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PDDDX vs. LTIUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PDDDX vs. LTIUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prudential Day One 2020 Fund (PDDDX) and Principal LifeTime 2035 Fund (LTIUX). The values are adjusted to include any dividend payments, if applicable.

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PDDDX vs. LTIUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PDDDX
Prudential Day One 2020 Fund
0.77%10.40%15.97%9.52%-12.63%36.80%8.13%14.99%-4.65%10.17%
LTIUX
Principal LifeTime 2035 Fund
-1.66%14.26%14.13%16.51%-17.48%14.07%15.70%23.48%-7.37%18.92%

Returns By Period

In the year-to-date period, PDDDX achieves a 0.77% return, which is significantly higher than LTIUX's -1.66% return.


PDDDX

1D
1.16%
1M
-2.33%
YTD
0.77%
6M
1.81%
1Y
9.25%
3Y*
10.93%
5Y*
10.53%
10Y*

LTIUX

1D
2.11%
1M
-3.97%
YTD
-1.66%
6M
-0.15%
1Y
11.84%
3Y*
12.40%
5Y*
6.02%
10Y*
8.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PDDDX vs. LTIUX - Expense Ratio Comparison

PDDDX has a 0.76% expense ratio, which is higher than LTIUX's 0.01% expense ratio.


Return for Risk

PDDDX vs. LTIUX — Risk / Return Rank

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

PDDDX
PDDDX Risk / Return Rank: 7676
Overall Rank
PDDDX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
PDDDX Sortino Ratio Rank: 7676
Sortino Ratio Rank
PDDDX Omega Ratio Rank: 7676
Omega Ratio Rank
PDDDX Calmar Ratio Rank: 7171
Calmar Ratio Rank
PDDDX Martin Ratio Rank: 8282
Martin Ratio Rank

LTIUX
LTIUX Risk / Return Rank: 5656
Overall Rank
LTIUX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
LTIUX Sortino Ratio Rank: 5656
Sortino Ratio Rank
LTIUX Omega Ratio Rank: 5353
Omega Ratio Rank
LTIUX Calmar Ratio Rank: 5454
Calmar Ratio Rank
LTIUX Martin Ratio Rank: 6565
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.

PDDDX vs. LTIUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Prudential Day One 2020 Fund (PDDDX) and Principal LifeTime 2035 Fund (LTIUX). 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.


PDDDXLTIUXDifference

Sharpe ratio

Return per unit of total volatility

1.43

1.08

+0.34

Sortino ratio

Return per unit of downside risk

2.03

1.61

+0.42

Omega ratio

Gain probability vs. loss probability

1.31

1.23

+0.08

Calmar ratio

Return relative to maximum drawdown

1.83

1.46

+0.37

Martin ratio

Return relative to average drawdown

8.88

6.81

+2.07

PDDDX vs. LTIUX - Sharpe Ratio Comparison

The current PDDDX Sharpe Ratio is 1.43, which is higher than the LTIUX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of PDDDX and LTIUX, 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


PDDDXLTIUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.08

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.51

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.45

+0.33

Correlation

The correlation between PDDDX and LTIUX is 0.90, 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

PDDDX vs. LTIUX - Dividend Comparison

PDDDX's dividend yield for the trailing twelve months is around 4.02%, less than LTIUX's 9.18% yield.


TTM20252024202320222021202020192018201720162015
PDDDX
Prudential Day One 2020 Fund
4.02%4.05%19.73%3.22%8.41%28.05%1.91%3.76%3.05%0.86%0.00%0.00%
LTIUX
Principal LifeTime 2035 Fund
9.18%9.03%9.46%4.17%7.50%7.06%5.35%7.28%7.75%5.46%4.28%5.59%

Drawdowns

PDDDX vs. LTIUX - Drawdown Comparison

The maximum PDDDX drawdown since its inception was -18.88%, smaller than the maximum LTIUX drawdown of -49.65%. Use the drawdown chart below to compare losses from any high point for PDDDX and LTIUX.


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Drawdown Indicators


PDDDXLTIUXDifference

Max Drawdown

Largest peak-to-trough decline

-18.88%

-49.65%

+30.77%

Max Drawdown (1Y)

Largest decline over 1 year

-5.29%

-8.44%

+3.15%

Max Drawdown (5Y)

Largest decline over 5 years

-16.64%

-24.23%

+7.59%

Max Drawdown (10Y)

Largest decline over 10 years

-28.12%

Current Drawdown

Current decline from peak

-2.60%

-4.60%

+2.00%

Average Drawdown

Average peak-to-trough decline

-3.06%

-6.76%

+3.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

1.80%

-0.71%

Volatility

PDDDX vs. LTIUX - Volatility Comparison

The current volatility for Prudential Day One 2020 Fund (PDDDX) is 2.43%, while Principal LifeTime 2035 Fund (LTIUX) has a volatility of 4.44%. This indicates that PDDDX experiences smaller price fluctuations and is considered to be less risky than LTIUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PDDDXLTIUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.43%

4.44%

-2.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.72%

6.70%

-2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

6.65%

11.29%

-4.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.75%

11.83%

+1.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.45%

12.47%

-1.02%