DRIIX vs. PMTIX
Compare and contrast key facts about Dimensional 2045 Target Date Retirement Income Fund (DRIIX) and Principal LifeTime 2030 Fund (PMTIX).
DRIIX is managed by Dimensional. It was launched on Nov 1, 2015. PMTIX is managed by Principal. It was launched on Feb 28, 2001.
Performance
DRIIX vs. PMTIX - Performance Comparison
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DRIIX vs. PMTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRIIX Dimensional 2045 Target Date Retirement Income Fund | -3.01% | 17.17% | 15.44% | 19.21% | -14.15% | 20.45% | 13.36% | 25.42% | -9.17% | 21.64% |
PMTIX Principal LifeTime 2030 Fund | -3.15% | 13.25% | 12.86% | 15.11% | -16.81% | 12.70% | 14.71% | 22.40% | -7.45% | 18.41% |
Returns By Period
The year-to-date returns for both stocks are quite close, with DRIIX having a -3.01% return and PMTIX slightly lower at -3.15%. Over the past 10 years, DRIIX has outperformed PMTIX with an annualized return of 10.63%, while PMTIX has yielded a comparatively lower 8.05% annualized return.
DRIIX
- 1D
- -0.21%
- 1M
- -6.70%
- YTD
- -3.01%
- 6M
- -0.46%
- 1Y
- 14.84%
- 3Y*
- 13.88%
- 5Y*
- 8.80%
- 10Y*
- 10.63%
PMTIX
- 1D
- 0.00%
- 1M
- -5.66%
- YTD
- -3.15%
- 6M
- -1.49%
- 1Y
- 9.21%
- 3Y*
- 10.71%
- 5Y*
- 5.31%
- 10Y*
- 8.05%
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DRIIX vs. PMTIX - Expense Ratio Comparison
DRIIX has a 0.22% expense ratio, which is higher than PMTIX'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%.
Return for Risk
DRIIX vs. PMTIX — Risk / Return Rank
DRIIX
PMTIX
DRIIX vs. PMTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional 2045 Target Date Retirement Income Fund (DRIIX) and Principal LifeTime 2030 Fund (PMTIX). 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.
| DRIIX | PMTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.95 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.77 | 1.41 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.20 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 1.12 | +0.16 |
Martin ratioReturn relative to average drawdown | 6.24 | 5.30 | +0.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DRIIX | PMTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 0.95 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.51 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.72 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.47 | +0.26 |
Correlation
The correlation between DRIIX and PMTIX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DRIIX vs. PMTIX - Dividend Comparison
DRIIX's dividend yield for the trailing twelve months is around 3.03%, less than PMTIX's 10.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRIIX Dimensional 2045 Target Date Retirement Income Fund | 3.03% | 2.89% | 3.25% | 3.43% | 3.90% | 3.23% | 2.92% | 2.19% | 2.29% | 1.23% | 1.39% | 0.00% |
PMTIX Principal LifeTime 2030 Fund | 10.01% | 9.69% | 9.60% | 4.26% | 10.05% | 8.87% | 6.37% | 6.49% | 8.21% | 5.87% | 3.97% | 9.44% |
Drawdowns
DRIIX vs. PMTIX - Drawdown Comparison
The maximum DRIIX drawdown since its inception was -32.56%, smaller than the maximum PMTIX drawdown of -52.14%. Use the drawdown chart below to compare losses from any high point for DRIIX and PMTIX.
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Drawdown Indicators
| DRIIX | PMTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.56% | -52.14% | +19.58% |
Max Drawdown (1Y)Largest decline over 1 year | -9.30% | -7.49% | -1.81% |
Max Drawdown (5Y)Largest decline over 5 years | -21.77% | -23.05% | +1.28% |
Max Drawdown (10Y)Largest decline over 10 years | -32.56% | -25.87% | -6.69% |
Current DrawdownCurrent decline from peak | -7.13% | -5.85% | -1.28% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -6.83% | +2.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 1.59% | +0.41% |
Volatility
DRIIX vs. PMTIX - Volatility Comparison
Dimensional 2045 Target Date Retirement Income Fund (DRIIX) has a higher volatility of 3.67% compared to Principal LifeTime 2030 Fund (PMTIX) at 3.33%. This indicates that DRIIX's price experiences larger fluctuations and is considered to be riskier than PMTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRIIX | PMTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 3.33% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 6.58% | 5.61% | +0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.61% | 9.78% | +2.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.83% | 10.53% | +2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.61% | 11.19% | +3.42% |