PDFEX vs. LTIUX

Last updated Jun 4, 2026

PDFEX (Prudential Day One 2030 Fund) and LTIUX (Principal LifeTime 2035 Fund) are both Target Retirement Date funds. Over the past 5 years, PDFEX returned 8.14%/yr vs 7.01%/yr for LTIUX. Their correlation of 0.95 suggests significant overlap in exposure. PDFEX charges 0.49%/yr vs 0.01%/yr for LTIUX.

Performance

PDFEX vs. LTIUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prudential Day One 2030 Fund (PDFEX) and Principal LifeTime 2035 Fund (LTIUX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PDFEX achieves a 7.09% return, which is significantly higher than LTIUX's 6.70% return.

PDFEX

• 1D: 0.08%
• 1M: 2.20%
• YTD: 7.09%
• 6M: 7.12%
• 1Y: 15.69%
• 3Y*: 15.47%
• 5Y*: 8.14%
• 10Y*: —

LTIUX

• 1D: 0.28%
• 1M: 3.36%
• YTD: 6.70%
• 6M: 6.91%
• 1Y: 17.03%
• 3Y*: 14.87%
• 5Y*: 7.01%
• 10Y*: 9.59%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PDFEX vs. LTIUX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PDFEX Prudential Day One 2030 Fund	7.09%	12.11%	19.96%	12.14%	-13.56%	14.36%	9.48%	19.27%	-6.04%	15.13%
LTIUX Principal LifeTime 2035 Fund	6.70%	14.26%	14.13%	16.51%	-17.48%	14.07%	15.70%	23.48%	-7.37%	18.92%

Correlation

The correlation between PDFEX and LTIUX is 0.94, 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	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (All Time) Calculated using the full available price history since Jan 4, 2017	0.95

The correlation between PDFEX and LTIUX has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

Return for Risk

PDFEX vs. LTIUX — Risk / Return Rank

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

PDFEX

PDFEX Risk / Return Rank: 70
PDFEX Sharpe Ratio Rank: 72
PDFEX Sortino Ratio Rank: 73
PDFEX Omega Ratio Rank: 72
PDFEX Calmar Ratio Rank: 61
PDFEX Martin Ratio Rank: 74

LTIUX

LTIUX Risk / Return Rank: 50
LTIUX Sharpe Ratio Rank: 47
LTIUX Sortino Ratio Rank: 48
LTIUX Omega Ratio Rank: 49
LTIUX Calmar Ratio Rank: 49
LTIUX Martin Ratio Rank: 59

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.

PDFEX vs. LTIUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Prudential Day One 2030 Fund (PDFEX) 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.

	PDFEX	LTIUX	Difference
Sharpe ratio: Return per unit of total volatility	2.47	2.03	+0.44
Sortino ratio: Return per unit of downside risk	3.57	2.91	+0.66
Omega ratio: Gain probability vs. loss probability	1.48	1.38	+0.09
Calmar ratio: Return relative to maximum drawdown	3.01	2.66	+0.35
Martin ratio: Return relative to average drawdown	14.08	11.84	+2.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PDFEX vs. LTIUX - Sharpe Ratio Comparison

The current PDFEX Sharpe Ratio is 2.47, which is comparable to the LTIUX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of PDFEX and LTIUX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PDFEX	LTIUX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.47	2.03	+0.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	0.60	+0.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.77	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.85	0.48	+0.37

Drawdowns

PDFEX vs. LTIUX - Drawdown Comparison

The maximum PDFEX drawdown since its inception was -24.53%, smaller than the maximum LTIUX drawdown of -49.65%. Use the drawdown chart below to compare losses from any high point for PDFEX and LTIUX.

Drawdown Indicators

	PDFEX	LTIUX	Difference
Max Drawdown Largest peak-to-trough decline	-24.53%	-49.65%	+25.12%
Max Drawdown (1Y) Largest decline over 1 year	-5.27%	-6.57%	+1.30%
Max Drawdown (3Y) Largest decline over 3 years	-7.95%	-11.08%	+3.13%
Max Drawdown (5Y) Largest decline over 5 years	-18.63%	-24.23%	+5.60%
Max Drawdown (10Y) Largest decline over 10 years	—	-28.12%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-3.41%	-6.71%	+3.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.12%	1.47%	-0.35%

Volatility

PDFEX vs. LTIUX - Volatility Comparison

The current volatility for Prudential Day One 2030 Fund (PDFEX) is 1.99%, while Principal LifeTime 2035 Fund (LTIUX) has a volatility of 2.62%. This indicates that PDFEX 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.

Volatility by Period

	PDFEX	LTIUX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.99%	2.62%	-0.63%
Volatility (6M) Calculated over the trailing 6-month period	5.26%	6.96%	-1.70%
Volatility (1Y) Calculated over the trailing 1-year period	6.43%	8.62%	-2.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.27%	11.83%	-1.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.68%	12.49%	-1.81%

PDFEX vs. LTIUX - Expense Ratio Comparison

PDFEX has a 0.49% expense ratio, which is higher than LTIUX's 0.01% expense ratio.

Dividends

PDFEX vs. LTIUX - Dividend Comparison

PDFEX's dividend yield for the trailing twelve months is around 3.63%, less than LTIUX's 8.46% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LTIUX Principal LifeTime 2035 Fund	8.46%	9.03%	9.46%	4.17%	7.50%	7.06%	5.35%	7.28%	7.75%	5.46%	4.28%	5.59%
PDFEX Prudential Day One 2030 Fund	3.63%	3.89%	22.09%	3.74%	8.84%	8.52%	1.89%	5.02%	4.15%	1.27%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PDFEX and LTIUX in my portfolio?

With a correlation of 0.94, PDFEX and LTIUX 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.

Which is riskier, PDFEX or LTIUX?

LTIUX has higher volatility (2.62%) compared to PDFEX (1.99%). In terms of maximum drawdown, PDFEX dropped -24.53% vs LTIUX's -49.65%.

Which has better risk-adjusted returns?

PDFEX currently has the higher Sharpe Ratio (2.47 vs 2.03), 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.