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LTFIX vs. PDSYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LTFIX vs. PDSYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal LifeTime 2055 Fund (LTFIX) and Principal Diversified Select Real Asset Fund (PDSYX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LTFIX achieves a 8.75% return, which is significantly higher than PDSYX's 5.66% return.


LTFIX

1D
1.71%
1M
0.48%
6M
5.91%
YTD
8.75%
1Y
18.10%
3Y*
16.06%
5Y*
8.75%
10Y*
11.24%
ALL TIME*
8.34%

PDSYX

1D
0.28%
1M
0.95%
6M
3.92%
YTD
5.66%
1Y
9.38%
3Y*
5.91%
5Y*
3.56%
10Y*
ALL TIME*
4.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

LTFIX vs. PDSYX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LTFIX
Principal LifeTime 2055 Fund
8.75%17.80%17.28%20.33%-18.84%17.73%16.47%7.15%
PDSYX
Principal Diversified Select Real Asset Fund
5.66%7.90%3.65%2.45%-5.36%14.81%2.43%4.08%

Correlation

The correlation between LTFIX and PDSYX is 0.46, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.46

Correlation (3Y)
Balances recent behavior with more history.

0.64

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.72

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2019

0.75

Over the past year, the correlation between LTFIX and PDSYX has dropped to 0.46 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.

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Return for Risk

LTFIX vs. PDSYX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LTFIX
LTFIX Risk / Return Rank: 4949
Overall Rank
LTFIX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
LTFIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
LTFIX Omega Ratio Rank: 4343
Omega Ratio Rank
LTFIX Calmar Ratio Rank: 5151
Calmar Ratio Rank
LTFIX Martin Ratio Rank: 6363
Martin Ratio Rank

PDSYX
PDSYX Risk / Return Rank: 9797
Overall Rank
PDSYX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
PDSYX Sortino Ratio Rank: 9898
Sortino Ratio Rank
PDSYX Omega Ratio Rank: 9696
Omega Ratio Rank
PDSYX Calmar Ratio Rank: 9696
Calmar Ratio Rank
PDSYX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LTFIX vs. PDSYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal LifeTime 2055 Fund (LTFIX) and Principal Diversified Select Real Asset Fund (PDSYX). 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.


LTFIXPDSYXDifference
Sharpe ratioReturn per unit of total volatility

-1.84

Sortino ratioReturn per unit of downside risk

-3.08

Omega ratioGain probability vs. loss probability

1.23

1.63

-0.40

Calmar ratioReturn relative to maximum drawdown

1.84

4.72

-2.87

Martin ratioReturn relative to average drawdown

7.90

18.93

-11.03

LTFIX vs. PDSYX - Sharpe Ratio Comparison

The current LTFIX Sharpe Ratio is 1.25, which is lower than the PDSYX Sharpe Ratio of 3.09. The chart below compares the historical Sharpe Ratios of LTFIX and PDSYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LTFIX vs. PDSYX - Drawdown Comparison

The maximum LTFIX drawdown since its inception was -52.73%, which is greater than PDSYX's maximum drawdown of -30.01%. Use the drawdown chart below to compare losses from any high point for LTFIX and PDSYX.


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Drawdown Indicators


LTFIXPDSYXDifference

Max Drawdown

Largest peak-to-trough decline

-52.73%

-30.01%

-22.72%

Max Drawdown (1Y)

Largest decline over 1 year

-8.71%

-1.98%

-6.73%

Max Drawdown (3Y)

Largest decline over 3 years

-15.70%

-5.84%

-9.86%

Max Drawdown (5Y)

Largest decline over 5 years

-26.80%

-10.95%

-15.85%

Max Drawdown (10Y)

Largest decline over 10 years

-33.50%

Current Drawdown

Current decline from peak

-0.83%

0.00%

-0.83%

Average Drawdown

Average peak-to-trough decline

-7.58%

-4.26%

-3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

0.49%

+1.54%

Volatility

LTFIX vs. PDSYX - Volatility Comparison

Principal LifeTime 2055 Fund (LTFIX) has a higher volatility of 3.49% compared to Principal Diversified Select Real Asset Fund (PDSYX) at 0.72%. This indicates that LTFIX's price experiences larger fluctuations and is considered to be riskier than PDSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LTFIXPDSYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

0.72%

+2.77%

Volatility (6M)

Calculated over the trailing 6-month period

10.64%

2.36%

+8.28%

Volatility (1Y)

Calculated over the trailing 1-year period

12.88%

3.02%

+9.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.60%

6.23%

+9.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.80%

8.63%

+7.17%

LTFIX vs. PDSYX - Expense Ratio Comparison

LTFIX has a 0.01% expense ratio, which is lower than PDSYX's 1.20% expense ratio.


Dividends

LTFIX vs. PDSYX - Dividend Comparison

LTFIX's dividend yield for the trailing twelve months is around 8.02%, more than PDSYX's 1.55% yield.


PositionTTM20252024202320222021202020192018201720162015
LTFIX
Principal LifeTime 2055 Fund
8.02%8.73%8.47%4.17%8.60%5.83%3.91%6.03%6.60%3.51%3.99%4.51%
PDSYX
Principal Diversified Select Real Asset Fund
1.55%1.85%2.18%2.06%1.58%7.46%2.70%1.21%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LTFIX and PDSYX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LTFIX has higher volatility (3.49%) compared to PDSYX (0.72%). In terms of maximum drawdown, LTFIX dropped -52.73% vs PDSYX's -30.01%.

PDSYX currently has the higher Sharpe Ratio (3.09 vs 1.25), 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.

Portfolio Optimizer

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