PortfoliosLab logoPortfoliosLab logo
MLFIX vs. PMTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MLFIX vs. PMTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Lifetime 2040 Fund (MLFIX) and Principal LifeTime 2030 Fund (PMTIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MLFIX vs. PMTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MLFIX
MFS Lifetime 2040 Fund
-0.48%15.08%12.35%16.29%-15.32%18.94%13.13%26.08%-7.51%20.79%
PMTIX
Principal LifeTime 2030 Fund
-1.40%13.25%12.86%15.11%-16.81%12.70%14.71%22.40%-7.45%18.41%

Returns By Period

In the year-to-date period, MLFIX achieves a -0.48% return, which is significantly higher than PMTIX's -1.40% return. Over the past 10 years, MLFIX has outperformed PMTIX with an annualized return of 9.94%, while PMTIX has yielded a comparatively lower 8.24% annualized return.


MLFIX

1D
2.08%
1M
-4.80%
YTD
-0.48%
6M
0.96%
1Y
14.12%
3Y*
12.62%
5Y*
7.28%
10Y*
9.94%

PMTIX

1D
1.81%
1M
-3.63%
YTD
-1.40%
6M
-0.03%
1Y
10.78%
3Y*
11.38%
5Y*
5.45%
10Y*
8.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MLFIX vs. PMTIX - Expense Ratio Comparison

MLFIX has a 0.00% expense ratio, which is lower than PMTIX's 0.01% expense ratio. Despite the difference, 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

MLFIX vs. PMTIX — Risk / Return Rank

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

MLFIX
MLFIX Risk / Return Rank: 5757
Overall Rank
MLFIX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
MLFIX Sortino Ratio Rank: 5858
Sortino Ratio Rank
MLFIX Omega Ratio Rank: 5757
Omega Ratio Rank
MLFIX Calmar Ratio Rank: 5353
Calmar Ratio Rank
MLFIX Martin Ratio Rank: 6363
Martin Ratio Rank

PMTIX
PMTIX Risk / Return Rank: 5858
Overall Rank
PMTIX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
PMTIX Sortino Ratio Rank: 5858
Sortino Ratio Rank
PMTIX Omega Ratio Rank: 5555
Omega Ratio Rank
PMTIX Calmar Ratio Rank: 5555
Calmar Ratio Rank
PMTIX Martin Ratio Rank: 6666
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.

MLFIX vs. PMTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Lifetime 2040 Fund (MLFIX) and Principal LifeTime 2030 Fund (PMTIX). 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.


MLFIXPMTIXDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.13

+0.03

Sortino ratio

Return per unit of downside risk

1.68

1.67

+0.01

Omega ratio

Gain probability vs. loss probability

1.25

1.24

+0.01

Calmar ratio

Return relative to maximum drawdown

1.51

1.50

+0.01

Martin ratio

Return relative to average drawdown

7.01

6.98

+0.02

MLFIX vs. PMTIX - Sharpe Ratio Comparison

The current MLFIX Sharpe Ratio is 1.16, which is comparable to the PMTIX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of MLFIX and PMTIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MLFIXPMTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.13

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.52

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.74

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.47

-0.02

Correlation

The correlation between MLFIX and PMTIX 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

MLFIX vs. PMTIX - Dividend Comparison

MLFIX's dividend yield for the trailing twelve months is around 7.82%, less than PMTIX's 9.83% yield.


TTM20252024202320222021202020192018201720162015
MLFIX
MFS Lifetime 2040 Fund
7.82%7.79%5.41%3.58%6.61%8.92%3.07%5.79%6.06%3.56%6.91%2.20%
PMTIX
Principal LifeTime 2030 Fund
9.83%9.69%9.60%4.26%10.05%8.87%6.37%6.49%8.21%5.87%3.97%9.44%

Drawdowns

MLFIX vs. PMTIX - Drawdown Comparison

The maximum MLFIX drawdown since its inception was -54.99%, which is greater than PMTIX's maximum drawdown of -52.14%. Use the drawdown chart below to compare losses from any high point for MLFIX and PMTIX.


Loading graphics...

Drawdown Indicators


MLFIXPMTIXDifference

Max Drawdown

Largest peak-to-trough decline

-54.99%

-52.14%

-2.85%

Max Drawdown (1Y)

Largest decline over 1 year

-9.64%

-7.49%

-2.15%

Max Drawdown (5Y)

Largest decline over 5 years

-22.37%

-23.05%

+0.68%

Max Drawdown (10Y)

Largest decline over 10 years

-31.66%

-25.87%

-5.79%

Current Drawdown

Current decline from peak

-5.36%

-4.15%

-1.21%

Average Drawdown

Average peak-to-trough decline

-7.11%

-6.83%

-0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

1.61%

+0.47%

Volatility

MLFIX vs. PMTIX - Volatility Comparison

MFS Lifetime 2040 Fund (MLFIX) has a higher volatility of 4.25% compared to Principal LifeTime 2030 Fund (PMTIX) at 3.92%. This indicates that MLFIX's price experiences larger fluctuations and is considered to be riskier than PMTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MLFIXPMTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

3.92%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

7.11%

5.89%

+1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

12.57%

9.92%

+2.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.64%

10.56%

+2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.93%

11.21%

+2.72%