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PHTJX vs. PMDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PHTJX vs. PMDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal LifeTime Hybrid 2035 Fund (PHTJX) and Principal Small-MidCap Dividend Income Fund (PMDIX). The values are adjusted to include any dividend payments, if applicable.

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PHTJX vs. PMDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PHTJX
Principal LifeTime Hybrid 2035 Fund
-3.09%15.57%12.67%16.45%-17.37%15.57%15.13%22.69%-8.00%18.13%
PMDIX
Principal Small-MidCap Dividend Income Fund
1.44%8.63%14.56%18.81%-11.66%30.41%-6.40%25.38%-13.80%13.30%

Returns By Period

In the year-to-date period, PHTJX achieves a -3.09% return, which is significantly lower than PMDIX's 1.44% return. Over the past 10 years, PHTJX has underperformed PMDIX with an annualized return of 8.68%, while PMDIX has yielded a comparatively higher 9.40% annualized return.


PHTJX

1D
-0.07%
1M
-6.23%
YTD
-3.09%
6M
-0.84%
1Y
12.31%
3Y*
11.60%
5Y*
6.12%
10Y*
8.68%

PMDIX

1D
-0.85%
1M
-8.86%
YTD
1.44%
6M
2.85%
1Y
14.22%
3Y*
13.66%
5Y*
8.72%
10Y*
9.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PHTJX vs. PMDIX - Expense Ratio Comparison

PHTJX has a 0.05% expense ratio, which is lower than PMDIX's 0.85% expense ratio.


Return for Risk

PHTJX vs. PMDIX — Risk / Return Rank

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

PHTJX
PHTJX Risk / Return Rank: 6262
Overall Rank
PHTJX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
PHTJX Sortino Ratio Rank: 6464
Sortino Ratio Rank
PHTJX Omega Ratio Rank: 6060
Omega Ratio Rank
PHTJX Calmar Ratio Rank: 5555
Calmar Ratio Rank
PHTJX Martin Ratio Rank: 6868
Martin Ratio Rank

PMDIX
PMDIX Risk / Return Rank: 3232
Overall Rank
PMDIX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PMDIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
PMDIX Omega Ratio Rank: 3434
Omega Ratio Rank
PMDIX Calmar Ratio Rank: 3030
Calmar Ratio Rank
PMDIX Martin Ratio Rank: 3232
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.

PHTJX vs. PMDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal LifeTime Hybrid 2035 Fund (PHTJX) and Principal Small-MidCap Dividend Income Fund (PMDIX). 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.


PHTJXPMDIXDifference

Sharpe ratio

Return per unit of total volatility

1.10

0.73

+0.37

Sortino ratio

Return per unit of downside risk

1.62

1.15

+0.47

Omega ratio

Gain probability vs. loss probability

1.23

1.16

+0.07

Calmar ratio

Return relative to maximum drawdown

1.32

0.84

+0.48

Martin ratio

Return relative to average drawdown

6.45

3.45

+3.00

PHTJX vs. PMDIX - Sharpe Ratio Comparison

The current PHTJX Sharpe Ratio is 1.10, which is higher than the PMDIX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of PHTJX and PMDIX, 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


PHTJXPMDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.73

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.47

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.47

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.52

+0.11

Correlation

The correlation between PHTJX and PMDIX is 0.86, 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

PHTJX vs. PMDIX - Dividend Comparison

PHTJX's dividend yield for the trailing twelve months is around 4.83%, more than PMDIX's 3.15% yield.


TTM20252024202320222021202020192018201720162015
PHTJX
Principal LifeTime Hybrid 2035 Fund
4.83%4.68%4.09%3.37%8.44%4.96%3.98%3.71%4.01%2.31%1.99%1.67%
PMDIX
Principal Small-MidCap Dividend Income Fund
3.15%3.14%7.99%2.37%6.95%0.98%1.37%2.82%17.83%5.77%2.84%4.78%

Drawdowns

PHTJX vs. PMDIX - Drawdown Comparison

The maximum PHTJX drawdown since its inception was -27.17%, smaller than the maximum PMDIX drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for PHTJX and PMDIX.


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Drawdown Indicators


PHTJXPMDIXDifference

Max Drawdown

Largest peak-to-trough decline

-27.17%

-46.47%

+19.30%

Max Drawdown (1Y)

Largest decline over 1 year

-8.63%

-14.51%

+5.88%

Max Drawdown (5Y)

Largest decline over 5 years

-23.12%

-21.36%

-1.76%

Max Drawdown (10Y)

Largest decline over 10 years

-27.17%

-46.47%

+19.30%

Current Drawdown

Current decline from peak

-6.47%

-10.55%

+4.08%

Average Drawdown

Average peak-to-trough decline

-4.24%

-5.33%

+1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

3.54%

-1.77%

Volatility

PHTJX vs. PMDIX - Volatility Comparison

The current volatility for Principal LifeTime Hybrid 2035 Fund (PHTJX) is 3.73%, while Principal Small-MidCap Dividend Income Fund (PMDIX) has a volatility of 4.92%. This indicates that PHTJX experiences smaller price fluctuations and is considered to be less risky than PMDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHTJXPMDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

4.92%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

6.47%

10.82%

-4.35%

Volatility (1Y)

Calculated over the trailing 1-year period

11.39%

20.60%

-9.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.75%

18.76%

-7.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.47%

20.22%

-7.75%