LTSTX vs. TRRHX
LTSTX (Principal LifeTime 2025 Fund) and TRRHX (T. Rowe Price Retirement 2025 Fund) are both Target Retirement Date funds. Over the past 10 years, LTSTX returned 8.09%/yr vs 7.91%/yr for TRRHX. With a 0.97 correlation, they move nearly in lockstep. LTSTX charges 0.01%/yr vs 0.55%/yr for TRRHX.
Performance
LTSTX vs. TRRHX - Performance Comparison
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Returns By Period
In the year-to-date period, LTSTX achieves a 4.92% return, which is significantly lower than TRRHX's 6.63% return. Both investments have delivered pretty close results over the past 10 years, with LTSTX having a 8.09% annualized return and TRRHX not far behind at 7.91%.
LTSTX
- 1D
- 0.70%
- 1M
- 1.14%
- YTD
- 4.92%
- 6M
- 4.88%
- 1Y
- 13.15%
- 3Y*
- 11.63%
- 5Y*
- 5.71%
- 10Y*
- 8.09%
TRRHX
- 1D
- 0.70%
- 1M
- 0.97%
- YTD
- 6.63%
- 6M
- 6.57%
- 1Y
- 9.23%
- 3Y*
- 9.75%
- 5Y*
- 4.74%
- 10Y*
- 7.91%
LTSTX vs. TRRHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LTSTX Principal LifeTime 2025 Fund | 4.92% | 12.16% | 11.91% | 13.30% | -15.23% | 10.91% | 13.70% | 20.50% | -6.41% | 16.75% |
TRRHX T. Rowe Price Retirement 2025 Fund | 6.63% | 6.59% | 9.71% | 14.63% | -15.59% | 12.02% | 14.68% | 20.96% | -5.68% | 17.69% |
Correlation
The correlation between LTSTX and TRRHX is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Feb 29, 2008 | 0.97 |
The correlation between LTSTX and TRRHX has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.
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Return for Risk
LTSTX vs. TRRHX — Risk / Return Rank
LTSTX
TRRHX
LTSTX vs. TRRHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal LifeTime 2025 Fund (LTSTX) and T. Rowe Price Retirement 2025 Fund (TRRHX). 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.
| LTSTX | TRRHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.22 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | 1.20 | +1.30 |
| Martin ratioReturn relative to average drawdown | 11.09 | 3.62 | +7.46 |
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Drawdowns
LTSTX vs. TRRHX - Drawdown Comparison
The maximum LTSTX drawdown since its inception was -48.17%, roughly equal to the maximum TRRHX drawdown of -50.04%. Use the drawdown chart below to compare losses from any high point for LTSTX and TRRHX.
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Drawdown Indicators
| LTSTX | TRRHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.17% | -50.04% | +1.87% |
Max Drawdown (1Y)Largest decline over 1 year | -5.24% | -7.80% | +2.56% |
Max Drawdown (3Y)Largest decline over 3 years | -8.12% | -8.69% | +0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -21.01% | -22.00% | +0.99% |
Max Drawdown (10Y)Largest decline over 10 years | -23.33% | -26.42% | +3.09% |
Current DrawdownCurrent decline from peak | -0.26% | -0.27% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -6.14% | -5.76% | -0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.18% | 2.55% | -1.37% |
Volatility
LTSTX vs. TRRHX - Volatility Comparison
The current volatility for Principal LifeTime 2025 Fund (LTSTX) is 2.81%, while T. Rowe Price Retirement 2025 Fund (TRRHX) has a volatility of 2.97%. This indicates that LTSTX experiences smaller price fluctuations and is considered to be less risky than TRRHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LTSTX | TRRHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 2.97% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 5.88% | 8.16% | -2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.03% | 9.09% | -2.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.23% | 10.02% | -0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.84% | 10.84% | -1.00% |
LTSTX vs. TRRHX - Expense Ratio Comparison
LTSTX has a 0.01% expense ratio, which is lower than TRRHX's 0.55% expense ratio.
Dividends
LTSTX vs. TRRHX - Dividend Comparison
LTSTX's dividend yield for the trailing twelve months is around 11.62%, while TRRHX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LTSTX Principal LifeTime 2025 Fund | 11.62% | 12.19% | 9.74% | 4.26% | 8.00% | 7.66% | 5.25% | 6.91% | 6.39% | 4.75% | 3.65% | 8.91% |
TRRHX T. Rowe Price Retirement 2025 Fund | 0.00% | 0.00% | 4.13% | 6.58% | 12.69% | 10.87% | 5.21% | 4.95% | 7.52% | 3.70% | 2.00% | 3.11% |
Frequently Asked Questions
With a correlation of 0.93, LTSTX and TRRHX 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.
TRRHX has higher volatility (2.97%) compared to LTSTX (2.81%). In terms of maximum drawdown, LTSTX dropped -48.17% vs TRRHX's -50.04%.
LTSTX currently has the higher Sharpe Ratio (1.86 vs 1.03), 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.
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