PHTMX vs. ISOLX
PHTMX (Principal LifeTime Hybrid 2015 Fund) and ISOLX (Voya Target In-Retirement Fund) are both Target Retirement Date funds. Over the past 10 years, PHTMX returned 6.28%/yr vs 5.74%/yr for ISOLX. Their correlation of 0.93 suggests significant overlap in exposure. PHTMX charges 0.05%/yr vs 0.20%/yr for ISOLX.
Performance
PHTMX vs. ISOLX - Performance Comparison
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Returns By Period
In the year-to-date period, PHTMX achieves a 4.29% return, which is significantly lower than ISOLX's 4.58% return. Over the past 10 years, PHTMX has outperformed ISOLX with an annualized return of 6.28%, while ISOLX has yielded a comparatively lower 5.74% annualized return.
PHTMX
- 1D
- 0.00%
- 1M
- 0.06%
- YTD
- 4.29%
- 6M
- 3.78%
- 1Y
- 10.44%
- 3Y*
- 9.42%
- 5Y*
- 4.35%
- 10Y*
- 6.28%
ISOLX
- 1D
- 0.17%
- 1M
- -0.00%
- YTD
- 4.58%
- 6M
- 4.28%
- 1Y
- 10.98%
- 3Y*
- 9.79%
- 5Y*
- 4.01%
- 10Y*
- 5.74%
PHTMX vs. ISOLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PHTMX Principal LifeTime Hybrid 2015 Fund | 4.29% | 11.23% | 7.87% | 11.09% | -13.61% | 7.83% | 11.84% | 15.18% | -4.52% | 11.78% |
ISOLX Voya Target In-Retirement Fund | 4.58% | 11.96% | 7.03% | 11.13% | -14.97% | 6.53% | 10.46% | 14.40% | -2.96% | 9.49% |
Correlation
The correlation between PHTMX and ISOLX is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2014 | 0.93 |
The correlation between PHTMX and ISOLX has been stable across timeframes, ranging from 0.84 to 0.93 - a consistent structural relationship.
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Return for Risk
PHTMX vs. ISOLX — Risk / Return Rank
PHTMX
ISOLX
PHTMX vs. ISOLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal LifeTime Hybrid 2015 Fund (PHTMX) and Voya Target In-Retirement Fund (ISOLX). 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.
| PHTMX | ISOLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.41 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | 2.76 | +0.17 |
| Martin ratioReturn relative to average drawdown | 12.88 | 12.23 | +0.65 |
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Drawdowns
PHTMX vs. ISOLX - Drawdown Comparison
The maximum PHTMX drawdown since its inception was -17.93%, smaller than the maximum ISOLX drawdown of -19.02%. Use the drawdown chart below to compare losses from any high point for PHTMX and ISOLX.
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Drawdown Indicators
| PHTMX | ISOLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.93% | -19.02% | +1.09% |
Max Drawdown (1Y)Largest decline over 1 year | -4.12% | -4.54% | +0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -6.12% | -6.37% | +0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -17.93% | -19.02% | +1.09% |
Max Drawdown (10Y)Largest decline over 10 years | -17.93% | -19.02% | +1.09% |
Current DrawdownCurrent decline from peak | -0.57% | -0.67% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -3.05% | -2.81% | -0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 0.99% | -0.05% |
Volatility
PHTMX vs. ISOLX - Volatility Comparison
Principal LifeTime Hybrid 2015 Fund (PHTMX) has a higher volatility of 2.43% compared to Voya Target In-Retirement Fund (ISOLX) at 2.30%. This indicates that PHTMX's price experiences larger fluctuations and is considered to be riskier than ISOLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PHTMX | ISOLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.43% | 2.30% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 4.73% | 4.85% | -0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.66% | 5.94% | -0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.19% | 7.09% | +0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.40% | 6.59% | +0.81% |
PHTMX vs. ISOLX - Expense Ratio Comparison
PHTMX has a 0.05% expense ratio, which is lower than ISOLX's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
PHTMX vs. ISOLX - Dividend Comparison
PHTMX's dividend yield for the trailing twelve months is around 5.36%, more than ISOLX's 3.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISOLX Voya Target In-Retirement Fund | 3.72% | 3.89% | 2.37% | 3.10% | 3.50% | 10.09% | 3.54% | 6.63% | 3.53% | 4.60% | 2.06% | 0.30% |
PHTMX Principal LifeTime Hybrid 2015 Fund | 5.36% | 4.41% | 3.87% | 3.45% | 5.20% | 5.53% | 4.89% | 3.11% | 2.24% | 2.33% | 2.00% | 1.61% |
Frequently Asked Questions
PHTMX and ISOLX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PHTMX has higher volatility (2.43%) compared to ISOLX (2.30%). In terms of maximum drawdown, PHTMX dropped -17.93% vs ISOLX's -19.02%.
PHTMX currently has the higher Sharpe Ratio (2.14 vs 2.11), 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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