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MXLLX vs. LTSTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MXLLX vs. LTSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Lifetime 2035 Fund (MXLLX) and Principal LifeTime 2025 Fund (LTSTX). The values are adjusted to include any dividend payments, if applicable.

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

MXLLX vs. LTSTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

MXLLX
MXLLX Risk / Return Rank: 4747
Overall Rank
MXLLX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
MXLLX Sortino Ratio Rank: 4444
Sortino Ratio Rank
MXLLX Omega Ratio Rank: 4646
Omega Ratio Rank
MXLLX Calmar Ratio Rank: 4646
Calmar Ratio Rank
MXLLX Martin Ratio Rank: 5353
Martin Ratio Rank

LTSTX
LTSTX Risk / Return Rank: 5252
Overall Rank
LTSTX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
LTSTX Sortino Ratio Rank: 5050
Sortino Ratio Rank
LTSTX Omega Ratio Rank: 5353
Omega Ratio Rank
LTSTX Calmar Ratio Rank: 4949
Calmar Ratio Rank
LTSTX Martin Ratio Rank: 6161
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.

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.


MXLLXLTSTXDifference
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

MXLLX vs. LTSTX - Sharpe Ratio Comparison

The current MXLLX Sharpe Ratio is 1.61, which is comparable to the LTSTX Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of MXLLX and LTSTX, 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

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


MXLLXLTSTXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.06%

-0.95%

-0.11%

Average Drawdown

Average peak-to-trough decline

-9.53%

-6.15%

-3.38%

Ulcer Index

Depth 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


MXLLXLTSTXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for MXLLX and LTSTX

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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