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LTFIX vs. SWMRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LTFIX vs. SWMRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal LifeTime 2055 Fund (LTFIX) and Schwab Target 2045 Fund (SWMRX). The values are adjusted to include any dividend payments, if applicable.

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LTFIX vs. SWMRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LTFIX
Principal LifeTime 2055 Fund
-5.21%17.80%17.28%20.33%-18.84%17.73%16.47%27.27%-9.03%22.52%
SWMRX
Schwab Target 2045 Fund
-3.79%18.84%13.37%20.10%-19.24%16.85%14.95%23.95%-9.82%21.39%

Returns By Period

In the year-to-date period, LTFIX achieves a -5.21% return, which is significantly lower than SWMRX's -3.79% return. Over the past 10 years, LTFIX has outperformed SWMRX with an annualized return of 10.20%, while SWMRX has yielded a comparatively lower 9.44% annualized return.


LTFIX

1D
-0.30%
1M
-8.30%
YTD
-5.21%
6M
-2.99%
1Y
12.51%
3Y*
14.10%
5Y*
7.41%
10Y*
10.20%

SWMRX

1D
-0.22%
1M
-8.20%
YTD
-3.79%
6M
-1.16%
1Y
15.04%
3Y*
13.38%
5Y*
7.05%
10Y*
9.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LTFIX vs. SWMRX - Expense Ratio Comparison

LTFIX has a 0.01% expense ratio, which is higher than SWMRX's 0.00% 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%.


Return for Risk

LTFIX vs. SWMRX — Risk / Return Rank

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

LTFIX
LTFIX Risk / Return Rank: 3939
Overall Rank
LTFIX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
LTFIX Sortino Ratio Rank: 3939
Sortino Ratio Rank
LTFIX Omega Ratio Rank: 3838
Omega Ratio Rank
LTFIX Calmar Ratio Rank: 3434
Calmar Ratio Rank
LTFIX Martin Ratio Rank: 4545
Martin Ratio Rank

SWMRX
SWMRX Risk / Return Rank: 6060
Overall Rank
SWMRX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SWMRX Sortino Ratio Rank: 6161
Sortino Ratio Rank
SWMRX Omega Ratio Rank: 6060
Omega Ratio Rank
SWMRX Calmar Ratio Rank: 5757
Calmar Ratio Rank
SWMRX Martin Ratio Rank: 6464
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.

LTFIX vs. SWMRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal LifeTime 2055 Fund (LTFIX) and Schwab Target 2045 Fund (SWMRX). 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.


LTFIXSWMRXDifference

Sharpe ratio

Return per unit of total volatility

0.80

1.06

-0.26

Sortino ratio

Return per unit of downside risk

1.24

1.55

-0.30

Omega ratio

Gain probability vs. loss probability

1.18

1.23

-0.05

Calmar ratio

Return relative to maximum drawdown

0.94

1.33

-0.39

Martin ratio

Return relative to average drawdown

4.55

6.07

-1.52

LTFIX vs. SWMRX - Sharpe Ratio Comparison

The current LTFIX Sharpe Ratio is 0.80, which is comparable to the SWMRX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of LTFIX and SWMRX, 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


LTFIXSWMRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.06

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.46

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.61

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.62

-0.20

Correlation

The correlation between LTFIX and SWMRX 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

LTFIX vs. SWMRX - Dividend Comparison

LTFIX's dividend yield for the trailing twelve months is around 9.21%, more than SWMRX's 5.38% yield.


TTM20252024202320222021202020192018201720162015
LTFIX
Principal LifeTime 2055 Fund
9.21%8.73%8.47%4.17%8.60%5.83%3.91%6.03%6.60%3.51%3.99%4.51%
SWMRX
Schwab Target 2045 Fund
5.38%5.18%3.14%2.98%7.88%5.18%2.45%5.46%6.63%2.79%5.28%5.76%

Drawdowns

LTFIX vs. SWMRX - Drawdown Comparison

The maximum LTFIX drawdown since its inception was -52.73%, which is greater than SWMRX's maximum drawdown of -30.41%. Use the drawdown chart below to compare losses from any high point for LTFIX and SWMRX.


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Drawdown Indicators


LTFIXSWMRXDifference

Max Drawdown

Largest peak-to-trough decline

-52.73%

-30.41%

-22.32%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-10.17%

-1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-26.80%

-30.12%

+3.32%

Max Drawdown (10Y)

Largest decline over 10 years

-33.50%

-30.41%

-3.09%

Current Drawdown

Current decline from peak

-8.71%

-8.62%

-0.09%

Average Drawdown

Average peak-to-trough decline

-7.70%

-5.23%

-2.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

2.23%

+0.14%

Volatility

LTFIX vs. SWMRX - Volatility Comparison

Principal LifeTime 2055 Fund (LTFIX) has a higher volatility of 4.93% compared to Schwab Target 2045 Fund (SWMRX) at 4.53%. This indicates that LTFIX's price experiences larger fluctuations and is considered to be riskier than SWMRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LTFIXSWMRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

4.53%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

8.89%

8.17%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

15.73%

14.24%

+1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.37%

15.34%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.77%

15.46%

+0.31%