19.71%

Max Drawdown (1Y)

Largest decline over 1 year

-14.85%

-4.78%

-10.07%

Max Drawdown (5Y)

Largest decline over 5 years

-27.01%

-17.37%

-9.64%

Max Drawdown (10Y)

Largest decline over 10 years

-44.85%

-17.37%

-27.48%

Current Drawdown

Current decline from peak

-5.83%

-2.66%

-3.17%

Average Drawdown

Average peak-to-trough decline

-9.58%

-5.95%

-3.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

1.50%

+2.18%

Volatility

PSSMX vs. PTEAX - Volatility Comparison

Principal SmallCap S&P 600 Index Fund (PSSMX) has a higher volatility of 6.28% compared to Principal Tax-Exempt Bond Fund (PTEAX) at 1.09%. This indicates that PSSMX's price experiences larger fluctuations and is considered to be riskier than PTEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSSMXPTEAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

1.09%

+5.19%

Volatility (6M)

Calculated over the trailing 6-month period

13.05%

1.82%

+11.23%

Volatility (1Y)

Calculated over the trailing 1-year period

22.67%

4.92%

+17.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.87%

3.96%

+17.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.92%

4.39%

+18.53%