PHTMX vs. LTSTX
PHTMX (Principal LifeTime Hybrid 2015 Fund) and LTSTX (Principal LifeTime 2025 Fund) are both Target Retirement Date funds from Principal. Over the past 10 years, PHTMX returned 6.28%/yr vs 8.09%/yr for LTSTX. With a 0.97 correlation, they move nearly in lockstep. PHTMX charges 0.05%/yr vs 0.01%/yr for LTSTX.
Performance
PHTMX vs. LTSTX - 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 LTSTX's 4.92% return. Over the past 10 years, PHTMX has underperformed LTSTX with an annualized return of 6.28%, while LTSTX has yielded a comparatively higher 8.09% annualized return.
PHTMX
- 1D
- 0.00%
- 1M
- 0.70%
- YTD
- 4.29%
- 6M
- 4.19%
- 1Y
- 12.04%
- 3Y*
- 9.42%
- 5Y*
- 4.35%
- 10Y*
- 6.28%
LTSTX
- 1D
- 0.70%
- 1M
- 1.14%
- YTD
- 4.92%
- 6M
- 4.88%
- 1Y
- 13.15%
- 3Y*
- 11.63%
- 5Y*
- 5.71%
- 10Y*
- 8.09%
PHTMX vs. LTSTX - 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% |
LTSTX Principal LifeTime 2025 Fund | 4.92% | 12.16% | 11.91% | 13.30% | -15.23% | 10.91% | 13.70% | 20.50% | -6.41% | 16.75% |
Correlation
The correlation between PHTMX and LTSTX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2014 | 0.97 |
The correlation between PHTMX and LTSTX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
PHTMX vs. LTSTX — Risk / Return Rank
PHTMX
LTSTX
PHTMX vs. LTSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal LifeTime Hybrid 2015 Fund (PHTMX) 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.
| PHTMX | LTSTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.36 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | 2.50 | +0.43 |
| Martin ratioReturn relative to average drawdown | 12.88 | 11.09 | +1.79 |
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Drawdowns
PHTMX vs. LTSTX - Drawdown Comparison
The maximum PHTMX drawdown since its inception was -17.93%, smaller than the maximum LTSTX drawdown of -48.17%. Use the drawdown chart below to compare losses from any high point for PHTMX and LTSTX.
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Drawdown Indicators
| PHTMX | LTSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.93% | -48.17% | +30.24% |
Max Drawdown (1Y)Largest decline over 1 year | -4.12% | -5.24% | +1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -6.12% | -8.12% | +2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -17.93% | -21.01% | +3.08% |
Max Drawdown (10Y)Largest decline over 10 years | -17.93% | -23.33% | +5.40% |
Current DrawdownCurrent decline from peak | -0.57% | -0.26% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -3.05% | -6.14% | +3.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 1.18% | -0.24% |
Volatility
PHTMX vs. LTSTX - Volatility Comparison
The current volatility for Principal LifeTime Hybrid 2015 Fund (PHTMX) is 2.43%, while Principal LifeTime 2025 Fund (LTSTX) has a volatility of 2.81%. This indicates that PHTMX 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
| PHTMX | LTSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.43% | 2.81% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 4.73% | 5.88% | -1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.66% | 7.03% | -1.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.19% | 9.23% | -2.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.40% | 9.84% | -2.44% |
PHTMX vs. LTSTX - Expense Ratio Comparison
PHTMX has a 0.05% expense ratio, which is higher than LTSTX's 0.01% expense ratio. However, 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. LTSTX - Dividend Comparison
PHTMX's dividend yield for the trailing twelve months is around 5.36%, less than LTSTX's 11.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LTSTX Principal LifeTime 2025 Fund | 11.62% | 12.19% | 9.74% | 4.26% | 8.00% | 7.66% | 5.25% | 6.91% | 6.39% | 4.75% | 3.65% | 8.91% |
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
With a correlation of 0.96, PHTMX 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 (2.81%) compared to PHTMX (2.43%). In terms of maximum drawdown, PHTMX dropped -17.93% vs LTSTX's -48.17%.
PHTMX currently has the higher Sharpe Ratio (2.14 vs 1.86), 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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