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LIZKX vs. PDAHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LIZKX vs. PDAHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock LifePath Index 2060 Fund Class K (LIZKX) and Prudential Day One Income Fund (PDAHX). The values are adjusted to include any dividend payments, if applicable.

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LIZKX vs. PDAHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LIZKX
BlackRock LifePath Index 2060 Fund Class K
-4.32%21.70%14.01%21.67%-18.33%18.79%15.07%26.93%-7.84%20.66%
PDAHX
Prudential Day One Income Fund
0.08%10.37%8.27%8.89%-11.69%9.21%8.22%13.58%-3.26%8.25%

Returns By Period

In the year-to-date period, LIZKX achieves a -4.32% return, which is significantly lower than PDAHX's 0.08% return.


LIZKX

1D
-0.28%
1M
-8.90%
YTD
-4.32%
6M
-1.40%
1Y
17.86%
3Y*
14.74%
5Y*
8.27%
10Y*

PDAHX

1D
0.29%
1M
-3.23%
YTD
0.08%
6M
1.35%
1Y
8.21%
3Y*
8.03%
5Y*
4.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LIZKX vs. PDAHX - Expense Ratio Comparison

LIZKX has a 0.09% expense ratio, which is lower than PDAHX's 0.16% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

LIZKX vs. PDAHX — Risk / Return Rank

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

LIZKX
LIZKX Risk / Return Rank: 5959
Overall Rank
LIZKX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
LIZKX Sortino Ratio Rank: 6060
Sortino Ratio Rank
LIZKX Omega Ratio Rank: 5959
Omega Ratio Rank
LIZKX Calmar Ratio Rank: 5555
Calmar Ratio Rank
LIZKX Martin Ratio Rank: 6767
Martin Ratio Rank

PDAHX
PDAHX Risk / Return Rank: 8181
Overall Rank
PDAHX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
PDAHX Sortino Ratio Rank: 8181
Sortino Ratio Rank
PDAHX Omega Ratio Rank: 8080
Omega Ratio Rank
PDAHX Calmar Ratio Rank: 7777
Calmar Ratio Rank
PDAHX Martin Ratio Rank: 8585
Martin Ratio Rank
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.

LIZKX vs. PDAHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock LifePath Index 2060 Fund Class K (LIZKX) and Prudential Day One Income Fund (PDAHX). 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.


LIZKXPDAHXDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.49

-0.43

Sortino ratio

Return per unit of downside risk

1.58

2.07

-0.49

Omega ratio

Gain probability vs. loss probability

1.24

1.31

-0.08

Calmar ratio

Return relative to maximum drawdown

1.34

1.83

-0.49

Martin ratio

Return relative to average drawdown

6.37

8.89

-2.51

LIZKX vs. PDAHX - Sharpe Ratio Comparison

The current LIZKX Sharpe Ratio is 1.06, which is comparable to the PDAHX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of LIZKX and PDAHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LIZKXPDAHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.49

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.69

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.84

-0.21

Correlation

The correlation between LIZKX and PDAHX is 0.81, 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

LIZKX vs. PDAHX - Dividend Comparison

LIZKX's dividend yield for the trailing twelve months is around 2.30%, less than PDAHX's 4.85% yield.


TTM202520242023202220212020201920182017
LIZKX
BlackRock LifePath Index 2060 Fund Class K
2.30%2.20%0.00%2.06%1.86%2.01%1.57%2.53%2.27%2.08%
PDAHX
Prudential Day One Income Fund
4.85%4.92%7.35%3.54%7.78%7.72%2.22%4.25%3.70%1.88%

Drawdowns

LIZKX vs. PDAHX - Drawdown Comparison

The maximum LIZKX drawdown since its inception was -34.39%, which is greater than PDAHX's maximum drawdown of -15.65%. Use the drawdown chart below to compare losses from any high point for LIZKX and PDAHX.


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Drawdown Indicators


LIZKXPDAHXDifference

Max Drawdown

Largest peak-to-trough decline

-34.39%

-15.65%

-18.74%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

-4.60%

-7.30%

Max Drawdown (5Y)

Largest decline over 5 years

-26.40%

-15.65%

-10.75%

Current Drawdown

Current decline from peak

-9.50%

-3.23%

-6.27%

Average Drawdown

Average peak-to-trough decline

-4.99%

-2.71%

-2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

0.95%

+1.55%

Volatility

LIZKX vs. PDAHX - Volatility Comparison

BlackRock LifePath Index 2060 Fund Class K (LIZKX) has a higher volatility of 5.33% compared to Prudential Day One Income Fund (PDAHX) at 1.87%. This indicates that LIZKX's price experiences larger fluctuations and is considered to be riskier than PDAHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LIZKXPDAHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

1.87%

+3.46%

Volatility (6M)

Calculated over the trailing 6-month period

9.41%

3.13%

+6.28%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

5.78%

+11.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.74%

6.53%

+9.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

6.40%

+10.56%