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SACAX vs. PTEAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SACAX vs. PTEAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal SAM Strategic Growth Portfolio (SACAX) and Principal Tax-Exempt Bond Fund (PTEAX). The values are adjusted to include any dividend payments, if applicable.

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SACAX vs. PTEAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SACAX
Principal SAM Strategic Growth Portfolio
-3.93%16.56%24.20%21.42%-19.06%19.34%15.11%26.87%-9.13%21.68%
PTEAX
Principal Tax-Exempt Bond Fund
-1.06%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, SACAX achieves a -3.93% return, which is significantly lower than PTEAX's -1.06% return. Over the past 10 years, SACAX has outperformed PTEAX with an annualized return of 10.78%, while PTEAX has yielded a comparatively lower 1.93% annualized return.


SACAX

1D
-0.36%
1M
-8.47%
YTD
-3.93%
6M
-1.85%
1Y
13.46%
3Y*
16.91%
5Y*
9.09%
10Y*
10.78%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SACAX vs. PTEAX - Expense Ratio Comparison

SACAX has a 0.61% expense ratio, which is lower than PTEAX's 0.73% expense ratio.


Return for Risk

SACAX vs. PTEAX — Risk / Return Rank

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

SACAX
SACAX Risk / Return Rank: 4545
Overall Rank
SACAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SACAX Sortino Ratio Rank: 4646
Sortino Ratio Rank
SACAX Omega Ratio Rank: 4646
Omega Ratio Rank
SACAX Calmar Ratio Rank: 4040
Calmar Ratio Rank
SACAX Martin Ratio Rank: 5151
Martin Ratio Rank

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
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.

SACAX vs. PTEAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal SAM Strategic Growth Portfolio (SACAX) 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.


SACAXPTEAXDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.84

+0.05

Sortino ratio

Return per unit of downside risk

1.34

1.14

+0.20

Omega ratio

Gain probability vs. loss probability

1.19

1.23

-0.03

Calmar ratio

Return relative to maximum drawdown

1.05

0.92

+0.13

Martin ratio

Return relative to average drawdown

4.99

2.97

+2.02

SACAX vs. PTEAX - Sharpe Ratio Comparison

The current SACAX Sharpe Ratio is 0.89, which is comparable to the PTEAX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of SACAX 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


SACAXPTEAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.84

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.07

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.44

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.31

+0.14

Correlation

The correlation between SACAX and PTEAX is -0.08. 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

SACAX vs. PTEAX - Dividend Comparison

SACAX's dividend yield for the trailing twelve months is around 12.48%, more than PTEAX's 3.89% yield.


TTM20252024202320222021202020192018201720162015
SACAX
Principal SAM Strategic Growth Portfolio
12.48%11.99%13.37%1.16%9.30%7.53%4.02%4.47%20.79%6.82%3.68%14.08%
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%

Drawdowns

SACAX vs. PTEAX - Drawdown Comparison

The maximum SACAX drawdown since its inception was -54.31%, which is greater than PTEAX's maximum drawdown of -38.72%. Use the drawdown chart below to compare losses from any high point for SACAX and PTEAX.


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Drawdown Indicators


SACAXPTEAXDifference

Max Drawdown

Largest peak-to-trough decline

-54.31%

-38.72%

-15.59%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-4.78%

-6.52%

Max Drawdown (5Y)

Largest decline over 5 years

-26.96%

-17.37%

-9.59%

Max Drawdown (10Y)

Largest decline over 10 years

-34.90%

-17.37%

-17.53%

Current Drawdown

Current decline from peak

-8.85%

-2.95%

-5.90%

Average Drawdown

Average peak-to-trough decline

-9.84%

-5.95%

-3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

1.49%

+0.88%

Volatility

SACAX vs. PTEAX - Volatility Comparison

Principal SAM Strategic Growth Portfolio (SACAX) has a higher volatility of 4.89% compared to Principal Tax-Exempt Bond Fund (PTEAX) at 1.01%. This indicates that SACAX'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


SACAXPTEAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

1.01%

+3.88%

Volatility (6M)

Calculated over the trailing 6-month period

8.76%

1.80%

+6.96%

Volatility (1Y)

Calculated over the trailing 1-year period

15.59%

4.92%

+10.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.56%

3.96%

+11.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.98%

4.39%

+11.59%