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PHTNX vs. LTSTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PHTNX vs. LTSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal LifeTime Hybrid 2030 Fund (PHTNX) and Principal LifeTime 2025 Fund (LTSTX). The values are adjusted to include any dividend payments, if applicable.

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PHTNX vs. LTSTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PHTNX
Principal LifeTime Hybrid 2030 Fund
-2.64%14.41%11.06%14.92%-16.76%13.88%14.74%20.92%-7.30%16.81%
LTSTX
Principal LifeTime 2025 Fund
-2.64%12.16%11.91%13.30%-15.23%10.91%13.70%20.50%-6.41%16.75%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with PHTNX at -2.64% and LTSTX at -2.64%. Over the past 10 years, PHTNX has outperformed LTSTX with an annualized return of 7.95%, while LTSTX has yielded a comparatively lower 7.44% annualized return.


PHTNX

1D
-0.07%
1M
-5.60%
YTD
-2.64%
6M
-0.56%
1Y
11.30%
3Y*
10.51%
5Y*
5.40%
10Y*
7.95%

LTSTX

1D
0.09%
1M
-5.07%
YTD
-2.64%
6M
-1.15%
1Y
8.41%
3Y*
9.82%
5Y*
4.89%
10Y*
7.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PHTNX vs. LTSTX - Expense Ratio Comparison

PHTNX 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%.


Return for Risk

PHTNX vs. LTSTX — Risk / Return Rank

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

PHTNX
PHTNX Risk / Return Rank: 6464
Overall Rank
PHTNX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
PHTNX Sortino Ratio Rank: 6666
Sortino Ratio Rank
PHTNX Omega Ratio Rank: 6464
Omega Ratio Rank
PHTNX Calmar Ratio Rank: 5858
Calmar Ratio Rank
PHTNX Martin Ratio Rank: 7070
Martin Ratio Rank

LTSTX
LTSTX Risk / Return Rank: 5353
Overall Rank
LTSTX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
LTSTX Sortino Ratio Rank: 5353
Sortino Ratio Rank
LTSTX Omega Ratio Rank: 5151
Omega Ratio Rank
LTSTX Calmar Ratio Rank: 4949
Calmar Ratio Rank
LTSTX Martin Ratio Rank: 5858
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.

PHTNX vs. LTSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal LifeTime Hybrid 2030 Fund (PHTNX) 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.


PHTNXLTSTXDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.02

+0.13

Sortino ratio

Return per unit of downside risk

1.68

1.47

+0.21

Omega ratio

Gain probability vs. loss probability

1.24

1.21

+0.03

Calmar ratio

Return relative to maximum drawdown

1.37

1.21

+0.16

Martin ratio

Return relative to average drawdown

6.61

5.61

+1.00

PHTNX vs. LTSTX - Sharpe Ratio Comparison

The current PHTNX Sharpe Ratio is 1.15, which is comparable to the LTSTX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of PHTNX and LTSTX, 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


PHTNXLTSTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.02

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.54

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.76

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.45

+0.20

Correlation

The correlation between PHTNX and LTSTX is 0.98, 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

PHTNX vs. LTSTX - Dividend Comparison

PHTNX's dividend yield for the trailing twelve months is around 4.74%, less than LTSTX's 12.52% yield.


TTM20252024202320222021202020192018201720162015
PHTNX
Principal LifeTime Hybrid 2030 Fund
4.74%4.62%3.71%3.42%8.05%5.40%4.44%3.70%3.79%2.52%2.28%1.68%
LTSTX
Principal LifeTime 2025 Fund
12.52%12.19%9.74%4.26%8.00%7.66%5.25%6.91%6.39%4.75%3.65%8.91%

Drawdowns

PHTNX vs. LTSTX - Drawdown Comparison

The maximum PHTNX drawdown since its inception was -24.52%, smaller than the maximum LTSTX drawdown of -48.17%. Use the drawdown chart below to compare losses from any high point for PHTNX and LTSTX.


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Drawdown Indicators


PHTNXLTSTXDifference

Max Drawdown

Largest peak-to-trough decline

-24.52%

-48.17%

+23.65%

Max Drawdown (1Y)

Largest decline over 1 year

-7.69%

-6.47%

-1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-22.06%

-21.01%

-1.05%

Max Drawdown (10Y)

Largest decline over 10 years

-24.52%

-23.33%

-1.19%

Current Drawdown

Current decline from peak

-5.79%

-5.15%

-0.64%

Average Drawdown

Average peak-to-trough decline

-4.03%

-6.21%

+2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

1.40%

+0.19%

Volatility

PHTNX vs. LTSTX - Volatility Comparison

Principal LifeTime Hybrid 2030 Fund (PHTNX) has a higher volatility of 3.32% compared to Principal LifeTime 2025 Fund (LTSTX) at 2.99%. This indicates that PHTNX's price experiences larger fluctuations and is considered to be riskier 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


PHTNXLTSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

2.99%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

5.68%

4.90%

+0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

10.04%

8.43%

+1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.49%

9.16%

+1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.20%

9.81%

+1.39%