OEF vs. PPLIX
OEF (iShares S&P 100 ETF) and PPLIX (Principal LifeTime 2050 Fund) are both funds - OEF is a Large Cap Blend Equities fund tracking the S&P 100 Index, while PPLIX is a Target Retirement Date fund managed by Principal. Over the past 10 years, OEF returned 16.21%/yr vs 11.41%/yr for PPLIX. Their correlation of 0.92 suggests significant overlap in exposure. OEF charges 0.20%/yr vs 0.01%/yr for PPLIX.
Performance
OEF vs. PPLIX - Performance Comparison
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Returns By Period
In the year-to-date period, OEF achieves a 8.23% return, which is significantly lower than PPLIX's 8.90% return. Over the past 10 years, OEF has outperformed PPLIX with an annualized return of 16.21%, while PPLIX has yielded a comparatively lower 11.41% annualized return.
OEF
- 1D
- -0.78%
- 1M
- 1.58%
- 6M
- 7.11%
- YTD
- 8.23%
- 1Y
- 21.43%
- 3Y*
- 22.03%
- 5Y*
- 14.20%
- 10Y*
- 16.21%
PPLIX
- 1D
- 0.25%
- 1M
- 0.97%
- 6M
- 5.91%
- YTD
- 8.90%
- 1Y
- 17.41%
- 3Y*
- 17.85%
- 5Y*
- 9.08%
- 10Y*
- 11.41%
OEF vs. PPLIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OEF iShares S&P 100 ETF | 8.23% | 19.80% | 30.74% | 32.71% | -21.03% | 29.18% | 21.21% | 31.87% | -4.16% | 21.82% |
PPLIX Principal LifeTime 2050 Fund | 8.90% | 17.55% | 19.12% | 20.36% | -18.78% | 17.04% | 16.56% | 26.67% | -8.74% | 22.12% |
Correlation
The correlation between OEF and PPLIX is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2001 | 0.92 |
The correlation between OEF and PPLIX has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.
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Return for Risk
OEF vs. PPLIX — Risk / Return Rank
OEF
PPLIX
OEF vs. PPLIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 100 ETF (OEF) and Principal LifeTime 2050 Fund (PPLIX). 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.
| OEF | PPLIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.25 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 1.97 | -0.03 |
| Martin ratioReturn relative to average drawdown | 7.59 | 8.55 | -0.96 |
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Drawdowns
OEF vs. PPLIX - Drawdown Comparison
The maximum OEF drawdown since its inception was -54.11%, roughly equal to the maximum PPLIX drawdown of -55.61%. Use the drawdown chart below to compare losses from any high point for OEF and PPLIX.
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Drawdown Indicators
| OEF | PPLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.11% | -55.61% | +1.50% |
Max Drawdown (1Y)Largest decline over 1 year | -11.06% | -8.57% | -2.49% |
Max Drawdown (3Y)Largest decline over 3 years | -19.80% | -15.59% | -4.21% |
Max Drawdown (5Y)Largest decline over 5 years | -26.47% | -26.85% | +0.38% |
Max Drawdown (10Y)Largest decline over 10 years | -31.44% | -32.67% | +1.23% |
Current DrawdownCurrent decline from peak | -2.10% | -0.51% | -1.59% |
Average DrawdownAverage peak-to-trough decline | -11.72% | -8.28% | -3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 1.98% | +0.85% |
Volatility
OEF vs. PPLIX - Volatility Comparison
iShares S&P 100 ETF (OEF) and Principal LifeTime 2050 Fund (PPLIX) have volatilities of 4.31% and 4.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OEF | PPLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 4.32% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 10.70% | 10.25% | +0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.45% | 12.35% | +1.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.83% | 15.59% | +2.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.46% | 15.53% | +2.93% |
OEF vs. PPLIX - Expense Ratio Comparison
OEF has a 0.20% expense ratio, which is higher than PPLIX'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
OEF vs. PPLIX - Dividend Comparison
OEF's dividend yield for the trailing twelve months is around 0.87%, less than PPLIX's 9.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OEF iShares S&P 100 ETF | 0.87% | 0.81% | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% |
PPLIX Principal LifeTime 2050 Fund | 9.14% | 9.95% | 11.56% | 4.41% | 9.40% | 8.04% | 5.23% | 7.16% | 8.64% | 5.12% | 4.82% | 6.07% |
Frequently Asked Questions
OEF and PPLIX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PPLIX has higher volatility (4.32%) compared to OEF (4.31%). In terms of maximum drawdown, OEF dropped -54.11% vs PPLIX's -55.61%.
OEF currently has the higher Sharpe Ratio (1.60 vs 1.37), 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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