FLROX vs. LTSTX

Last updated Jun 6, 2026

FLROX (Franklin LifeSmart 2020™ Retirement Target Fund) and LTSTX (Principal LifeTime 2025 Fund) are both Target Retirement Date funds. Over the past 10 years, FLROX returned 6.42%/yr vs 7.99%/yr for LTSTX. Their correlation of 0.94 suggests significant overlap in exposure. FLROX charges 0.22%/yr vs 0.01%/yr for LTSTX.

Performance

FLROX vs. LTSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin LifeSmart 2020™ Retirement Target Fund (FLROX) 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, FLROX achieves a 5.67% return, which is significantly higher than LTSTX's 5.01% return. Over the past 10 years, FLROX has underperformed LTSTX with an annualized return of 6.42%, while LTSTX has yielded a comparatively higher 7.99% annualized return.

FLROX

• 1D: 0.22%
• 1M: 1.10%
• YTD: 5.67%
• 6M: 6.22%
• 1Y: 15.10%
• 3Y*: 11.65%
• 5Y*: 5.23%
• 10Y*: 6.42%

LTSTX

• 1D: 0.35%
• 1M: 0.79%
• YTD: 5.01%
• 6M: 5.23%
• 1Y: 13.35%
• 3Y*: 12.30%
• 5Y*: 5.50%
• 10Y*: 7.99%

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

FLROX vs. LTSTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FLROX Franklin LifeSmart 2020™ Retirement Target Fund	5.67%	13.66%	8.24%	12.71%	-15.35%	9.94%	9.40%	13.77%	-3.63%	11.88%
LTSTX Principal LifeTime 2025 Fund	5.01%	12.16%	11.91%	13.30%	-15.23%	10.91%	13.70%	20.50%	-6.41%	16.75%

Correlation

The correlation between FLROX and LTSTX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (10Y) Calculated over the trailing 10-year period	0.94
Correlation (All Time) Calculated using the full available price history since Jan 5, 2015	0.95

The correlation between FLROX and LTSTX has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

Return for Risk

FLROX vs. LTSTX — Risk / Return Rank

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

FLROX

FLROX Risk / Return Rank: 62
FLROX Sharpe Ratio Rank: 63
FLROX Sortino Ratio Rank: 66
FLROX Omega Ratio Rank: 68
FLROX Calmar Ratio Rank: 51
FLROX Martin Ratio Rank: 62

LTSTX

LTSTX Risk / Return Rank: 52
LTSTX Sharpe Ratio Rank: 49
LTSTX Sortino Ratio Rank: 50
LTSTX Omega Ratio Rank: 53
LTSTX Calmar Ratio Rank: 47
LTSTX Martin Ratio Rank: 60

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.

FLROX vs. LTSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin LifeSmart 2020™ Retirement Target Fund (FLROX) 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.

	FLROX	LTSTX	Difference
Sharpe ratio: Return per unit of total volatility	2.28	2.00	+0.28
Sortino ratio: Return per unit of downside risk	3.30	2.89	+0.41
Omega ratio: Gain probability vs. loss probability	1.44	1.38	+0.06
Calmar ratio: Return relative to maximum drawdown	2.66	2.54	+0.12
Martin ratio: Return relative to average drawdown	11.75	11.45	+0.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FLROX vs. LTSTX - Sharpe Ratio Comparison

The current FLROX Sharpe Ratio is 2.28, which is comparable to the LTSTX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of FLROX 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.

Sharpe Ratios by Period

	FLROX	LTSTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	2.00	+0.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	0.60	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.72	0.82	-0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	0.48	+0.14

Drawdowns

FLROX vs. LTSTX - Drawdown Comparison

The maximum FLROX drawdown since its inception was -26.14%, smaller than the maximum LTSTX drawdown of -48.17%. Use the drawdown chart below to compare losses from any high point for FLROX and LTSTX.

Drawdown Indicators

	FLROX	LTSTX	Difference
Max Drawdown Largest peak-to-trough decline	-26.14%	-48.17%	+22.03%
Max Drawdown (1Y) Largest decline over 1 year	-5.63%	-5.24%	-0.39%
Max Drawdown (3Y) Largest decline over 3 years	-7.63%	-8.12%	+0.49%
Max Drawdown (5Y) Largest decline over 5 years	-26.14%	-21.01%	-5.13%
Max Drawdown (10Y) Largest decline over 10 years	-26.14%	-23.33%	-2.81%
Current Drawdown Current decline from peak	-0.14%	-0.17%	+0.03%
Average Drawdown Average peak-to-trough decline	-5.26%	-6.16%	+0.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.27%	1.16%	+0.11%

Volatility

FLROX vs. LTSTX - Volatility Comparison

Franklin LifeSmart 2020™ Retirement Target Fund (FLROX) has a higher volatility of 2.18% compared to Principal LifeTime 2025 Fund (LTSTX) at 2.06%. This indicates that FLROX'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

	FLROX	LTSTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.18%	2.06%	+0.12%
Volatility (6M) Calculated over the trailing 6-month period	5.41%	5.41%	0.00%
Volatility (1Y) Calculated over the trailing 1-year period	6.58%	6.66%	-0.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.87%	9.18%	+0.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.99%	9.82%	-0.83%

FLROX vs. LTSTX - Expense Ratio Comparison

FLROX 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

FLROX vs. LTSTX - Dividend Comparison

FLROX's dividend yield for the trailing twelve months is around 5.66%, less than LTSTX's 11.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FLROX Franklin LifeSmart 2020™ Retirement Target Fund	5.66%	5.98%	3.15%	2.74%	3.97%	9.70%	2.21%	2.66%	3.18%	1.49%	2.55%	3.03%
LTSTX Principal LifeTime 2025 Fund	11.61%	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 FLROX and LTSTX in my portfolio?

With a correlation of 0.96, FLROX and LTSTX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, FLROX or LTSTX?

FLROX has higher volatility (2.18%) compared to LTSTX (2.06%). In terms of maximum drawdown, FLROX dropped -26.14% vs LTSTX's -48.17%.

Which has better risk-adjusted returns?

FLROX currently has the higher Sharpe Ratio (2.28 vs 2.00), 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.