JRBEX vs. LTRIX
Compare and contrast key facts about JPMorgan SmartRetirement Blend 2030 Fund (JRBEX) and Principal LifeTime 2045 Fund (LTRIX).
JRBEX is managed by JPMorgan. It was launched on Jul 1, 2012. LTRIX is managed by Principal. It was launched on Feb 28, 2008.
Performance
JRBEX vs. LTRIX - Performance Comparison
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JRBEX vs. LTRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JRBEX JPMorgan SmartRetirement Blend 2030 Fund | -2.37% | 15.33% | 7.14% | 18.28% | -16.36% | 11.63% | 11.91% | 20.65% | -6.86% | 17.22% |
LTRIX Principal LifeTime 2045 Fund | -4.72% | 16.69% | 16.90% | 19.40% | -18.51% | 16.55% | 16.33% | 25.81% | -8.34% | 21.38% |
Returns By Period
In the year-to-date period, JRBEX achieves a -2.37% return, which is significantly higher than LTRIX's -4.72% return. Over the past 10 years, JRBEX has underperformed LTRIX with an annualized return of 7.65%, while LTRIX has yielded a comparatively higher 9.79% annualized return.
JRBEX
- 1D
- 0.04%
- 1M
- -5.84%
- YTD
- -2.37%
- 6M
- -0.16%
- 1Y
- 11.91%
- 3Y*
- 10.60%
- 5Y*
- 5.35%
- 10Y*
- 7.65%
LTRIX
- 1D
- -0.21%
- 1M
- -7.69%
- YTD
- -4.72%
- 6M
- -2.65%
- 1Y
- 11.72%
- 3Y*
- 13.58%
- 5Y*
- 7.05%
- 10Y*
- 9.79%
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JRBEX vs. LTRIX - Expense Ratio Comparison
JRBEX has a 0.32% expense ratio, which is higher than LTRIX's 0.01% expense ratio.
Return for Risk
JRBEX vs. LTRIX — Risk / Return Rank
JRBEX
LTRIX
JRBEX vs. LTRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan SmartRetirement Blend 2030 Fund (JRBEX) 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.
| JRBEX | LTRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 0.83 | +0.36 |
Sortino ratioReturn per unit of downside risk | 1.72 | 1.27 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.18 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 0.96 | +0.53 |
Martin ratioReturn relative to average drawdown | 6.83 | 4.66 | +2.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JRBEX | LTRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 0.83 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.49 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.66 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.44 | +0.25 |
Correlation
The correlation between JRBEX and LTRIX is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JRBEX vs. LTRIX - Dividend Comparison
JRBEX's dividend yield for the trailing twelve months is around 3.13%, less than LTRIX's 9.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JRBEX JPMorgan SmartRetirement Blend 2030 Fund | 3.13% | 3.06% | 2.86% | 2.47% | 1.94% | 5.57% | 2.51% | 3.19% | 6.01% | 1.99% | 2.09% | 2.09% |
LTRIX Principal LifeTime 2045 Fund | 9.77% | 9.31% | 9.40% | 4.25% | 8.71% | 6.75% | 4.62% | 6.93% | 7.50% | 4.57% | 4.48% | 5.42% |
Drawdowns
JRBEX vs. LTRIX - Drawdown Comparison
The maximum JRBEX drawdown since its inception was -25.15%, smaller than the maximum LTRIX drawdown of -51.39%. Use the drawdown chart below to compare losses from any high point for JRBEX and LTRIX.
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Drawdown Indicators
| JRBEX | LTRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.15% | -51.39% | +26.24% |
Max Drawdown (1Y)Largest decline over 1 year | -7.45% | -10.65% | +3.20% |
Max Drawdown (5Y)Largest decline over 5 years | -22.21% | -26.25% | +4.04% |
Max Drawdown (10Y)Largest decline over 10 years | -25.15% | -31.56% | +6.41% |
Current DrawdownCurrent decline from peak | -6.12% | -8.04% | +1.92% |
Average DrawdownAverage peak-to-trough decline | -3.69% | -7.26% | +3.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 2.20% | -0.57% |
Volatility
JRBEX vs. LTRIX - Volatility Comparison
The current volatility for JPMorgan SmartRetirement Blend 2030 Fund (JRBEX) is 3.35%, while Principal LifeTime 2045 Fund (LTRIX) has a volatility of 4.53%. This indicates that JRBEX experiences smaller price fluctuations and is considered to be less risky 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
| JRBEX | LTRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 4.53% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 5.63% | 8.04% | -2.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.11% | 14.30% | -4.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.35% | 14.52% | -4.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.06% | 14.77% | -3.71% |