LEJIX vs. LTSTX
LEJIX (BlackRock LifePath ESG Index 2035 Fund) and LTSTX (Principal LifeTime 2025 Fund) are both Target Retirement Date funds. Over the past 5 years, LEJIX returned 5.97%/yr vs 5.16%/yr for LTSTX. Their 0.97 correlation means they have historically moved very closely together. LEJIX charges 0.08%/yr vs 0.01%/yr for LTSTX.
Performance
LEJIX vs. LTSTX - Performance Comparison
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Returns By Period
In the year-to-date period, LEJIX achieves a 7.23% return, which is significantly higher than LTSTX's 4.47% return.
LEJIX
- 1D
- 1.31%
- 1M
- -0.41%
- 6M
- 5.08%
- YTD
- 7.23%
- 1Y
- 15.44%
- 3Y*
- 11.49%
- 5Y*
- 5.97%
- 10Y*
- —
- ALL TIME*
- 8.71%
LTSTX
- 1D
- 0.79%
- 1M
- -0.17%
- 6M
- 2.78%
- YTD
- 4.47%
- 1Y
- 10.06%
- 3Y*
- 10.75%
- 5Y*
- 5.16%
- 10Y*
- 7.73%
- ALL TIME*
- 6.35%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LEJIX vs. LTSTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LEJIX BlackRock LifePath ESG Index 2035 Fund | 7.23% | 15.98% | 7.89% | 16.28% | -17.06% | 14.68% | 10.74% |
LTSTX Principal LifeTime 2025 Fund | 4.47% | 12.16% | 11.91% | 13.30% | -15.23% | 10.91% | 9.09% |
Correlation
The correlation between LEJIX and LTSTX is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.97 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2020 | 0.97 |
The correlation between LEJIX and LTSTX has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.
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Return for Risk
LEJIX vs. LTSTX — Risk / Return Rank
LEJIX
LTSTX
LEJIX vs. LTSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock LifePath ESG Index 2035 Fund (LEJIX) 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.
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.
| LEJIX | LTSTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.24 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 1.80 | +0.35 |
| Martin ratioReturn relative to average drawdown | 9.13 | 7.79 | +1.34 |
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Drawdowns
LEJIX vs. LTSTX - Drawdown Comparison
The maximum LEJIX drawdown since its inception was -24.04%, smaller than the maximum LTSTX drawdown of -48.17%. Use the drawdown chart below to compare losses from any high point for LEJIX and LTSTX.
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Drawdown Indicators
| LEJIX | LTSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.04% | -48.17% | +24.13% |
Max Drawdown (1Y)Largest decline over 1 year | -6.80% | -5.24% | -1.56% |
Max Drawdown (3Y)Largest decline over 3 years | -12.82% | -8.12% | -4.70% |
Max Drawdown (5Y)Largest decline over 5 years | -24.04% | -21.01% | -3.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.33% | — |
Current DrawdownCurrent decline from peak | -1.14% | -0.78% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -5.26% | -6.11% | +0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 1.21% | +0.39% |
Volatility
LEJIX vs. LTSTX - Volatility Comparison
BlackRock LifePath ESG Index 2035 Fund (LEJIX) has a higher volatility of 2.68% compared to Principal LifeTime 2025 Fund (LTSTX) at 1.95%. This indicates that LEJIX'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.
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Volatility by Period
| LEJIX | LTSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 1.95% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 7.76% | 5.99% | +1.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.27% | 7.19% | +2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.80% | 9.23% | +2.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.67% | 9.76% | +1.91% |
LEJIX vs. LTSTX - Expense Ratio Comparison
LEJIX has a 0.08% 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
LEJIX vs. LTSTX - Dividend Comparison
LEJIX's dividend yield for the trailing twelve months is around 1.81%, less than LTSTX's 11.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LEJIX BlackRock LifePath ESG Index 2035 Fund | 1.81% | 1.94% | 0.00% | 2.81% | 2.48% | 3.08% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LTSTX Principal LifeTime 2025 Fund | 11.67% | 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
With a correlation of 0.97, LEJIX 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.
LEJIX has higher volatility (2.68%) compared to LTSTX (1.95%). In terms of maximum drawdown, LEJIX dropped -24.04% vs LTSTX's -48.17%.
LEJIX currently has the higher Sharpe Ratio (1.58 vs 1.32), 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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