AABWX vs. LTSTX

Last updated Jun 4, 2026

AABWX (American Century One Choice Blend+ 2030 Portfolio) and LTSTX (Principal LifeTime 2025 Fund) are both Target Retirement Date funds. Over the past 5 years, AABWX returned 5.44%/yr vs 5.67%/yr for LTSTX. With a 0.97 correlation, they move nearly in lockstep. AABWX charges 0.57%/yr vs 0.01%/yr for LTSTX.

Performance

AABWX vs. LTSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century One Choice Blend+ 2030 Portfolio (AABWX) and Principal LifeTime 2025 Fund (LTSTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AABWX achieves a 6.02% return, which is significantly higher than LTSTX's 5.20% return.

AABWX

• 1D: 0.17%
• 1M: 2.47%
• YTD: 6.02%
• 6M: 6.41%
• 1Y: 15.99%
• 3Y*: 11.93%
• 5Y*: 5.44%
• 10Y*: —

LTSTX

• 1D: 0.17%
• 1M: 2.49%
• YTD: 5.20%
• 6M: 5.33%
• 1Y: 13.74%
• 3Y*: 12.33%
• 5Y*: 5.67%
• 10Y*: 8.05%

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

AABWX vs. LTSTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
AABWX American Century One Choice Blend+ 2030 Portfolio	6.02%	13.88%	8.51%	12.74%	-14.49%	7.03%
LTSTX Principal LifeTime 2025 Fund	5.20%	12.16%	11.91%	13.30%	-15.23%	8.52%

Correlation

The correlation between AABWX and LTSTX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (All Time) Calculated using the full available price history since Mar 11, 2021	0.97

The correlation between AABWX and LTSTX has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

Return for Risk

AABWX vs. LTSTX — Risk / Return Rank

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

AABWX

AABWX Risk / Return Rank: 62
AABWX Sharpe Ratio Rank: 64
AABWX Sortino Ratio Rank: 66
AABWX Omega Ratio Rank: 63
AABWX Calmar Ratio Rank: 55
AABWX Martin Ratio Rank: 62

LTSTX

LTSTX Risk / Return Rank: 53
LTSTX Sharpe Ratio Rank: 50
LTSTX Sortino Ratio Rank: 52
LTSTX Omega Ratio Rank: 54
LTSTX Calmar Ratio Rank: 49
LTSTX Martin Ratio Rank: 60

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.

AABWX vs. LTSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century One Choice Blend+ 2030 Portfolio (AABWX) and Principal LifeTime 2025 Fund (LTSTX). 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.

	AABWX	LTSTX	Difference
Sharpe ratio: Return per unit of total volatility	2.36	2.11	+0.25
Sortino ratio: Return per unit of downside risk	3.41	3.05	+0.36
Omega ratio: Gain probability vs. loss probability	1.44	1.41	+0.04
Calmar ratio: Return relative to maximum drawdown	2.83	2.67	+0.16
Martin ratio: Return relative to average drawdown	12.23	12.06	+0.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AABWX vs. LTSTX - Sharpe Ratio Comparison

The current AABWX Sharpe Ratio is 2.36, which is comparable to the LTSTX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of AABWX and LTSTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AABWX	LTSTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.36	2.11	+0.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	0.62	-0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.48	+0.15

Drawdowns

AABWX vs. LTSTX - Drawdown Comparison

The maximum AABWX drawdown since its inception was -21.55%, smaller than the maximum LTSTX drawdown of -48.17%. Use the drawdown chart below to compare losses from any high point for AABWX and LTSTX.

Drawdown Indicators

	AABWX	LTSTX	Difference
Max Drawdown Largest peak-to-trough decline	-21.55%	-48.17%	+26.62%
Max Drawdown (1Y) Largest decline over 1 year	-5.71%	-5.24%	-0.47%
Max Drawdown (3Y) Largest decline over 3 years	-9.06%	-8.12%	-0.94%
Max Drawdown (5Y) Largest decline over 5 years	-21.55%	-21.01%	-0.54%
Max Drawdown (10Y) Largest decline over 10 years	—	-23.33%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-5.40%	-6.16%	+0.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.32%	1.16%	+0.16%

Volatility

AABWX vs. LTSTX - Volatility Comparison

American Century One Choice Blend+ 2030 Portfolio (AABWX) and Principal LifeTime 2025 Fund (LTSTX) have volatilities of 2.08% and 2.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AABWX	LTSTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.08%	2.02%	+0.06%
Volatility (6M) Calculated over the trailing 6-month period	5.44%	5.39%	+0.05%
Volatility (1Y) Calculated over the trailing 1-year period	6.86%	6.64%	+0.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.45%	9.18%	+0.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.36%	9.83%	-0.47%

AABWX vs. LTSTX - Expense Ratio Comparison

AABWX has a 0.57% expense ratio, which is higher than LTSTX's 0.01% expense ratio.

Dividends

AABWX vs. LTSTX - Dividend Comparison

AABWX's dividend yield for the trailing twelve months is around 3.96%, less than LTSTX's 11.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AABWX American Century One Choice Blend+ 2030 Portfolio	3.96%	4.19%	3.09%	2.07%	3.35%	2.62%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LTSTX Principal LifeTime 2025 Fund	11.59%	12.19%	9.74%	4.26%	8.00%	7.66%	5.25%	6.91%	6.39%	4.75%	3.65%	8.91%

Frequently Asked Questions

Can I hold both AABWX and LTSTX in my portfolio?

With a correlation of 0.96, AABWX and LTSTX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, AABWX or LTSTX?

AABWX has higher volatility (2.08%) compared to LTSTX (2.02%). In terms of maximum drawdown, AABWX dropped -21.55% vs LTSTX's -48.17%.

Which has better risk-adjusted returns?

AABWX currently has the higher Sharpe Ratio (2.36 vs 2.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.