DRIRX vs. LTIUX
DRIRX (Dimensional 2020 Target Date Retirement Income Fund) and LTIUX (Principal LifeTime 2035 Fund) are both Target Retirement Date funds. Over the past 10 years, DRIRX returned 4.33%/yr vs 9.26%/yr for LTIUX. Their 0.61 correlation means they have sometimes moved together and sometimes differently. DRIRX charges 0.18%/yr vs 0.01%/yr for LTIUX.
Performance
DRIRX vs. LTIUX - Performance Comparison
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Returns By Period
In the year-to-date period, DRIRX achieves a 2.60% return, which is significantly lower than LTIUX's 5.87% return. Over the past 10 years, DRIRX has underperformed LTIUX with an annualized return of 4.33%, while LTIUX has yielded a comparatively higher 9.26% annualized return.
DRIRX
- 1D
- 0.44%
- 1M
- -0.79%
- 6M
- 1.51%
- YTD
- 2.60%
- 1Y
- 6.39%
- 3Y*
- 6.08%
- 5Y*
- 0.81%
- 10Y*
- 4.33%
- ALL TIME*
- 5.05%
LTIUX
- 1D
- 1.15%
- 1M
- -0.07%
- 6M
- 3.84%
- YTD
- 5.87%
- 1Y
- 12.88%
- 3Y*
- 12.79%
- 5Y*
- 6.41%
- 10Y*
- 9.26%
- ALL TIME*
- 7.38%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DRIRX vs. LTIUX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRIRX Dimensional 2020 Target Date Retirement Income Fund | 2.60% | 9.59% | 4.53% | 7.67% | -17.65% | 7.02% | 16.14% | 15.63% | -5.17% | 9.86% |
LTIUX Principal LifeTime 2035 Fund | 5.87% | 14.26% | 14.13% | 16.51% | -17.48% | 14.07% | 15.70% | 23.48% | -7.37% | 19.69% |
Correlation
The correlation between DRIRX and LTIUX is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.66 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.61 |
Over the past year, DRIRX and LTIUX have become more correlated (0.82) than their long-term average of 0.61, meaning their price movements have been converging.
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Return for Risk
DRIRX vs. LTIUX — Risk / Return Rank
DRIRX
LTIUX
DRIRX vs. LTIUX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional 2020 Target Date Retirement Income Fund (DRIRX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DRIRX | LTIUX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.79 | -0.23 |
| Martin ratioReturn relative to average drawdown | 5.91 | 7.66 | -1.75 |
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Drawdowns
DRIRX vs. LTIUX - Drawdown Comparison
The maximum DRIRX drawdown since its inception was -23.69%, smaller than the maximum LTIUX drawdown of -49.65%. Use the drawdown chart below to compare losses from any high point for DRIRX and LTIUX.
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Drawdown Indicators
| DRIRX | LTIUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.69% | -49.65% | +25.96% |
Max Drawdown (1Y)Largest decline over 1 year | -4.09% | -6.57% | +2.48% |
Max Drawdown (3Y)Largest decline over 3 years | -6.05% | -11.08% | +5.03% |
Max Drawdown (5Y)Largest decline over 5 years | -23.69% | -24.23% | +0.54% |
Max Drawdown (10Y)Largest decline over 10 years | -23.69% | -28.12% | +4.43% |
Current DrawdownCurrent decline from peak | -1.67% | -0.85% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -5.54% | -6.66% | +1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.07% | 1.53% | -0.46% |
Volatility
DRIRX vs. LTIUX - Volatility Comparison
The current volatility for Dimensional 2020 Target Date Retirement Income Fund (DRIRX) is 1.36%, while Principal LifeTime 2035 Fund (LTIUX) has a volatility of 2.54%. This indicates that DRIRX experiences smaller price fluctuations and is considered to be less risky than LTIUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRIRX | LTIUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.36% | 2.54% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 4.11% | 7.73% | -3.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.18% | 9.32% | -4.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.20% | 11.91% | -3.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.58% | 12.43% | -4.85% |
DRIRX vs. LTIUX - Expense Ratio Comparison
DRIRX has a 0.18% 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
DRIRX vs. LTIUX - Dividend Comparison
DRIRX's dividend yield for the trailing twelve months is around 6.26%, less than LTIUX's 8.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRIRX Dimensional 2020 Target Date Retirement Income Fund | 6.26% | 5.80% | 4.18% | 3.62% | 7.41% | 4.42% | 3.00% | 2.51% | 2.59% | 1.48% | 1.34% | 0.00% |
LTIUX Principal LifeTime 2035 Fund | 8.53% | 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
DRIRX and LTIUX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LTIUX has higher volatility (2.54%) compared to DRIRX (1.36%). In terms of maximum drawdown, DRIRX dropped -23.69% vs LTIUX's -49.65%.
LTIUX currently has the higher Sharpe Ratio (1.26 vs 1.24), 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.
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