LTRIX vs. TCLEX
LTRIX (Principal LifeTime 2045 Fund) and TCLEX (TIAA-CREF Lifecycle 2010 Fund) are both Target Retirement Date funds. Over the past 10 years, LTRIX returned 10.78%/yr vs 5.68%/yr for TCLEX. Their correlation of 0.94 means they have usually moved in the same direction. LTRIX charges 0.01%/yr vs 0.51%/yr for TCLEX.
Performance
LTRIX vs. TCLEX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LTRIX achieves a 8.14% return, which is significantly higher than TCLEX's 3.79% return. Over the past 10 years, LTRIX has outperformed TCLEX with an annualized return of 10.78%, while TCLEX has yielded a comparatively lower 5.68% annualized return.
LTRIX
- 1D
- 0.30%
- 1M
- 0.61%
- 6M
- 5.04%
- YTD
- 8.14%
- 1Y
- 16.71%
- 3Y*
- 15.51%
- 5Y*
- 8.20%
- 10Y*
- 10.78%
- ALL TIME*
- 8.19%
TCLEX
- 1D
- 0.14%
- 1M
- -0.21%
- 6M
- 2.42%
- YTD
- 3.79%
- 1Y
- 9.18%
- 3Y*
- 8.62%
- 5Y*
- 3.86%
- 10Y*
- 5.68%
- ALL TIME*
- 5.29%
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 |
LTRIX vs. TCLEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LTRIX Principal LifeTime 2045 Fund | 8.14% | 16.69% | 16.90% | 19.40% | -18.51% | 16.55% | 16.33% | 25.81% | -8.34% | 21.38% |
TCLEX TIAA-CREF Lifecycle 2010 Fund | 3.79% | 11.22% | 7.31% | 10.64% | -12.64% | 6.62% | 10.95% | 15.14% | -4.14% | 9.99% |
Correlation
The correlation between LTRIX and TCLEX is 0.96 - 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. | 0.96 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2008 | 0.94 |
The correlation between LTRIX and TCLEX has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LTRIX vs. TCLEX — Risk / Return Rank
LTRIX
TCLEX
LTRIX vs. TCLEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal LifeTime 2045 Fund (LTRIX) and TIAA-CREF Lifecycle 2010 Fund (TCLEX). 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.
| LTRIX | TCLEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.31 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 2.14 | -0.20 |
| Martin ratioReturn relative to average drawdown | 8.33 | 9.10 | -0.77 |
Loading charts...
Drawdowns
LTRIX vs. TCLEX - Drawdown Comparison
The maximum LTRIX drawdown since its inception was -51.39%, which is greater than TCLEX's maximum drawdown of -35.33%. Use the drawdown chart below to compare losses from any high point for LTRIX and TCLEX.
Loading charts...
Drawdown Indicators
| LTRIX | TCLEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.39% | -35.33% | -16.06% |
Max Drawdown (1Y)Largest decline over 1 year | -8.04% | -4.28% | -3.76% |
Max Drawdown (3Y)Largest decline over 3 years | -14.47% | -8.25% | -6.22% |
Max Drawdown (5Y)Largest decline over 5 years | -26.25% | -17.31% | -8.94% |
Max Drawdown (10Y)Largest decline over 10 years | -31.56% | -17.31% | -14.25% |
Current DrawdownCurrent decline from peak | -0.54% | -0.64% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -3.96% | -3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 1.00% | +0.88% |
Volatility
LTRIX vs. TCLEX - Volatility Comparison
Principal LifeTime 2045 Fund (LTRIX) has a higher volatility of 3.13% compared to TIAA-CREF Lifecycle 2010 Fund (TCLEX) at 1.59%. This indicates that LTRIX's price experiences larger fluctuations and is considered to be riskier than TCLEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LTRIX | TCLEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.13% | 1.59% | +1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 4.62% | +5.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.66% | 5.51% | +6.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.70% | 6.97% | +7.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.77% | 6.97% | +7.80% |
LTRIX vs. TCLEX - Expense Ratio Comparison
LTRIX has a 0.01% expense ratio, which is lower than TCLEX's 0.51% expense ratio.
Dividends
LTRIX vs. TCLEX - Dividend Comparison
LTRIX's dividend yield for the trailing twelve months is around 8.61%, more than TCLEX's 5.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LTRIX Principal LifeTime 2045 Fund | 8.61% | 9.31% | 9.40% | 4.25% | 8.71% | 6.75% | 4.62% | 6.93% | 7.50% | 4.57% | 4.48% | 5.42% |
TCLEX TIAA-CREF Lifecycle 2010 Fund | 5.13% | 5.33% | 4.44% | 2.95% | 5.91% | 8.53% | 6.93% | 3.95% | 5.60% | 1.72% | 3.45% | 2.47% |
Frequently Asked Questions
With a correlation of 0.96, LTRIX and TCLEX 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.
LTRIX has higher volatility (3.13%) compared to TCLEX (1.59%). In terms of maximum drawdown, LTRIX dropped -51.39% vs TCLEX's -35.33%.
TCLEX currently has the higher Sharpe Ratio (1.67 vs 1.34), 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.
Find the right allocation for LTRIX and TCLEX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer