DTDRX vs. LTSTX

Last updated Aug 4, 2026

DTDRX (Dimensional 2065 Target Date Retirement Income Fund) and LTSTX (Principal LifeTime 2025 Fund) are both Target Retirement Date funds. Over the past 5 years, DTDRX returned 11.03%/yr vs 5.19%/yr for LTSTX. Their correlation of 0.93 means they have usually moved in the same direction. DTDRX charges 0.22%/yr vs 0.01%/yr for LTSTX.

Performance

DTDRX vs. LTSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional 2065 Target Date Retirement Income Fund (DTDRX) 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, DTDRX achieves a 11.23% return, which is significantly higher than LTSTX's 4.65% return.

DTDRX

• 1D: 0.42%
• 1M: 0.26%
• 6M: 7.53%
• YTD: 11.23%
• 1Y: 21.43%
• 3Y*: 17.46%
• 5Y*: 11.03%
• 10Y*: —
• ALL TIME*: 12.62%

LTSTX

• 1D: 0.17%
• 1M: 0.00%
• 6M: 2.78%
• YTD: 4.65%
• 1Y: 10.25%
• 3Y*: 10.98%
• 5Y*: 5.19%
• 10Y*: 7.81%
• ALL TIME*: 6.36%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DTDRX Dimensional 2065 Target Date Retirement Income Fund	$0.00	$0.00	$0.00
LTSTX Principal LifeTime 2025 Fund	$0.00	$0.00	$0.00

DTDRX vs. LTSTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
DTDRX Dimensional 2065 Target Date Retirement Income Fund	11.23%	19.28%	17.13%	21.29%	-15.25%	20.99%	13.15%	0.00%
LTSTX Principal LifeTime 2025 Fund	4.65%	12.16%	11.91%	13.30%	-15.23%	10.91%	13.70%	0.12%

Correlation

The correlation between DTDRX and LTSTX is 0.89, 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.	0.89
Correlation (3Y) Balances recent behavior with more history.	0.89
Correlation (5Y) Shows whether the relationship held over a longer period.	0.92
Correlation (All Time) Calculated using the full available price history since Dec 31, 2019	0.93

The correlation between DTDRX and LTSTX has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.

Return for Risk

DTDRX vs. LTSTX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DTDRX

DTDRX Risk / Return Rank: 78
DTDRX Sharpe Ratio Rank: 79
DTDRX Sortino Ratio Rank: 76
DTDRX Omega Ratio Rank: 73
DTDRX Calmar Ratio Rank: 78
DTDRX Martin Ratio Rank: 85

LTSTX

LTSTX Risk / Return Rank: 48
LTSTX Sharpe Ratio Rank: 45
LTSTX Sortino Ratio Rank: 45
LTSTX Omega Ratio Rank: 46
LTSTX Calmar Ratio Rank: 46
LTSTX Martin Ratio Rank: 59

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DTDRX vs. LTSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional 2065 Target Date Retirement Income Fund (DTDRX) 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.

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.

	DTDRX	LTSTX	Difference
Sharpe ratio: Return per unit of total volatility	1.90	1.40	+0.51
Sortino ratio: Return per unit of downside risk	2.67	2.01	+0.66
Omega ratio: Gain probability vs. loss probability	1.34	1.26	+0.08
Calmar ratio: Return relative to maximum drawdown	2.68	1.91	+0.77
Martin ratio: Return relative to average drawdown	11.23	8.26	+2.97

DTDRX vs. LTSTX - Sharpe Ratio Comparison

The current DTDRX Sharpe Ratio is 1.90, which is higher than the LTSTX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of DTDRX 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.

Drawdowns

DTDRX vs. LTSTX - Drawdown Comparison

The maximum DTDRX drawdown since its inception was -33.33%, smaller than the maximum LTSTX drawdown of -48.17%. Use the drawdown chart below to compare losses from any high point for DTDRX and LTSTX.

Drawdown Indicators

	DTDRX	LTSTX	Difference
Max Drawdown Largest peak-to-trough decline	-33.33%	-48.17%	+14.84%
Max Drawdown (1Y) Largest decline over 1 year	-8.57%	-5.24%	-3.33%
Max Drawdown (3Y) Largest decline over 3 years	-15.95%	-8.12%	-7.83%
Max Drawdown (5Y) Largest decline over 5 years	-23.47%	-21.01%	-2.46%
Max Drawdown (10Y) Largest decline over 10 years	—	-23.33%	—
Current Drawdown Current decline from peak	-1.03%	-0.61%	-0.42%
Average Drawdown Average peak-to-trough decline	-5.00%	-6.11%	+1.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.99%	1.21%	+0.78%

Volatility

DTDRX vs. LTSTX - Volatility Comparison

Dimensional 2065 Target Date Retirement Income Fund (DTDRX) has a higher volatility of 3.38% compared to Principal LifeTime 2025 Fund (LTSTX) at 1.91%. This indicates that DTDRX's price experiences larger fluctuations and is considered to be riskier than LTSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DTDRX	LTSTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.38%	1.91%	+1.47%
Volatility (6M) Calculated over the trailing 6-month period	9.88%	5.99%	+3.89%
Volatility (1Y) Calculated over the trailing 1-year period	12.06%	7.18%	+4.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.98%	9.23%	+5.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.06%	9.76%	+9.30%

DTDRX vs. LTSTX - Expense Ratio Comparison

DTDRX has a 0.22% expense ratio, which is higher than LTSTX'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

DTDRX vs. LTSTX - Dividend Comparison

DTDRX's dividend yield for the trailing twelve months is around 1.85%, less than LTSTX's 11.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DTDRX Dimensional 2065 Target Date Retirement Income Fund	1.85%	1.31%	2.07%	1.94%	2.01%	1.53%	2.55%	0.00%	0.00%	0.00%	0.00%	0.00%
LTSTX Principal LifeTime 2025 Fund	11.65%	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 DTDRX and LTSTX in my portfolio?

DTDRX and LTSTX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DTDRX or LTSTX?

DTDRX has higher volatility (3.38%) compared to LTSTX (1.91%). In terms of maximum drawdown, DTDRX dropped -33.33% vs LTSTX's -48.17%.

Which has better risk-adjusted returns?

DTDRX currently has the higher Sharpe Ratio (1.90 vs 1.40), 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.