MXLLX vs. LTSTX
MXLLX (Great-West Lifetime 2035 Fund) and LTSTX (Principal LifeTime 2025 Fund) are both Target Retirement Date funds. Over the past 10 years, MXLLX returned 8.16%/yr vs 8.07%/yr for LTSTX. Their correlation of 0.89 suggests significant overlap in exposure. MXLLX charges 0.56%/yr vs 0.01%/yr for LTSTX.
Performance
MXLLX vs. LTSTX - Performance Comparison
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Returns By Period
In the year-to-date period, MXLLX achieves a 6.85% return, which is significantly higher than LTSTX's 4.19% return. Both investments have delivered pretty close results over the past 10 years, with MXLLX having a 8.16% annualized return and LTSTX not far behind at 8.07%.
MXLLX
- 1D
- 1.66%
- 1M
- 0.51%
- YTD
- 6.85%
- 6M
- 7.13%
- 1Y
- 15.73%
- 3Y*
- 12.43%
- 5Y*
- 5.71%
- 10Y*
- 8.16%
LTSTX
- 1D
- 1.24%
- 1M
- 0.26%
- YTD
- 4.19%
- 6M
- 4.67%
- 1Y
- 11.39%
- 3Y*
- 11.73%
- 5Y*
- 5.28%
- 10Y*
- 8.07%
MXLLX vs. LTSTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXLLX Great-West Lifetime 2035 Fund | 6.85% | 14.21% | 8.80% | 14.60% | -15.77% | 13.55% | 13.01% | 23.02% | -8.76% | 14.93% |
LTSTX Principal LifeTime 2025 Fund | 4.19% | 12.16% | 11.91% | 13.30% | -15.23% | 10.91% | 13.70% | 20.50% | -6.41% | 16.75% |
Correlation
The correlation between MXLLX and LTSTX is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since May 4, 2009 | 0.89 |
The correlation between MXLLX and LTSTX has been stable across timeframes, ranging from 0.81 to 0.91 - a consistent structural relationship.
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Return for Risk
MXLLX vs. LTSTX — Risk / Return Rank
MXLLX
LTSTX
MXLLX vs. LTSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Lifetime 2035 Fund (MXLLX) and Principal LifeTime 2025 Fund (LTSTX). 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.
| MXLLX | LTSTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.32 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | 2.26 | -0.02 |
| Martin ratioReturn relative to average drawdown | 9.22 | 9.98 | -0.77 |
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Drawdowns
MXLLX vs. LTSTX - Drawdown Comparison
The maximum MXLLX drawdown since its inception was -37.21%, smaller than the maximum LTSTX drawdown of -48.17%. Use the drawdown chart below to compare losses from any high point for MXLLX and LTSTX.
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Drawdown Indicators
| MXLLX | LTSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.21% | -48.17% | +10.96% |
Max Drawdown (1Y)Largest decline over 1 year | -7.22% | -5.24% | -1.98% |
Max Drawdown (3Y)Largest decline over 3 years | -11.43% | -8.12% | -3.31% |
Max Drawdown (5Y)Largest decline over 5 years | -26.28% | -21.01% | -5.27% |
Max Drawdown (10Y)Largest decline over 10 years | -29.09% | -23.33% | -5.76% |
Current DrawdownCurrent decline from peak | -1.06% | -0.95% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -9.53% | -6.15% | -3.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 1.18% | +0.57% |
Volatility
MXLLX vs. LTSTX - Volatility Comparison
Great-West Lifetime 2035 Fund (MXLLX) has a higher volatility of 3.55% compared to Principal LifeTime 2025 Fund (LTSTX) at 2.81%. This indicates that MXLLX's price experiences larger fluctuations and is considered to be riskier than LTSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXLLX | LTSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.55% | 2.81% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 5.82% | +1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.03% | 7.01% | +3.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.75% | 9.23% | +3.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.63% | 9.84% | +3.79% |
MXLLX vs. LTSTX - Expense Ratio Comparison
MXLLX has a 0.56% expense ratio, which is higher than LTSTX's 0.01% expense ratio.
Dividends
MXLLX vs. LTSTX - Dividend Comparison
MXLLX's dividend yield for the trailing twelve months is around 3.83%, less than LTSTX's 11.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LTSTX Principal LifeTime 2025 Fund | 11.70% | 12.19% | 9.74% | 4.26% | 8.00% | 7.66% | 5.25% | 6.91% | 6.39% | 4.75% | 3.65% | 8.91% |
MXLLX Great-West Lifetime 2035 Fund | 3.83% | 4.09% | 5.91% | 4.17% | 8.24% | 9.48% | 5.18% | 9.14% | 11.17% | 3.48% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.91, MXLLX and LTSTX 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.
MXLLX has higher volatility (3.55%) compared to LTSTX (2.81%). In terms of maximum drawdown, MXLLX dropped -37.21% vs LTSTX's -48.17%.
LTSTX currently has the higher Sharpe Ratio (1.69 vs 1.61), 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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