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PVMIX vs. FXAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PVMIX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal MidCap Value Fund I (PVMIX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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PVMIX vs. FXAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PVMIX
Principal MidCap Value Fund I
2.86%6.09%33.38%11.04%-5.95%30.97%6.50%26.69%-11.07%14.63%
FXAIX
Fidelity 500 Index Fund
-7.05%17.84%25.01%26.29%-18.14%28.71%18.42%31.48%-4.43%21.82%

Returns By Period

In the year-to-date period, PVMIX achieves a 2.86% return, which is significantly higher than FXAIX's -7.05% return. Over the past 10 years, PVMIX has underperformed FXAIX with an annualized return of 11.99%, while FXAIX has yielded a comparatively higher 13.75% annualized return.


PVMIX

1D
-0.38%
1M
-6.51%
YTD
2.86%
6M
2.78%
1Y
10.99%
3Y*
16.70%
5Y*
11.48%
10Y*
11.99%

FXAIX

1D
-0.39%
1M
-7.68%
YTD
-7.05%
6M
-4.59%
1Y
14.42%
3Y*
17.17%
5Y*
11.40%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PVMIX vs. FXAIX - Expense Ratio Comparison

PVMIX has a 0.69% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


Return for Risk

PVMIX vs. FXAIX — Risk / Return Rank

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

PVMIX
PVMIX Risk / Return Rank: 3030
Overall Rank
PVMIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
PVMIX Sortino Ratio Rank: 2929
Sortino Ratio Rank
PVMIX Omega Ratio Rank: 3030
Omega Ratio Rank
PVMIX Calmar Ratio Rank: 2828
Calmar Ratio Rank
PVMIX Martin Ratio Rank: 3434
Martin Ratio Rank

FXAIX
FXAIX Risk / Return Rank: 4646
Overall Rank
FXAIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 5050
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 5353
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.

PVMIX vs. FXAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal MidCap Value Fund I (PVMIX) and Fidelity 500 Index Fund (FXAIX). 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.


PVMIXFXAIXDifference

Sharpe ratio

Return per unit of total volatility

0.70

0.84

-0.13

Sortino ratio

Return per unit of downside risk

1.08

1.30

-0.22

Omega ratio

Gain probability vs. loss probability

1.16

1.20

-0.04

Calmar ratio

Return relative to maximum drawdown

0.81

1.05

-0.25

Martin ratio

Return relative to average drawdown

3.70

5.13

-1.43

PVMIX vs. FXAIX - Sharpe Ratio Comparison

The current PVMIX Sharpe Ratio is 0.70, which is comparable to the FXAIX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of PVMIX and FXAIX, 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


PVMIXFXAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.84

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.68

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.77

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.75

-0.23

Correlation

The correlation between PVMIX and FXAIX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PVMIX vs. FXAIX - Dividend Comparison

PVMIX's dividend yield for the trailing twelve months is around 7.02%, more than FXAIX's 1.20% yield.


TTM20252024202320222021202020192018201720162015
PVMIX
Principal MidCap Value Fund I
7.02%7.22%33.98%4.63%7.12%11.44%1.38%5.11%13.23%6.92%1.58%11.19%
FXAIX
Fidelity 500 Index Fund
1.20%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%

Drawdowns

PVMIX vs. FXAIX - Drawdown Comparison

The maximum PVMIX drawdown since its inception was -56.76%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for PVMIX and FXAIX.


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Drawdown Indicators


PVMIXFXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.76%

-33.79%

-22.97%

Max Drawdown (1Y)

Largest decline over 1 year

-12.63%

-12.13%

-0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-17.05%

-24.50%

+7.45%

Max Drawdown (10Y)

Largest decline over 10 years

-41.34%

-33.79%

-7.55%

Current Drawdown

Current decline from peak

-6.78%

-8.89%

+2.11%

Average Drawdown

Average peak-to-trough decline

-6.88%

-3.83%

-3.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

2.50%

+0.26%

Volatility

PVMIX vs. FXAIX - Volatility Comparison

The current volatility for Principal MidCap Value Fund I (PVMIX) is 3.98%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 4.24%. This indicates that PVMIX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PVMIXFXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

4.24%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

8.73%

9.08%

-0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

16.95%

18.13%

-1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.28%

16.88%

+1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.20%

18.03%

+1.17%