MUROX vs. PTDIX

Last updated Jun 4, 2026

MUROX (Mutual of America 2055 Retirement Fund) and PTDIX (Principal LifeTime 2040 Fund) are both Target Retirement Date funds. Over the past 5 years, MUROX returned 8.65%/yr vs 8.31%/yr for PTDIX. Their correlation of 0.82 suggests significant overlap in exposure. MUROX charges 0.11%/yr vs 0.01%/yr for PTDIX.

Performance

MUROX vs. PTDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mutual of America 2055 Retirement Fund (MUROX) and Principal LifeTime 2040 Fund (PTDIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MUROX achieves a 10.22% return, which is significantly higher than PTDIX's 7.80% return.

MUROX

• 1D: 0.40%
• 1M: 4.28%
• YTD: 10.22%
• 6M: 10.67%
• 1Y: 24.52%
• 3Y*: 17.13%
• 5Y*: 8.65%
• 10Y*: —

PTDIX

• 1D: 0.34%
• 1M: 3.88%
• YTD: 7.80%
• 6M: 8.09%
• 1Y: 19.26%
• 3Y*: 17.13%
• 5Y*: 8.31%
• 10Y*: 10.55%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MUROX vs. PTDIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
MUROX Mutual of America 2055 Retirement Fund	10.22%	18.33%	14.65%	15.94%	-16.52%	18.58%	943.28%
PTDIX Principal LifeTime 2040 Fund	7.80%	15.59%	17.43%	18.33%	-18.13%	15.35%	15.21%

Correlation

The correlation between MUROX and PTDIX is 0.87, 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	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (All Time) Calculated using the full available price history since Jan 3, 2020	0.82

The correlation between MUROX and PTDIX has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.

Return for Risk

MUROX vs. PTDIX — Risk / Return Rank

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

MUROX

MUROX Risk / Return Rank: 67
MUROX Sharpe Ratio Rank: 62
MUROX Sortino Ratio Rank: 66
MUROX Omega Ratio Rank: 58
MUROX Calmar Ratio Rank: 68
MUROX Martin Ratio Rank: 80

PTDIX

PTDIX Risk / Return Rank: 50
PTDIX Sharpe Ratio Rank: 46
PTDIX Sortino Ratio Rank: 46
PTDIX Omega Ratio Rank: 47
PTDIX Calmar Ratio Rank: 49
PTDIX Martin Ratio Rank: 60

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.

MUROX vs. PTDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mutual of America 2055 Retirement Fund (MUROX) and Principal LifeTime 2040 Fund (PTDIX). 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.

	MUROX	PTDIX	Difference
Sharpe ratio: Return per unit of total volatility	2.31	2.00	+0.31
Sortino ratio: Return per unit of downside risk	3.40	2.84	+0.56
Omega ratio: Gain probability vs. loss probability	1.43	1.37	+0.05
Calmar ratio: Return relative to maximum drawdown	3.20	2.68	+0.51
Martin ratio: Return relative to average drawdown	15.09	11.94	+3.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MUROX vs. PTDIX - Sharpe Ratio Comparison

The current MUROX Sharpe Ratio is 2.31, which is comparable to the PTDIX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of MUROX and PTDIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MUROX	PTDIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.31	2.00	+0.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	0.62	-0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.77	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	0.48	-0.31

Drawdowns

MUROX vs. PTDIX - Drawdown Comparison

The maximum MUROX drawdown since its inception was -33.58%, smaller than the maximum PTDIX drawdown of -54.38%. Use the drawdown chart below to compare losses from any high point for MUROX and PTDIX.

Drawdown Indicators

	MUROX	PTDIX	Difference
Max Drawdown Largest peak-to-trough decline	-33.58%	-54.38%	+20.80%
Max Drawdown (1Y) Largest decline over 1 year	-8.77%	-7.32%	-1.45%
Max Drawdown (3Y) Largest decline over 3 years	-15.72%	-13.05%	-2.67%
Max Drawdown (5Y) Largest decline over 5 years	-23.84%	-25.43%	+1.59%
Max Drawdown (10Y) Largest decline over 10 years	—	-30.02%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-5.57%	-7.49%	+1.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.78%	1.64%	+0.14%

Volatility

MUROX vs. PTDIX - Volatility Comparison

Mutual of America 2055 Retirement Fund (MUROX) has a higher volatility of 3.30% compared to Principal LifeTime 2040 Fund (PTDIX) at 2.89%. This indicates that MUROX's price experiences larger fluctuations and is considered to be riskier than PTDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MUROX	PTDIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.30%	2.89%	+0.41%
Volatility (6M) Calculated over the trailing 6-month period	9.75%	7.85%	+1.90%
Volatility (1Y) Calculated over the trailing 1-year period	12.12%	9.81%	+2.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.55%	13.49%	+4.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	379.61%	13.83%	+365.78%

MUROX vs. PTDIX - Expense Ratio Comparison

MUROX has a 0.11% expense ratio, which is higher than PTDIX's 0.01% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

MUROX vs. PTDIX - Dividend Comparison

MUROX's dividend yield for the trailing twelve months is around 7.21%, less than PTDIX's 9.09% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MUROX Mutual of America 2055 Retirement Fund	7.21%	7.95%	6.25%	2.08%	10.92%	3.20%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PTDIX Principal LifeTime 2040 Fund	9.09%	9.80%	12.28%	4.40%	8.61%	8.92%	6.01%	7.26%	9.28%	6.07%	4.86%	6.73%

Frequently Asked Questions

Can I hold both MUROX and PTDIX in my portfolio?

MUROX and PTDIX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MUROX or PTDIX?

MUROX has higher volatility (3.30%) compared to PTDIX (2.89%). In terms of maximum drawdown, MUROX dropped -33.58% vs PTDIX's -54.38%.

Which has better risk-adjusted returns?

MUROX currently has the higher Sharpe Ratio (2.31 vs 2.00), 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.