FLSOX vs. LTRIX
FLSOX (Franklin LifeSmart 2050 Retirement Target Fund) and LTRIX (Principal LifeTime 2045 Fund) are both Target Retirement Date funds. Over the past 10 years, FLSOX returned 11.83%/yr vs 11.33%/yr for LTRIX. With a 0.96 correlation, they move nearly in lockstep. FLSOX charges 0.25%/yr vs 0.01%/yr for LTRIX.
Performance
FLSOX vs. LTRIX - Performance Comparison
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Returns By Period
In the year-to-date period, FLSOX achieves a 11.50% return, which is significantly higher than LTRIX's 7.81% return. Both investments have delivered pretty close results over the past 10 years, with FLSOX having a 11.83% annualized return and LTRIX not far behind at 11.33%.
FLSOX
- 1D
- -0.16%
- 1M
- 1.96%
- YTD
- 11.50%
- 6M
- 10.89%
- 1Y
- 26.88%
- 3Y*
- 19.58%
- 5Y*
- 10.57%
- 10Y*
- 11.83%
LTRIX
- 1D
- -0.30%
- 1M
- 1.36%
- YTD
- 7.81%
- 6M
- 7.31%
- 1Y
- 19.13%
- 3Y*
- 17.18%
- 5Y*
- 8.48%
- 10Y*
- 11.33%
FLSOX vs. LTRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLSOX Franklin LifeSmart 2050 Retirement Target Fund | 11.50% | 21.51% | 15.86% | 19.58% | -17.26% | 17.71% | 16.53% | 22.44% | -7.23% | 19.20% |
LTRIX Principal LifeTime 2045 Fund | 7.81% | 16.69% | 16.90% | 19.40% | -18.51% | 16.55% | 16.33% | 25.81% | -8.34% | 21.38% |
Correlation
The correlation between FLSOX and LTRIX is 0.97 - 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 | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.96 |
The correlation between FLSOX and LTRIX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
FLSOX vs. LTRIX — Risk / Return Rank
FLSOX
LTRIX
FLSOX vs. LTRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin LifeSmart 2050 Retirement Target Fund (FLSOX) and Principal LifeTime 2045 Fund (LTRIX). 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.
| FLSOX | LTRIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.33 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.96 | 2.50 | +0.47 |
| Martin ratioReturn relative to average drawdown | 13.03 | 10.97 | +2.06 |
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Drawdowns
FLSOX vs. LTRIX - Drawdown Comparison
The maximum FLSOX drawdown since its inception was -39.36%, smaller than the maximum LTRIX drawdown of -51.39%. Use the drawdown chart below to compare losses from any high point for FLSOX and LTRIX.
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Drawdown Indicators
| FLSOX | LTRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.36% | -51.39% | +12.03% |
Max Drawdown (1Y)Largest decline over 1 year | -9.44% | -8.04% | -1.40% |
Max Drawdown (3Y)Largest decline over 3 years | -15.50% | -14.47% | -1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -39.36% | -26.25% | -13.11% |
Max Drawdown (10Y)Largest decline over 10 years | -39.36% | -31.56% | -7.80% |
Current DrawdownCurrent decline from peak | -0.43% | -0.84% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -8.64% | -7.18% | -1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 1.83% | +0.31% |
Volatility
FLSOX vs. LTRIX - Volatility Comparison
Franklin LifeSmart 2050 Retirement Target Fund (FLSOX) has a higher volatility of 4.98% compared to Principal LifeTime 2045 Fund (LTRIX) at 4.35%. This indicates that FLSOX's price experiences larger fluctuations and is considered to be riskier than LTRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLSOX | LTRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 4.35% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 10.41% | 9.40% | +1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.50% | 11.36% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.42% | 14.68% | +5.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 14.86% | +3.15% |
FLSOX vs. LTRIX - Expense Ratio Comparison
FLSOX has a 0.25% expense ratio, which is higher than LTRIX'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
FLSOX vs. LTRIX - Dividend Comparison
FLSOX's dividend yield for the trailing twelve months is around 5.60%, less than LTRIX's 8.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLSOX Franklin LifeSmart 2050 Retirement Target Fund | 5.60% | 6.32% | 2.59% | 1.97% | 4.39% | 26.85% | 3.04% | 2.33% | 4.40% | 1.95% | 1.79% | 2.99% |
LTRIX Principal LifeTime 2045 Fund | 8.63% | 9.31% | 9.40% | 4.25% | 8.71% | 6.75% | 4.62% | 6.93% | 7.50% | 4.57% | 4.48% | 5.42% |
Frequently Asked Questions
With a correlation of 0.97, FLSOX and LTRIX 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.
FLSOX has higher volatility (4.98%) compared to LTRIX (4.35%). In terms of maximum drawdown, FLSOX dropped -39.36% vs LTRIX's -51.39%.
FLSOX currently has the higher Sharpe Ratio (2.24 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.
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