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PTEAX vs. BMN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTEAX vs. BMN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Tax-Exempt Bond Fund (PTEAX) and Blackrock 2037 Municipal Target Term Trust (BMN). The values are adjusted to include any dividend payments, if applicable.

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PTEAX vs. BMN - Yearly Performance Comparison


2026 (YTD)2025202420232022
PTEAX
Principal Tax-Exempt Bond Fund
-1.06%4.68%2.10%6.35%5.26%
BMN
Blackrock 2037 Municipal Target Term Trust
0.14%7.05%12.65%1.89%-2.55%

Returns By Period

In the year-to-date period, PTEAX achieves a -1.06% return, which is significantly lower than BMN's 0.14% return.


PTEAX

1D
0.15%
1M
-2.95%
YTD
-1.06%
6M
0.39%
1Y
3.32%
3Y*
3.01%
5Y*
0.29%
10Y*
1.93%

BMN

1D
-0.69%
1M
-4.61%
YTD
0.14%
6M
5.70%
1Y
7.01%
3Y*
5.71%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTEAX vs. BMN - Expense Ratio Comparison

PTEAX has a 0.73% expense ratio, which is lower than BMN's 0.93% expense ratio.


Return for Risk

PTEAX vs. BMN — Risk / Return Rank

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

PTEAX
PTEAX Risk / Return Rank: 3939
Overall Rank
PTEAX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
PTEAX Sortino Ratio Rank: 3434
Sortino Ratio Rank
PTEAX Omega Ratio Rank: 5959
Omega Ratio Rank
PTEAX Calmar Ratio Rank: 3333
Calmar Ratio Rank
PTEAX Martin Ratio Rank: 2727
Martin Ratio Rank

BMN
BMN Risk / Return Rank: 2727
Overall Rank
BMN Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
BMN Sortino Ratio Rank: 2222
Sortino Ratio Rank
BMN Omega Ratio Rank: 1818
Omega Ratio Rank
BMN Calmar Ratio Rank: 4646
Calmar Ratio Rank
BMN Martin Ratio Rank: 2828
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.

PTEAX vs. BMN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Tax-Exempt Bond Fund (PTEAX) and Blackrock 2037 Municipal Target Term Trust (BMN). 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.


PTEAXBMNDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.58

+0.26

Sortino ratio

Return per unit of downside risk

1.14

0.93

+0.21

Omega ratio

Gain probability vs. loss probability

1.23

1.11

+0.11

Calmar ratio

Return relative to maximum drawdown

0.92

1.17

-0.25

Martin ratio

Return relative to average drawdown

2.97

3.10

-0.14

PTEAX vs. BMN - Sharpe Ratio Comparison

The current PTEAX Sharpe Ratio is 0.84, which is higher than the BMN Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of PTEAX and BMN, 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


PTEAXBMNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.58

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.52

-0.21

Correlation

The correlation between PTEAX and BMN is 0.19, 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

PTEAX vs. BMN - Dividend Comparison

PTEAX's dividend yield for the trailing twelve months is around 3.89%, less than BMN's 4.34% yield.


TTM20252024202320222021202020192018201720162015
PTEAX
Principal Tax-Exempt Bond Fund
3.89%4.66%3.73%2.81%2.27%2.15%2.23%3.09%3.68%3.69%3.91%3.75%
BMN
Blackrock 2037 Municipal Target Term Trust
4.34%4.30%4.40%4.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PTEAX vs. BMN - Drawdown Comparison

The maximum PTEAX drawdown since its inception was -38.72%, which is greater than BMN's maximum drawdown of -13.04%. Use the drawdown chart below to compare losses from any high point for PTEAX and BMN.


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Drawdown Indicators


PTEAXBMNDifference

Max Drawdown

Largest peak-to-trough decline

-38.72%

-13.04%

-25.68%

Max Drawdown (1Y)

Largest decline over 1 year

-4.78%

-5.92%

+1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-17.37%

Max Drawdown (10Y)

Largest decline over 10 years

-17.37%

Current Drawdown

Current decline from peak

-2.95%

-5.44%

+2.49%

Average Drawdown

Average peak-to-trough decline

-5.95%

-2.17%

-3.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

2.53%

-1.04%

Volatility

PTEAX vs. BMN - Volatility Comparison

The current volatility for Principal Tax-Exempt Bond Fund (PTEAX) is 1.01%, while Blackrock 2037 Municipal Target Term Trust (BMN) has a volatility of 5.62%. This indicates that PTEAX experiences smaller price fluctuations and is considered to be less risky than BMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTEAXBMNDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

5.62%

-4.61%

Volatility (6M)

Calculated over the trailing 6-month period

1.80%

9.47%

-7.67%

Volatility (1Y)

Calculated over the trailing 1-year period

4.92%

12.23%

-7.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.96%

10.52%

-6.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.39%

10.52%

-6.13%