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Sortino ratio is not yet available for PHTMX. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar mutual funds

The table compares Principal LifeTime Hybrid 2015 Fund's Sortino Ratio with other mutual funds in the Target Retirement Date category across multiple time periods, showing how PHTMX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 18, 2026.


SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
FRAMXFidelity Advisor Managed Retirement Income Fund Class A548,105.49
PADLXPutnam Retirement Advantage Maturity Fund3.53
SSFNXState Street Target Retirement Fund3.27
PDAHXPrudential Day One Income Fund3.23
URINXUSAA Target Retirement Income Fund3.20
TDIFXDimensional Retirement Income Fund3.17
SSBRXState Street Target Retirement 2025 Fund3.12
PDEJXPrudential Day One 2025 Fund3.01
URTRXUSAA Target Retirement 2030 Fund2.96
PDDDXPrudential Day One 2020 Fund2.95
PHTMXPrincipal LifeTime Hybrid 2015 Fund

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows PHTMX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when PHTMX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.


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