FAELX vs. PTDIX

Last updated Jun 24, 2026

FAELX (Connecticut Higher Education Trust 529 College Savings Plan - CT 529 Moderate Growth Portfolio Fund) and PTDIX (Principal LifeTime 2040 Fund) are both Target Retirement Date funds. Over the past year, FAELX returned 20.37% vs 17.41% for PTDIX. A 0.75 correlation means they provide meaningful diversification when combined. FAELX charges 0.50%/yr vs 0.01%/yr for PTDIX.

Performance

FAELX vs. PTDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Connecticut Higher Education Trust 529 College Savings Plan - CT 529 Moderate Growth Portfolio Fund (FAELX) and Principal LifeTime 2040 Fund (PTDIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FAELX achieves a 9.40% return, which is significantly higher than PTDIX's 6.96% return.

FAELX

• 1D: -0.27%
• 1M: 2.27%
• YTD: 9.40%
• 6M: 9.08%
• 1Y: 20.37%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PTDIX

• 1D: -0.34%
• 1M: 1.19%
• YTD: 6.96%
• 6M: 6.54%
• 1Y: 17.41%
• 3Y*: 16.53%
• 5Y*: 8.04%
• 10Y*: 10.85%

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

FAELX vs. PTDIX - Yearly Performance Comparison

	2026 (YTD)	2025
FAELX Connecticut Higher Education Trust 529 College Savings Plan - CT 529 Moderate Growth Portfolio Fund	9.40%	17.33%
PTDIX Principal LifeTime 2040 Fund	6.96%	15.81%

Correlation

The correlation between FAELX and PTDIX is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (All Time) Calculated using the full available price history since Jan 3, 2025	0.75

The correlation between FAELX and PTDIX has been stable across timeframes, ranging from 0.75 to 0.80 - a consistent structural relationship.

Return for Risk

FAELX vs. PTDIX — Risk / Return Rank

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

FAELX

FAELX Risk / Return Rank: 75
FAELX Sharpe Ratio Rank: 74
FAELX Sortino Ratio Rank: 76
FAELX Omega Ratio Rank: 71
FAELX Calmar Ratio Rank: 74
FAELX Martin Ratio Rank: 79

PTDIX

PTDIX Risk / Return Rank: 46
PTDIX Sharpe Ratio Rank: 43
PTDIX Sortino Ratio Rank: 41
PTDIX Omega Ratio Rank: 43
PTDIX Calmar Ratio Rank: 47
PTDIX 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.

FAELX vs. PTDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Connecticut Higher Education Trust 529 College Savings Plan - CT 529 Moderate Growth Portfolio Fund (FAELX) and Principal LifeTime 2040 Fund (PTDIX). 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.

	FAELX	PTDIX	Difference
Sharpe ratio: Return per unit of total volatility	2.31	1.77	+0.54
Sortino ratio: Return per unit of downside risk	3.35	2.50	+0.85
Omega ratio: Gain probability vs. loss probability	1.43	1.33	+0.10
Calmar ratio: Return relative to maximum drawdown	3.20	2.51	+0.70
Martin ratio: Return relative to average drawdown	13.74	10.92	+2.82

FAELX vs. PTDIX - Sharpe Ratio Comparison

The current FAELX Sharpe Ratio is 2.31, which is higher than the PTDIX Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of FAELX and PTDIX, 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

FAELX vs. PTDIX - Drawdown Comparison

The maximum FAELX drawdown since its inception was -11.54%, smaller than the maximum PTDIX drawdown of -54.38%. Use the drawdown chart below to compare losses from any high point for FAELX and PTDIX.

Drawdown Indicators

	FAELX	PTDIX	Difference
Max Drawdown Largest peak-to-trough decline	-11.54%	-54.38%	+42.84%
Max Drawdown (1Y) Largest decline over 1 year	-7.76%	-7.32%	-0.44%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.05%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.43%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-30.02%	—
Current Drawdown Current decline from peak	-0.27%	-0.78%	+0.51%
Average Drawdown Average peak-to-trough decline	-1.43%	-7.48%	+6.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.68%	1.68%	0.00%

Volatility

FAELX vs. PTDIX - Volatility Comparison

Connecticut Higher Education Trust 529 College Savings Plan - CT 529 Moderate Growth Portfolio Fund (FAELX) has a higher volatility of 4.39% compared to Principal LifeTime 2040 Fund (PTDIX) at 3.96%. This indicates that FAELX's price experiences larger fluctuations and is considered to be riskier than PTDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FAELX	PTDIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.39%	3.96%	+0.43%
Volatility (6M) Calculated over the trailing 6-month period	9.03%	8.55%	+0.48%
Volatility (1Y) Calculated over the trailing 1-year period	10.78%	10.39%	+0.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.20%	13.58%	-0.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.20%	13.86%	-0.66%

FAELX vs. PTDIX - Expense Ratio Comparison

FAELX has a 0.50% expense ratio, which is higher than PTDIX's 0.01% expense ratio.

Dividends

FAELX vs. PTDIX - Dividend Comparison

FAELX has not paid dividends to shareholders, while PTDIX's dividend yield for the trailing twelve months is around 9.16%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FAELX Connecticut Higher Education Trust 529 College Savings Plan - CT 529 Moderate Growth Portfolio Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PTDIX Principal LifeTime 2040 Fund	9.16%	9.80%	12.28%	4.40%	8.61%	8.92%	6.01%	7.26%	9.28%	6.07%	4.86%	6.73%

Frequently Asked Questions

Can I hold both FAELX and PTDIX in my portfolio?

FAELX and PTDIX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FAELX or PTDIX?

FAELX has higher volatility (4.39%) compared to PTDIX (3.96%). In terms of maximum drawdown, FAELX dropped -11.54% vs PTDIX's -54.38%.

Which has better risk-adjusted returns?

FAELX currently has the higher Sharpe Ratio (2.31 vs 1.77), 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.