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PAAKX vs. PTDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PAAKX vs. PTDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Retirement Advantage 2060 Fund (PAAKX) and Principal LifeTime 2040 Fund (PTDIX). The values are adjusted to include any dividend payments, if applicable.

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PAAKX vs. PTDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PAAKX
Putnam Retirement Advantage 2060 Fund
-4.31%19.93%12.32%36.62%-17.92%20.28%16.16%
PTDIX
Principal LifeTime 2040 Fund
-4.20%15.59%17.43%18.33%-18.13%15.35%15.21%

Returns By Period

The year-to-date returns for both investments are quite close, with PAAKX having a -4.31% return and PTDIX slightly higher at -4.20%.


PAAKX

1D
-0.24%
1M
-7.66%
YTD
-4.31%
6M
-1.59%
1Y
17.35%
3Y*
17.84%
5Y*
10.48%
10Y*

PTDIX

1D
-0.13%
1M
-7.05%
YTD
-4.20%
6M
-2.23%
1Y
11.01%
3Y*
13.35%
5Y*
6.84%
10Y*
9.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PAAKX vs. PTDIX - Expense Ratio Comparison

PAAKX has a 0.45% expense ratio, which is higher than PTDIX's 0.01% expense ratio.


Return for Risk

PAAKX vs. PTDIX — Risk / Return Rank

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

PAAKX
PAAKX Risk / Return Rank: 6363
Overall Rank
PAAKX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
PAAKX Sortino Ratio Rank: 6363
Sortino Ratio Rank
PAAKX Omega Ratio Rank: 6464
Omega Ratio Rank
PAAKX Calmar Ratio Rank: 5858
Calmar Ratio Rank
PAAKX Martin Ratio Rank: 7171
Martin Ratio Rank

PTDIX
PTDIX Risk / Return Rank: 4242
Overall Rank
PTDIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PTDIX Sortino Ratio Rank: 4242
Sortino Ratio Rank
PTDIX Omega Ratio Rank: 4141
Omega Ratio Rank
PTDIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
PTDIX Martin Ratio Rank: 4949
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.

PAAKX vs. PTDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Retirement Advantage 2060 Fund (PAAKX) 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.


PAAKXPTDIXDifference

Sharpe ratio

Return per unit of total volatility

1.10

0.86

+0.24

Sortino ratio

Return per unit of downside risk

1.61

1.30

+0.32

Omega ratio

Gain probability vs. loss probability

1.24

1.18

+0.06

Calmar ratio

Return relative to maximum drawdown

1.37

1.00

+0.37

Martin ratio

Return relative to average drawdown

6.75

4.85

+1.90

PAAKX vs. PTDIX - Sharpe Ratio Comparison

The current PAAKX Sharpe Ratio is 1.10, which is comparable to the PTDIX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of PAAKX and PTDIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PAAKXPTDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.86

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.51

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.45

+0.17

Correlation

The correlation between PAAKX and PTDIX is 0.96, 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

PAAKX vs. PTDIX - Dividend Comparison

PAAKX's dividend yield for the trailing twelve months is around 9.51%, less than PTDIX's 10.23% yield.


TTM20252024202320222021202020192018201720162015
PAAKX
Putnam Retirement Advantage 2060 Fund
9.51%9.10%5.48%7.84%6.91%21.47%1.20%0.00%0.00%0.00%0.00%0.00%
PTDIX
Principal LifeTime 2040 Fund
10.23%9.80%12.28%4.40%8.61%8.92%6.01%7.26%9.28%6.07%4.86%6.73%

Drawdowns

PAAKX vs. PTDIX - Drawdown Comparison

The maximum PAAKX drawdown since its inception was -33.08%, smaller than the maximum PTDIX drawdown of -54.38%. Use the drawdown chart below to compare losses from any high point for PAAKX and PTDIX.


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Drawdown Indicators


PAAKXPTDIXDifference

Max Drawdown

Largest peak-to-trough decline

-33.08%

-54.38%

+21.30%

Max Drawdown (1Y)

Largest decline over 1 year

-11.31%

-9.72%

-1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-24.64%

-25.43%

+0.79%

Max Drawdown (10Y)

Largest decline over 10 years

-30.02%

Current Drawdown

Current decline from peak

-8.34%

-7.32%

-1.02%

Average Drawdown

Average peak-to-trough decline

-5.75%

-7.54%

+1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

2.01%

+0.29%

Volatility

PAAKX vs. PTDIX - Volatility Comparison

Putnam Retirement Advantage 2060 Fund (PAAKX) has a higher volatility of 4.50% compared to Principal LifeTime 2040 Fund (PTDIX) at 4.17%. This indicates that PAAKX'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.


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Volatility by Period


PAAKXPTDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

4.17%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

8.61%

7.34%

+1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

16.00%

12.99%

+3.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.26%

13.44%

+2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.20%

13.79%

+5.41%