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PHTNX vs. PMTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PHTNX vs. PMTIX - Performance Comparison

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

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PHTNX vs. PMTIX - 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%
PMTIX
Principal LifeTime 2030 Fund
-3.15%13.25%12.86%15.11%-16.81%12.70%14.71%22.40%-7.45%18.41%

Returns By Period

In the year-to-date period, PHTNX achieves a -2.64% return, which is significantly higher than PMTIX's -3.15% return. Both investments have delivered pretty close results over the past 10 years, with PHTNX having a 7.95% annualized return and PMTIX not far ahead at 8.05%.


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%

PMTIX

1D
0.00%
1M
-5.66%
YTD
-3.15%
6M
-1.49%
1Y
9.21%
3Y*
10.71%
5Y*
5.31%
10Y*
8.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PHTNX vs. PMTIX - Expense Ratio Comparison

PHTNX has a 0.05% expense ratio, which is higher than PMTIX'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. PMTIX — 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

PMTIX
PMTIX Risk / Return Rank: 4949
Overall Rank
PMTIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
PMTIX Sortino Ratio Rank: 4949
Sortino Ratio Rank
PMTIX Omega Ratio Rank: 4848
Omega Ratio Rank
PMTIX Calmar Ratio Rank: 4545
Calmar Ratio Rank
PMTIX Martin Ratio Rank: 5454
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. PMTIX - Risk-Adjusted Trends Comparison

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


PHTNXPMTIXDifference

Sharpe ratio

Return per unit of total volatility

1.15

0.95

+0.19

Sortino ratio

Return per unit of downside risk

1.68

1.41

+0.27

Omega ratio

Gain probability vs. loss probability

1.24

1.20

+0.04

Calmar ratio

Return relative to maximum drawdown

1.37

1.12

+0.25

Martin ratio

Return relative to average drawdown

6.61

5.30

+1.32

PHTNX vs. PMTIX - Sharpe Ratio Comparison

The current PHTNX Sharpe Ratio is 1.15, which is comparable to the PMTIX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of PHTNX and PMTIX, 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


PHTNXPMTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.95

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.51

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.72

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.47

+0.18

Correlation

The correlation between PHTNX and PMTIX is 0.99, 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. PMTIX - Dividend Comparison

PHTNX's dividend yield for the trailing twelve months is around 4.74%, less than PMTIX's 10.01% 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%
PMTIX
Principal LifeTime 2030 Fund
10.01%9.69%9.60%4.26%10.05%8.87%6.37%6.49%8.21%5.87%3.97%9.44%

Drawdowns

PHTNX vs. PMTIX - Drawdown Comparison

The maximum PHTNX drawdown since its inception was -24.52%, smaller than the maximum PMTIX drawdown of -52.14%. Use the drawdown chart below to compare losses from any high point for PHTNX and PMTIX.


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Drawdown Indicators


PHTNXPMTIXDifference

Max Drawdown

Largest peak-to-trough decline

-24.52%

-52.14%

+27.62%

Max Drawdown (1Y)

Largest decline over 1 year

-7.69%

-7.49%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-22.06%

-23.05%

+0.99%

Max Drawdown (10Y)

Largest decline over 10 years

-24.52%

-25.87%

+1.35%

Current Drawdown

Current decline from peak

-5.79%

-5.85%

+0.06%

Average Drawdown

Average peak-to-trough decline

-4.03%

-6.83%

+2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

1.59%

0.00%

Volatility

PHTNX vs. PMTIX - Volatility Comparison

Principal LifeTime Hybrid 2030 Fund (PHTNX) and Principal LifeTime 2030 Fund (PMTIX) have volatilities of 3.32% and 3.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHTNXPMTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

3.33%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

5.68%

5.61%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

10.04%

9.78%

+0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.49%

10.53%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.20%

11.19%

+0.01%