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LTSTX vs. FRQKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LTSTX vs. FRQKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal LifeTime 2025 Fund (LTSTX) and Fidelity Managed Retirement 2010 Fund Class K (FRQKX). The values are adjusted to include any dividend payments, if applicable.

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LTSTX vs. FRQKX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LTSTX
Principal LifeTime 2025 Fund
-2.64%12.16%11.91%13.30%-15.23%10.91%13.70%5.83%
FRQKX
Fidelity Managed Retirement 2010 Fund Class K
-0.48%9.91%4.42%8.62%-12.30%3.95%9.68%3.94%

Returns By Period

In the year-to-date period, LTSTX achieves a -2.64% return, which is significantly lower than FRQKX's -0.48% return.


LTSTX

1D
0.09%
1M
-5.07%
YTD
-2.64%
6M
-1.15%
1Y
8.41%
3Y*
9.82%
5Y*
4.89%
10Y*
7.44%

FRQKX

1D
0.25%
1M
-3.18%
YTD
-0.48%
6M
0.80%
1Y
7.18%
3Y*
6.11%
5Y*
2.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LTSTX vs. FRQKX - Expense Ratio Comparison

LTSTX has a 0.01% expense ratio, which is lower than FRQKX's 0.36% expense ratio.


Return for Risk

LTSTX vs. FRQKX — Risk / Return Rank

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

LTSTX
LTSTX Risk / Return Rank: 5353
Overall Rank
LTSTX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
LTSTX Sortino Ratio Rank: 5353
Sortino Ratio Rank
LTSTX Omega Ratio Rank: 5151
Omega Ratio Rank
LTSTX Calmar Ratio Rank: 4949
Calmar Ratio Rank
LTSTX Martin Ratio Rank: 5858
Martin Ratio Rank

FRQKX
FRQKX Risk / Return Rank: 8383
Overall Rank
FRQKX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FRQKX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FRQKX Omega Ratio Rank: 8080
Omega Ratio Rank
FRQKX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FRQKX Martin Ratio Rank: 8484
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.

LTSTX vs. FRQKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal LifeTime 2025 Fund (LTSTX) and Fidelity Managed Retirement 2010 Fund Class K (FRQKX). 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.


LTSTXFRQKXDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.58

-0.57

Sortino ratio

Return per unit of downside risk

1.47

2.20

-0.73

Omega ratio

Gain probability vs. loss probability

1.21

1.32

-0.10

Calmar ratio

Return relative to maximum drawdown

1.21

2.12

-0.91

Martin ratio

Return relative to average drawdown

5.61

8.53

-2.92

LTSTX vs. FRQKX - Sharpe Ratio Comparison

The current LTSTX Sharpe Ratio is 1.02, which is lower than the FRQKX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of LTSTX and FRQKX, 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


LTSTXFRQKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.58

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.46

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.68

-0.22

Correlation

The correlation between LTSTX and FRQKX is 0.85, 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

LTSTX vs. FRQKX - Dividend Comparison

LTSTX's dividend yield for the trailing twelve months is around 12.52%, more than FRQKX's 3.27% yield.


TTM20252024202320222021202020192018201720162015
LTSTX
Principal LifeTime 2025 Fund
12.52%12.19%9.74%4.26%8.00%7.66%5.25%6.91%6.39%4.75%3.65%8.91%
FRQKX
Fidelity Managed Retirement 2010 Fund Class K
3.27%3.09%2.91%2.86%5.12%6.11%3.61%2.57%0.00%0.00%0.00%0.00%

Drawdowns

LTSTX vs. FRQKX - Drawdown Comparison

The maximum LTSTX drawdown since its inception was -48.17%, which is greater than FRQKX's maximum drawdown of -16.97%. Use the drawdown chart below to compare losses from any high point for LTSTX and FRQKX.


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Drawdown Indicators


LTSTXFRQKXDifference

Max Drawdown

Largest peak-to-trough decline

-48.17%

-16.97%

-31.20%

Max Drawdown (1Y)

Largest decline over 1 year

-6.47%

-3.42%

-3.05%

Max Drawdown (5Y)

Largest decline over 5 years

-21.01%

-16.97%

-4.04%

Max Drawdown (10Y)

Largest decline over 10 years

-23.33%

Current Drawdown

Current decline from peak

-5.15%

-3.18%

-1.97%

Average Drawdown

Average peak-to-trough decline

-6.21%

-3.95%

-2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

0.85%

+0.55%

Volatility

LTSTX vs. FRQKX - Volatility Comparison

Principal LifeTime 2025 Fund (LTSTX) has a higher volatility of 2.99% compared to Fidelity Managed Retirement 2010 Fund Class K (FRQKX) at 1.97%. This indicates that LTSTX's price experiences larger fluctuations and is considered to be riskier than FRQKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LTSTXFRQKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.99%

1.97%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

4.90%

2.87%

+2.03%

Volatility (1Y)

Calculated over the trailing 1-year period

8.43%

4.62%

+3.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.16%

5.52%

+3.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.81%

5.77%

+4.04%