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PCDLX vs. TDIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCDLX vs. TDIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Retirement Advantage 2035 Fund (PCDLX) and Dimensional Retirement Income Fund (TDIFX). The values are adjusted to include any dividend payments, if applicable.

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PCDLX vs. TDIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PCDLX
Putnam Retirement Advantage 2035 Fund
-2.77%14.56%10.81%23.95%-15.18%13.08%14.49%
TDIFX
Dimensional Retirement Income Fund
-0.37%7.22%6.21%7.76%-9.37%14.53%8.83%

Returns By Period

In the year-to-date period, PCDLX achieves a -2.77% return, which is significantly lower than TDIFX's -0.37% return.


PCDLX

1D
0.00%
1M
-4.98%
YTD
-2.77%
6M
-0.57%
1Y
12.22%
3Y*
13.27%
5Y*
7.50%
10Y*

TDIFX

1D
0.21%
1M
-2.32%
YTD
-0.37%
6M
0.46%
1Y
5.16%
3Y*
5.69%
5Y*
4.78%
10Y*
4.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PCDLX vs. TDIFX - Expense Ratio Comparison

PCDLX has a 0.45% expense ratio, which is higher than TDIFX's 0.06% expense ratio.


Return for Risk

PCDLX vs. TDIFX — Risk / Return Rank

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

PCDLX
PCDLX Risk / Return Rank: 6969
Overall Rank
PCDLX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
PCDLX Sortino Ratio Rank: 7070
Sortino Ratio Rank
PCDLX Omega Ratio Rank: 6969
Omega Ratio Rank
PCDLX Calmar Ratio Rank: 6363
Calmar Ratio Rank
PCDLX Martin Ratio Rank: 7676
Martin Ratio Rank

TDIFX
TDIFX Risk / Return Rank: 6868
Overall Rank
TDIFX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
TDIFX Sortino Ratio Rank: 7777
Sortino Ratio Rank
TDIFX Omega Ratio Rank: 7575
Omega Ratio Rank
TDIFX Calmar Ratio Rank: 5454
Calmar Ratio Rank
TDIFX Martin Ratio Rank: 5757
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.

PCDLX vs. TDIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Retirement Advantage 2035 Fund (PCDLX) and Dimensional Retirement Income Fund (TDIFX). 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.


PCDLXTDIFXDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.40

-0.19

Sortino ratio

Return per unit of downside risk

1.76

1.95

-0.19

Omega ratio

Gain probability vs. loss probability

1.26

1.29

-0.03

Calmar ratio

Return relative to maximum drawdown

1.47

1.32

+0.16

Martin ratio

Return relative to average drawdown

7.30

5.55

+1.75

PCDLX vs. TDIFX - Sharpe Ratio Comparison

The current PCDLX Sharpe Ratio is 1.21, which is comparable to the TDIFX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of PCDLX and TDIFX, 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


PCDLXTDIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.40

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.83

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.99

-0.33

Correlation

The correlation between PCDLX and TDIFX is 0.78, 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

PCDLX vs. TDIFX - Dividend Comparison

PCDLX's dividend yield for the trailing twelve months is around 10.30%, more than TDIFX's 2.08% yield.


TTM2025202420232022202120202019201820172016
PCDLX
Putnam Retirement Advantage 2035 Fund
10.30%10.02%6.60%4.41%8.70%14.61%1.71%0.00%0.00%0.00%0.00%
TDIFX
Dimensional Retirement Income Fund
2.08%1.77%3.11%3.09%4.66%9.39%1.39%1.98%2.11%0.98%0.89%

Drawdowns

PCDLX vs. TDIFX - Drawdown Comparison

The maximum PCDLX drawdown since its inception was -24.78%, which is greater than TDIFX's maximum drawdown of -12.21%. Use the drawdown chart below to compare losses from any high point for PCDLX and TDIFX.


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Drawdown Indicators


PCDLXTDIFXDifference

Max Drawdown

Largest peak-to-trough decline

-24.78%

-12.21%

-12.57%

Max Drawdown (1Y)

Largest decline over 1 year

-7.73%

-2.84%

-4.89%

Max Drawdown (5Y)

Largest decline over 5 years

-20.51%

-12.21%

-8.30%

Max Drawdown (10Y)

Largest decline over 10 years

-12.21%

Current Drawdown

Current decline from peak

-5.40%

-2.40%

-3.00%

Average Drawdown

Average peak-to-trough decline

-4.76%

-1.77%

-2.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

0.83%

+0.73%

Volatility

PCDLX vs. TDIFX - Volatility Comparison

Putnam Retirement Advantage 2035 Fund (PCDLX) has a higher volatility of 3.06% compared to Dimensional Retirement Income Fund (TDIFX) at 1.34%. This indicates that PCDLX's price experiences larger fluctuations and is considered to be riskier than TDIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PCDLXTDIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

1.34%

+1.72%

Volatility (6M)

Calculated over the trailing 6-month period

5.52%

2.25%

+3.27%

Volatility (1Y)

Calculated over the trailing 1-year period

10.34%

4.31%

+6.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.02%

5.88%

+5.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.17%

5.05%

+8.12%