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PGDIX vs. PLZTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PGDIX vs. PLZTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Diversified Income Fund (PGDIX) and Principal LifeTime Hybrid 2030 Fund R-6 (PLZTX). The values are adjusted to include any dividend payments, if applicable.

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PGDIX vs. PLZTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGDIX
Principal Diversified Income Fund
-2.02%6.50%5.44%8.53%-11.20%8.66%1.89%13.77%-5.38%10.23%
PLZTX
Principal LifeTime Hybrid 2030 Fund R-6
-0.90%14.46%11.11%14.97%-16.74%13.93%14.79%20.97%-7.35%16.71%

Returns By Period

In the year-to-date period, PGDIX achieves a -2.02% return, which is significantly lower than PLZTX's -0.90% return. Over the past 10 years, PGDIX has underperformed PLZTX with an annualized return of 4.09%, while PLZTX has yielded a comparatively higher 8.17% annualized return.


PGDIX

1D
0.18%
1M
-1.97%
YTD
-2.02%
6M
-2.32%
1Y
2.41%
3Y*
5.34%
5Y*
2.37%
10Y*
4.09%

PLZTX

1D
1.79%
1M
-3.52%
YTD
-0.90%
6M
0.84%
1Y
13.00%
3Y*
11.21%
5Y*
5.60%
10Y*
8.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PGDIX vs. PLZTX - Expense Ratio Comparison

PGDIX has a 0.68% expense ratio, which is higher than PLZTX's 0.33% expense ratio.


Return for Risk

PGDIX vs. PLZTX — Risk / Return Rank

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

PGDIX
PGDIX Risk / Return Rank: 2323
Overall Rank
PGDIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
PGDIX Sortino Ratio Rank: 2222
Sortino Ratio Rank
PGDIX Omega Ratio Rank: 2424
Omega Ratio Rank
PGDIX Calmar Ratio Rank: 1919
Calmar Ratio Rank
PGDIX Martin Ratio Rank: 2121
Martin Ratio Rank

PLZTX
PLZTX Risk / Return Rank: 7070
Overall Rank
PLZTX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
PLZTX Sortino Ratio Rank: 7171
Sortino Ratio Rank
PLZTX Omega Ratio Rank: 6868
Omega Ratio Rank
PLZTX Calmar Ratio Rank: 6767
Calmar Ratio Rank
PLZTX Martin Ratio Rank: 7878
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.

PGDIX vs. PLZTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Diversified Income Fund (PGDIX) and Principal LifeTime Hybrid 2030 Fund R-6 (PLZTX). 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.


PGDIXPLZTXDifference

Sharpe ratio

Return per unit of total volatility

0.80

1.32

-0.51

Sortino ratio

Return per unit of downside risk

1.05

1.93

-0.88

Omega ratio

Gain probability vs. loss probability

1.16

1.28

-0.12

Calmar ratio

Return relative to maximum drawdown

0.77

1.77

-1.01

Martin ratio

Return relative to average drawdown

2.87

8.46

-5.59

PGDIX vs. PLZTX - Sharpe Ratio Comparison

The current PGDIX Sharpe Ratio is 0.80, which is lower than the PLZTX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of PGDIX and PLZTX, 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


PGDIXPLZTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.32

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.54

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.73

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

0.71

+0.40

Correlation

The correlation between PGDIX and PLZTX is 0.71, 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

PGDIX vs. PLZTX - Dividend Comparison

PGDIX's dividend yield for the trailing twelve months is around 5.87%, more than PLZTX's 4.70% yield.


TTM20252024202320222021202020192018201720162015
PGDIX
Principal Diversified Income Fund
5.87%6.17%6.28%6.47%5.34%4.59%4.63%5.12%5.10%4.67%5.76%5.27%
PLZTX
Principal LifeTime Hybrid 2030 Fund R-6
4.70%4.66%3.75%3.45%8.09%5.44%4.48%3.73%3.83%2.54%2.28%1.68%

Drawdowns

PGDIX vs. PLZTX - Drawdown Comparison

The maximum PGDIX drawdown since its inception was -23.76%, roughly equal to the maximum PLZTX drawdown of -24.54%. Use the drawdown chart below to compare losses from any high point for PGDIX and PLZTX.


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Drawdown Indicators


PGDIXPLZTXDifference

Max Drawdown

Largest peak-to-trough decline

-23.76%

-24.54%

+0.78%

Max Drawdown (1Y)

Largest decline over 1 year

-3.38%

-7.63%

+4.25%

Max Drawdown (5Y)

Largest decline over 5 years

-14.60%

-21.95%

+7.35%

Max Drawdown (10Y)

Largest decline over 10 years

-23.76%

-24.54%

+0.78%

Current Drawdown

Current decline from peak

-2.95%

-4.04%

+1.09%

Average Drawdown

Average peak-to-trough decline

-2.77%

-3.96%

+1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

1.60%

-0.70%

Volatility

PGDIX vs. PLZTX - Volatility Comparison

The current volatility for Principal Diversified Income Fund (PGDIX) is 1.46%, while Principal LifeTime Hybrid 2030 Fund R-6 (PLZTX) has a volatility of 3.97%. This indicates that PGDIX experiences smaller price fluctuations and is considered to be less risky than PLZTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PGDIXPLZTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

3.97%

-2.51%

Volatility (6M)

Calculated over the trailing 6-month period

2.20%

5.98%

-3.78%

Volatility (1Y)

Calculated over the trailing 1-year period

3.24%

10.17%

-6.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.13%

10.49%

-6.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.24%

11.21%

-5.97%