PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Principal LifeTime Hybrid 2045 Fund (PHTYX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS7425377568
CUSIP742537756
IssuerPrincipal
Inception DateSep 29, 2014
CategoryTarget Retirement Date
Min. Investment$0
Asset ClassMulti-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

PHTYX has an expense ratio of 0.05%, which is considered low compared to other funds.


Expense ratio chart for PHTYX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: PHTYX vs. PHTUX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Principal LifeTime Hybrid 2045 Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctober
11.14%
15.85%
PHTYX (Principal LifeTime Hybrid 2045 Fund)
Benchmark (^GSPC)

Returns By Period

Principal LifeTime Hybrid 2045 Fund had a return of 15.32% year-to-date (YTD) and 31.47% in the last 12 months. Over the past 10 years, Principal LifeTime Hybrid 2045 Fund had an annualized return of 8.71%, while the S&P 500 had an annualized return of 11.18%, indicating that Principal LifeTime Hybrid 2045 Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date15.32%21.88%
1 month-0.87%0.89%
6 months11.14%15.85%
1 year31.47%38.63%
5 years (annualized)9.98%13.69%
10 years (annualized)8.71%11.18%

Monthly Returns

The table below presents the monthly returns of PHTYX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.07%4.33%3.32%-3.68%4.38%1.07%2.31%1.93%1.77%15.32%
20237.03%-2.58%2.01%1.02%-1.09%5.59%2.83%-2.39%-4.38%-2.80%8.31%5.26%19.35%
2022-5.24%-2.57%1.55%-7.71%0.29%-8.12%7.90%-3.99%-8.68%6.61%6.67%-4.72%-18.26%
2021-0.21%2.54%3.03%3.88%1.09%0.76%1.01%2.12%-3.92%4.71%-2.07%4.40%18.37%
2020-0.63%-6.27%-12.86%9.90%4.24%2.37%5.13%4.72%-2.41%-1.62%10.10%4.50%15.78%
20197.59%2.38%1.29%3.15%-5.11%5.82%0.33%-1.39%1.74%2.04%2.24%2.84%24.79%
20184.37%-3.95%-0.99%0.33%1.33%-0.41%2.54%1.68%-0.31%-7.34%1.19%-7.16%-9.07%
20172.13%2.46%0.65%1.47%1.27%0.80%2.30%0.43%2.16%1.69%1.91%0.98%19.81%
2016-4.55%-0.43%6.63%0.71%1.11%-0.00%3.70%0.19%0.39%-2.30%1.96%1.71%9.06%
2015-0.51%4.48%-0.88%1.18%0.39%-1.74%0.69%-5.38%-2.27%6.03%0.00%-1.90%-0.41%
20143.33%2.93%-1.80%4.45%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PHTYX is 66, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of PHTYX is 6666
Combined Rank
The Sharpe Ratio Rank of PHTYX is 6666Sharpe Ratio Rank
The Sortino Ratio Rank of PHTYX is 6262Sortino Ratio Rank
The Omega Ratio Rank of PHTYX is 6161Omega Ratio Rank
The Calmar Ratio Rank of PHTYX is 7070Calmar Ratio Rank
The Martin Ratio Rank of PHTYX is 7272Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Principal LifeTime Hybrid 2045 Fund (PHTYX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


PHTYX
Sharpe ratio
The chart of Sharpe ratio for PHTYX, currently valued at 2.94, compared to the broader market-2.000.002.004.002.94
Sortino ratio
The chart of Sortino ratio for PHTYX, currently valued at 4.09, compared to the broader market0.005.0010.004.09
Omega ratio
The chart of Omega ratio for PHTYX, currently valued at 1.55, compared to the broader market1.002.003.004.001.55
Calmar ratio
The chart of Calmar ratio for PHTYX, currently valued at 2.16, compared to the broader market0.005.0010.0015.0020.002.16
Martin ratio
The chart of Martin ratio for PHTYX, currently valued at 19.33, compared to the broader market0.0020.0040.0060.0080.0019.33
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.27, compared to the broader market-2.000.002.004.003.27
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.32, compared to the broader market0.005.0010.004.32
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.61, compared to the broader market1.002.003.004.001.61
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.15, compared to the broader market0.005.0010.0015.0020.003.15
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 21.07, compared to the broader market0.0020.0040.0060.0080.0021.07

Sharpe Ratio

The current Principal LifeTime Hybrid 2045 Fund Sharpe ratio is 2.94. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Principal LifeTime Hybrid 2045 Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctober
2.94
3.27
PHTYX (Principal LifeTime Hybrid 2045 Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Principal LifeTime Hybrid 2045 Fund provided a 2.65% dividend yield over the last twelve months, with an annual payout of $0.42 per share.


2.00%4.00%6.00%8.00%10.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.202014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017201620152014
Dividend$0.42$0.42$1.16$0.76$0.49$0.46$0.49$0.27$0.21$0.16$0.47

Dividend yield

2.65%3.06%9.68%4.72%3.45%3.63%4.66%2.24%2.00%1.66%4.75%

Monthly Dividends

The table displays the monthly dividend distributions for Principal LifeTime Hybrid 2045 Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.42$0.42
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.16$1.16
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.76$0.76
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.49$0.49
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.46$0.46
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.49$0.49
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.27
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2014$0.47$0.47

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctober
-1.48%
-0.87%
PHTYX (Principal LifeTime Hybrid 2045 Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Principal LifeTime Hybrid 2045 Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Principal LifeTime Hybrid 2045 Fund was 30.61%, occurring on Mar 23, 2020. Recovery took 102 trading sessions.

The current Principal LifeTime Hybrid 2045 Fund drawdown is 1.48%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.61%Feb 20, 202023Mar 23, 2020102Aug 17, 2020125
-24.94%Jan 5, 2022194Oct 12, 2022337Feb 15, 2024531
-18.01%Jan 29, 2018229Dec 24, 2018131Jul 3, 2019360
-15.13%May 22, 2015183Feb 11, 2016117Jul 29, 2016300
-11.37%Nov 28, 201413Dec 16, 20148Dec 29, 201421

Volatility

Volatility Chart

The current Principal LifeTime Hybrid 2045 Fund volatility is 2.17%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctober
2.17%
2.54%
PHTYX (Principal LifeTime Hybrid 2045 Fund)
Benchmark (^GSPC)