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LTSTX vs. RFETX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LTSTX vs. RFETX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal LifeTime 2025 Fund (LTSTX) and American Funds 2030 Target Date Retirement Fund Class R6 (RFETX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LTSTX achieves a 3.83% return, which is significantly lower than RFETX's 4.95% return. Over the past 10 years, LTSTX has underperformed RFETX with an annualized return of 8.19%, while RFETX has yielded a comparatively higher 9.58% annualized return.


LTSTX

1D
-0.78%
1M
0.09%
YTD
3.83%
6M
3.33%
1Y
10.62%
3Y*
11.63%
5Y*
5.22%
10Y*
8.19%

RFETX

1D
-0.56%
1M
0.20%
YTD
4.95%
6M
4.51%
1Y
13.22%
3Y*
13.15%
5Y*
6.72%
10Y*
9.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LTSTX vs. RFETX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LTSTX
Principal LifeTime 2025 Fund
3.83%12.16%11.91%13.30%-15.23%10.91%13.70%20.50%-6.41%16.75%
RFETX
American Funds 2030 Target Date Retirement Fund Class R6
4.95%15.73%10.86%14.52%-14.50%13.22%15.17%20.03%-4.14%18.53%

Correlation

The correlation between LTSTX and RFETX is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2010

0.97

The correlation between LTSTX and RFETX has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

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Return for Risk

LTSTX vs. RFETX — Risk / Return Rank

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

LTSTX
LTSTX Risk / Return Rank: 4343
Overall Rank
LTSTX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LTSTX Sortino Ratio Rank: 4040
Sortino Ratio Rank
LTSTX Omega Ratio Rank: 4242
Omega Ratio Rank
LTSTX Calmar Ratio Rank: 4040
Calmar Ratio Rank
LTSTX Martin Ratio Rank: 5252
Martin Ratio Rank

RFETX
RFETX Risk / Return Rank: 5454
Overall Rank
RFETX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
RFETX Sortino Ratio Rank: 5656
Sortino Ratio Rank
RFETX Omega Ratio Rank: 5555
Omega Ratio Rank
RFETX Calmar Ratio Rank: 4646
Calmar Ratio Rank
RFETX Martin Ratio Rank: 5858
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. RFETX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal LifeTime 2025 Fund (LTSTX) and American Funds 2030 Target Date Retirement Fund Class R6 (RFETX). 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.


LTSTXRFETXDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.31

1.35

-0.05

Calmar ratioReturn relative to maximum drawdown

2.18

2.35

-0.16

Martin ratioReturn relative to average drawdown

9.64

10.31

-0.66

LTSTX vs. RFETX - Sharpe Ratio Comparison

The current LTSTX Sharpe Ratio is 1.62, which is comparable to the RFETX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of LTSTX and RFETX, 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

LTSTX vs. RFETX - Drawdown Comparison

The maximum LTSTX drawdown since its inception was -48.17%, which is greater than RFETX's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for LTSTX and RFETX.


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Drawdown Indicators


LTSTXRFETXDifference

Max Drawdown

Largest peak-to-trough decline

-48.17%

-22.29%

-25.88%

Max Drawdown (1Y)

Largest decline over 1 year

-5.24%

-6.08%

+0.84%

Max Drawdown (3Y)

Largest decline over 3 years

-8.12%

-8.68%

+0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-21.01%

-20.81%

-0.20%

Max Drawdown (10Y)

Largest decline over 10 years

-23.33%

-22.29%

-1.04%

Current Drawdown

Current decline from peak

-1.30%

-1.15%

-0.15%

Average Drawdown

Average peak-to-trough decline

-6.14%

-3.27%

-2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.18%

1.38%

-0.20%

Volatility

LTSTX vs. RFETX - Volatility Comparison

Principal LifeTime 2025 Fund (LTSTX) and American Funds 2030 Target Date Retirement Fund Class R6 (RFETX) have volatilities of 2.86% and 2.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LTSTXRFETXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.86%

2.82%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

5.92%

6.20%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

7.09%

7.63%

-0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.24%

9.78%

-0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.79%

10.63%

-0.84%

LTSTX vs. RFETX - Expense Ratio Comparison

LTSTX has a 0.01% expense ratio, which is lower than RFETX's 0.33% expense ratio.


Dividends

LTSTX vs. RFETX - Dividend Comparison

LTSTX's dividend yield for the trailing twelve months is around 11.74%, more than RFETX's 6.31% yield.


PositionTTM20252024202320222021202020192018201720162015
LTSTX
Principal LifeTime 2025 Fund
11.74%12.19%9.74%4.26%8.00%7.66%5.25%6.91%6.39%4.75%3.65%8.91%
RFETX
American Funds 2030 Target Date Retirement Fund Class R6
6.31%6.62%4.04%3.00%4.73%6.77%3.86%4.26%4.81%2.86%3.77%5.83%

Frequently Asked Questions


With a correlation of 0.95, LTSTX and RFETX 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.

LTSTX has higher volatility (2.86%) compared to RFETX (2.82%). In terms of maximum drawdown, LTSTX dropped -48.17% vs RFETX's -22.29%.

RFETX currently has the higher Sharpe Ratio (1.87 vs 1.62), 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

Find the right allocation for LTSTX and RFETX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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