DRIGX vs. LTIUX

Last updated Jun 6, 2026

DRIGX (Dimensional 2035 Target Date Retirement Income Fund) and LTIUX (Principal LifeTime 2035 Fund) are both Target Retirement Date funds. Over the past 10 years, DRIGX returned 7.68%/yr vs 9.51%/yr for LTIUX. Their correlation of 0.90 suggests significant overlap in exposure. DRIGX charges 0.21%/yr vs 0.01%/yr for LTIUX.

Performance

DRIGX vs. LTIUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional 2035 Target Date Retirement Income Fund (DRIGX) and Principal LifeTime 2035 Fund (LTIUX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with DRIGX having a 6.44% return and LTIUX slightly lower at 6.40%. Over the past 10 years, DRIGX has underperformed LTIUX with an annualized return of 7.68%, while LTIUX has yielded a comparatively higher 9.51% annualized return.

DRIGX

• 1D: 0.27%
• 1M: 1.23%
• YTD: 6.44%
• 6M: 6.40%
• 1Y: 16.15%
• 3Y*: 10.60%
• 5Y*: 4.02%
• 10Y*: 7.68%

LTIUX

• 1D: 0.36%
• 1M: 1.00%
• YTD: 6.40%
• 6M: 6.69%
• 1Y: 16.52%
• 3Y*: 14.86%
• 5Y*: 6.80%
• 10Y*: 9.51%

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

DRIGX vs. LTIUX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DRIGX Dimensional 2035 Target Date Retirement Income Fund	6.44%	11.65%	7.31%	12.95%	-20.97%	15.21%	16.43%	21.77%	-7.36%	17.24%
LTIUX Principal LifeTime 2035 Fund	6.40%	14.26%	14.13%	16.51%	-17.48%	14.07%	15.70%	23.48%	-7.37%	19.69%

Correlation

The correlation between DRIGX and LTIUX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (10Y) Calculated over the trailing 10-year period	0.90
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.90

The correlation between DRIGX and LTIUX has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.

Return for Risk

DRIGX vs. LTIUX — Risk / Return Rank

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

DRIGX

DRIGX Risk / Return Rank: 49
DRIGX Sharpe Ratio Rank: 51
DRIGX Sortino Ratio Rank: 49
DRIGX Omega Ratio Rank: 51
DRIGX Calmar Ratio Rank: 44
DRIGX Martin Ratio Rank: 49

LTIUX

LTIUX Risk / Return Rank: 49
LTIUX Sharpe Ratio Rank: 46
LTIUX Sortino Ratio Rank: 46
LTIUX Omega Ratio Rank: 47
LTIUX Calmar Ratio Rank: 46
LTIUX Martin Ratio Rank: 58

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.

DRIGX vs. LTIUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional 2035 Target Date Retirement Income Fund (DRIGX) and Principal LifeTime 2035 Fund (LTIUX). 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.

	DRIGX	LTIUX	Difference
Sharpe ratio: Return per unit of total volatility	2.03	1.91	+0.12
Sortino ratio: Return per unit of downside risk	2.89	2.75	+0.14
Omega ratio: Gain probability vs. loss probability	1.38	1.36	+0.02
Calmar ratio: Return relative to maximum drawdown	2.43	2.51	-0.08
Martin ratio: Return relative to average drawdown	9.87	11.18	-1.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DRIGX vs. LTIUX - Sharpe Ratio Comparison

The current DRIGX Sharpe Ratio is 2.03, which is comparable to the LTIUX Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of DRIGX and LTIUX, 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

	DRIGX	LTIUX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.03	1.91	+0.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	0.58	-0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	0.76	-0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	0.48	+0.23

Drawdowns

DRIGX vs. LTIUX - Drawdown Comparison

The maximum DRIGX drawdown since its inception was -26.73%, smaller than the maximum LTIUX drawdown of -49.65%. Use the drawdown chart below to compare losses from any high point for DRIGX and LTIUX.

Drawdown Indicators

	DRIGX	LTIUX	Difference
Max Drawdown Largest peak-to-trough decline	-26.73%	-49.65%	+22.92%
Max Drawdown (1Y) Largest decline over 1 year	-6.59%	-6.57%	-0.02%
Max Drawdown (3Y) Largest decline over 3 years	-10.99%	-11.08%	+0.09%
Max Drawdown (5Y) Largest decline over 5 years	-26.73%	-24.23%	-2.50%
Max Drawdown (10Y) Largest decline over 10 years	-26.73%	-28.12%	+1.39%
Current Drawdown Current decline from peak	-0.27%	-0.28%	+0.01%
Average Drawdown Average peak-to-trough decline	-5.25%	-6.70%	+1.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.62%	1.47%	+0.15%

Volatility

DRIGX vs. LTIUX - Volatility Comparison

Dimensional 2035 Target Date Retirement Income Fund (DRIGX) and Principal LifeTime 2035 Fund (LTIUX) have volatilities of 2.57% and 2.62%, 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

	DRIGX	LTIUX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.57%	2.62%	-0.05%
Volatility (6M) Calculated over the trailing 6-month period	6.16%	6.98%	-0.82%
Volatility (1Y) Calculated over the trailing 1-year period	7.93%	8.64%	-0.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.26%	11.83%	-0.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.10%	12.49%	-1.39%

DRIGX vs. LTIUX - Expense Ratio Comparison

DRIGX has a 0.21% expense ratio, which is higher than LTIUX's 0.01% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

DRIGX vs. LTIUX - Dividend Comparison

DRIGX's dividend yield for the trailing twelve months is around 6.49%, less than LTIUX's 8.49% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DRIGX Dimensional 2035 Target Date Retirement Income Fund	6.49%	6.76%	4.33%	3.96%	5.94%	3.45%	3.32%	2.31%	2.46%	1.23%	1.38%	0.00%
LTIUX Principal LifeTime 2035 Fund	8.49%	9.03%	9.46%	4.17%	7.50%	7.06%	5.35%	7.28%	7.75%	5.46%	4.28%	5.59%

Frequently Asked Questions

Can I hold both DRIGX and LTIUX in my portfolio?

DRIGX and LTIUX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DRIGX or LTIUX?

LTIUX has higher volatility (2.62%) compared to DRIGX (2.57%). In terms of maximum drawdown, DRIGX dropped -26.73% vs LTIUX's -49.65%.

Which has better risk-adjusted returns?

DRIGX currently has the higher Sharpe Ratio (2.03 vs 1.91), 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.