IRSQX vs. LTSTX

Last updated Jun 4, 2026

IRSQX (Voya Target Retirement 2050 Fund) and LTSTX (Principal LifeTime 2025 Fund) are both Target Retirement Date funds. Over the past 10 years, IRSQX returned 11.97%/yr vs 8.05%/yr for LTSTX. Their correlation of 0.95 suggests significant overlap in exposure. IRSQX charges 0.22%/yr vs 0.01%/yr for LTSTX.

Performance

IRSQX vs. LTSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Target Retirement 2050 Fund (IRSQX) 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, IRSQX achieves a 13.02% return, which is significantly higher than LTSTX's 5.20% return. Over the past 10 years, IRSQX has outperformed LTSTX with an annualized return of 11.97%, while LTSTX has yielded a comparatively lower 8.05% annualized return.

IRSQX

• 1D: 0.40%
• 1M: 5.64%
• YTD: 13.02%
• 6M: 13.89%
• 1Y: 29.66%
• 3Y*: 20.11%
• 5Y*: 10.53%
• 10Y*: 11.97%

LTSTX

• 1D: 0.17%
• 1M: 2.49%
• YTD: 5.20%
• 6M: 5.33%
• 1Y: 13.74%
• 3Y*: 12.33%
• 5Y*: 5.67%
• 10Y*: 8.05%

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

IRSQX vs. LTSTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IRSQX Voya Target Retirement 2050 Fund	13.02%	20.71%	15.32%	20.47%	-18.75%	18.82%	17.28%	25.25%	-9.37%	20.99%
LTSTX Principal LifeTime 2025 Fund	5.20%	12.16%	11.91%	13.30%	-15.23%	10.91%	13.70%	20.50%	-6.41%	16.75%

Correlation

The correlation between IRSQX and LTSTX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (10Y) Calculated over the trailing 10-year period	0.94
Correlation (All Time) Calculated using the full available price history since Dec 26, 2012	0.95

The correlation between IRSQX and LTSTX shifts across timeframes, from 0.84 (1 year) to 0.95 (all time), reflecting how their relationship changes across market environments.

Return for Risk

IRSQX vs. LTSTX — Risk / Return Rank

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

IRSQX

IRSQX Risk / Return Rank: 81
IRSQX Sharpe Ratio Rank: 83
IRSQX Sortino Ratio Rank: 81
IRSQX Omega Ratio Rank: 76
IRSQX Calmar Ratio Rank: 77
IRSQX Martin Ratio Rank: 87

LTSTX

LTSTX Risk / Return Rank: 53
LTSTX Sharpe Ratio Rank: 50
LTSTX Sortino Ratio Rank: 52
LTSTX Omega Ratio Rank: 54
LTSTX Calmar Ratio Rank: 49
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.

IRSQX vs. LTSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Target Retirement 2050 Fund (IRSQX) 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.

	IRSQX	LTSTX	Difference
Sharpe ratio Return per unit of total volatility	2.71	2.11	+0.60
Sortino ratio Return per unit of downside risk	3.87	3.05	+0.81
Omega ratio Gain probability vs. loss probability	1.50	1.41	+0.09
Calmar ratio Return relative to maximum drawdown	3.50	2.67	+0.83
Martin ratio Return relative to average drawdown	16.89	12.06	+4.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IRSQX vs. LTSTX - Sharpe Ratio Comparison

The current IRSQX Sharpe Ratio is 2.71, which is comparable to the LTSTX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of IRSQX 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

	IRSQX	LTSTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.71	2.11	+0.60
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	0.62	+0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	0.82	-0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	0.48	+0.26

Drawdowns

IRSQX vs. LTSTX - Drawdown Comparison

The maximum IRSQX drawdown since its inception was -33.06%, smaller than the maximum LTSTX drawdown of -48.17%. Use the drawdown chart below to compare losses from any high point for IRSQX and LTSTX.

Drawdown Indicators

	IRSQX	LTSTX	Difference
Max Drawdown Largest peak-to-trough decline	-33.06%	-48.17%	+15.11%
Max Drawdown (1Y) Largest decline over 1 year	-9.42%	-5.24%	-4.18%
Max Drawdown (3Y) Largest decline over 3 years	-15.91%	-8.12%	-7.79%
Max Drawdown (5Y) Largest decline over 5 years	-26.14%	-21.01%	-5.13%
Max Drawdown (10Y) Largest decline over 10 years	-33.06%	-23.33%	-9.73%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.49%	-6.16%	+1.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.88%	1.16%	+0.72%

Volatility

IRSQX vs. LTSTX - Volatility Comparison

Voya Target Retirement 2050 Fund (IRSQX) has a higher volatility of 3.67% compared to Principal LifeTime 2025 Fund (LTSTX) at 2.02%. This indicates that IRSQX'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

	IRSQX	LTSTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.67%	2.02%	+1.65%
Volatility (6M) Calculated over the trailing 6-month period	9.96%	5.39%	+4.57%
Volatility (1Y) Calculated over the trailing 1-year period	12.17%	6.64%	+5.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.30%	9.18%	+6.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.15%	9.83%	+6.32%

IRSQX vs. LTSTX - Expense Ratio Comparison

IRSQX 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

IRSQX vs. LTSTX - Dividend Comparison

IRSQX's dividend yield for the trailing twelve months is around 14.10%, more than LTSTX's 11.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IRSQX Voya Target Retirement 2050 Fund	14.10%	15.94%	1.93%	1.89%	6.50%	20.41%	2.18%	4.80%	7.33%	6.29%	1.94%	0.44%
LTSTX Principal LifeTime 2025 Fund	11.59%	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 IRSQX and LTSTX in my portfolio?

IRSQX and LTSTX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IRSQX or LTSTX?

IRSQX has higher volatility (3.67%) compared to LTSTX (2.02%). In terms of maximum drawdown, IRSQX dropped -33.06% vs LTSTX's -48.17%.

Which has better risk-adjusted returns?

IRSQX currently has the higher Sharpe Ratio (2.71 vs 2.11), 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.