Label

Element

Value

Risk/Return:

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Document Type

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Other

Document Period End Date

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Oct. 31, 2014

Registrant Name

dei_EntityRegistrantName

PRINCIPAL FUNDS INC

Central Index Key

dei_EntityCentralIndexKey

0000898745

Amendment Flag

dei_AmendmentFlag

false

Document Creation Date

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Oct. 31, 2014

Document Effective Date

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Oct. 31, 2014

Prospectus Date

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Dec. 30, 2013

PFI Prospectus - Institutional, R-1, R-2, R-3, R-4, R-5 and S Class Shares

Risk/Return:

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Supplement [Text Block]

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Supplement dated October 31, 2014

to the Classes Institutional, R-1, R-2, R-3, R-4, R-5, and S Shares Prospectus

for Principal Funds, Inc.

dated December 30, 2013

(as supplemented on January 2, 2014, February 7, 2014, March 7, 2014, March 14, 2014,

April 28, 2014, June 16, 2014, August 18, 2014, and October 8, 2014)

This supplement updates information currently in the Prospectus. Retain this supplement with the Prospectus.

On or about December 1, 2014, revise the Prospectus as described below.

FUND SUMMARIES

PFI Prospectus - Institutional, R-1, R-2, R-3, R-4, R-5 and S Class Shares | Preferred Securities Fund [Member]

Risk/Return:

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Risk/Return [Heading]

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PREFERRED SECURITIES FUND

Strategy Narrative [Text Block]

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Add the following after the second paragraph in the Principal Investment Strategies:

The Fund uses derivative instruments. A derivative is a financial arrangement, the value of which is derived from, or based on, a traditional security, asset, or market index. Specifically, the Fund employs active volatility mitigation strategies that buy long and short vertical put option spreads and vertical call option spreads on U.S. Treasury bond futures. Vertical spreads are the simultaneous purchase and sale of two options of the same type with the same expiration date but two different strike prices. The strike price is the fixed price at which the owner of the option can buy (in the case of a call), or sell (in the case of a put), the underlying security. This strategy seeks to produce gains regardless of the directional movement of U.S. Treasuries, credit spreads and interest rates while mitigating volatility.

Risk Narrative [Text Block]

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Add the following to the alphabetical list of Principal Risks:

Basis Risk. A hedge using derivatives and/or securities could expose the fund to basis risk. Basis risk can arise when a change in the value of a hedge does not match a change in the value of the asset it hedges. In other words, the change in value of the hedge could move in a direction that does not match the change in value of the underlying asset resulting in a risk of loss to the fund.

Derivatives Risk. Transactions in derivatives (such as options, futures, currency contracts, and swaps) may increase volatility, cause the liquidation of portfolio positions when not advantageous to do so and produce disproportionate losses.

Volatility Mitigation Risk.  Volatility mitigation strategies may increase fund transaction costs, which could increase losses or reduce gains.  These strategies may not protect the fund from market declines and may reduce the fund’s participation in market gains.