PDDDX vs. LTSTX
PDDDX (Prudential Day One 2020 Fund) and LTSTX (Principal LifeTime 2025 Fund) are both Target Retirement Date funds. Over the past 5 years, PDDDX returned 10.24%/yr vs 5.19%/yr for LTSTX. Their correlation of 0.92 means they have usually moved in the same direction. PDDDX charges 0.76%/yr vs 0.01%/yr for LTSTX.
Performance
PDDDX vs. LTSTX - Performance Comparison
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Returns By Period
In the year-to-date period, PDDDX achieves a 5.19% return, which is significantly higher than LTSTX's 4.65% return.
PDDDX
- 1D
- -0.09%
- 1M
- 0.00%
- 6M
- 3.60%
- YTD
- 5.19%
- 1Y
- 10.18%
- 3Y*
- 11.57%
- 5Y*
- 10.24%
- 10Y*
- —
- ALL TIME*
- 9.11%
LTSTX
- 1D
- 0.17%
- 1M
- 0.00%
- 6M
- 2.78%
- YTD
- 4.65%
- 1Y
- 10.25%
- 3Y*
- 10.98%
- 5Y*
- 5.19%
- 10Y*
- 7.81%
- ALL TIME*
- 6.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PDDDX vs. LTSTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PDDDX Prudential Day One 2020 Fund | 5.19% | 10.40% | 15.97% | 9.52% | -12.63% | 36.80% | 8.13% | 14.99% | -4.65% | 10.17% |
LTSTX Principal LifeTime 2025 Fund | 4.65% | 12.16% | 11.91% | 13.30% | -15.23% | 10.91% | 13.70% | 20.50% | -6.41% | 16.75% |
Correlation
The correlation between PDDDX and LTSTX is 0.93, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.92 |
The correlation between PDDDX and LTSTX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
PDDDX vs. LTSTX — Risk / Return Rank
PDDDX
LTSTX
PDDDX vs. LTSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Prudential Day One 2020 Fund (PDDDX) 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.
| PDDDX | LTSTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.26 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.62 | 1.91 | +0.71 |
| Martin ratioReturn relative to average drawdown | 11.66 | 8.26 | +3.40 |
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Drawdowns
PDDDX vs. LTSTX - Drawdown Comparison
The maximum PDDDX drawdown since its inception was -18.88%, smaller than the maximum LTSTX drawdown of -48.17%. Use the drawdown chart below to compare losses from any high point for PDDDX and LTSTX.
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Drawdown Indicators
| PDDDX | LTSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.88% | -48.17% | +29.29% |
Max Drawdown (1Y)Largest decline over 1 year | -3.90% | -5.24% | +1.34% |
Max Drawdown (3Y)Largest decline over 3 years | -6.05% | -8.12% | +2.07% |
Max Drawdown (5Y)Largest decline over 5 years | -16.64% | -21.01% | +4.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.33% | — |
Current DrawdownCurrent decline from peak | -0.54% | -0.61% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -2.97% | -6.11% | +3.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 1.21% | -0.34% |
Volatility
PDDDX vs. LTSTX - Volatility Comparison
The current volatility for Prudential Day One 2020 Fund (PDDDX) is 1.35%, while Principal LifeTime 2025 Fund (LTSTX) has a volatility of 1.91%. This indicates that PDDDX experiences smaller price fluctuations and is considered to be less risky 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
| PDDDX | LTSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.35% | 1.91% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 4.30% | 5.99% | -1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.26% | 7.18% | -1.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.76% | 9.23% | +4.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.30% | 9.76% | +1.54% |
PDDDX vs. LTSTX - Expense Ratio Comparison
PDDDX has a 0.76% expense ratio, which is higher than LTSTX's 0.01% expense ratio.
Dividends
PDDDX vs. LTSTX - Dividend Comparison
PDDDX's dividend yield for the trailing twelve months is around 3.85%, less than LTSTX's 11.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LTSTX Principal LifeTime 2025 Fund | 11.65% | 12.19% | 9.74% | 4.26% | 8.00% | 7.66% | 5.25% | 6.91% | 6.39% | 4.75% | 3.65% | 8.91% |
PDDDX Prudential Day One 2020 Fund | 3.85% | 4.05% | 19.73% | 3.22% | 8.41% | 28.05% | 1.91% | 3.76% | 3.05% | 0.86% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.93, PDDDX 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.
LTSTX has higher volatility (1.91%) compared to PDDDX (1.35%). In terms of maximum drawdown, PDDDX dropped -18.88% vs LTSTX's -48.17%.
PDDDX currently has the higher Sharpe Ratio (1.95 vs 1.40), 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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