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PHTYX vs. POSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PHTYX vs. POSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal LifeTime Hybrid 2045 Fund (PHTYX) and Principal Global Real Estate Securities Fund (POSIX). The values are adjusted to include any dividend payments, if applicable.

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PHTYX vs. POSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PHTYX
Principal LifeTime Hybrid 2045 Fund
-4.03%18.54%16.13%19.35%-18.26%18.37%15.78%24.79%-9.07%19.81%
POSIX
Principal Global Real Estate Securities Fund
-0.73%7.57%0.67%10.87%-26.74%23.45%-3.91%24.53%-3.35%14.73%

Returns By Period

In the year-to-date period, PHTYX achieves a -4.03% return, which is significantly lower than POSIX's -0.73% return. Over the past 10 years, PHTYX has outperformed POSIX with an annualized return of 9.95%, while POSIX has yielded a comparatively lower 3.43% annualized return.


PHTYX

1D
-0.24%
1M
-7.54%
YTD
-4.03%
6M
-1.36%
1Y
15.19%
3Y*
14.03%
5Y*
7.67%
10Y*
9.95%

POSIX

1D
0.11%
1M
-9.88%
YTD
-0.73%
6M
-2.12%
1Y
4.72%
3Y*
5.38%
5Y*
0.63%
10Y*
3.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PHTYX vs. POSIX - Expense Ratio Comparison

PHTYX has a 0.05% expense ratio, which is lower than POSIX's 0.94% expense ratio.


Return for Risk

PHTYX vs. POSIX — Risk / Return Rank

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

PHTYX
PHTYX Risk / Return Rank: 5858
Overall Rank
PHTYX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
PHTYX Sortino Ratio Rank: 6060
Sortino Ratio Rank
PHTYX Omega Ratio Rank: 5858
Omega Ratio Rank
PHTYX Calmar Ratio Rank: 5151
Calmar Ratio Rank
PHTYX Martin Ratio Rank: 6565
Martin Ratio Rank

POSIX
POSIX Risk / Return Rank: 1515
Overall Rank
POSIX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
POSIX Sortino Ratio Rank: 1313
Sortino Ratio Rank
POSIX Omega Ratio Rank: 1313
Omega Ratio Rank
POSIX Calmar Ratio Rank: 1616
Calmar Ratio Rank
POSIX Martin Ratio Rank: 1818
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.

PHTYX vs. POSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal LifeTime Hybrid 2045 Fund (PHTYX) and Principal Global Real Estate Securities Fund (POSIX). 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.


PHTYXPOSIXDifference

Sharpe ratio

Return per unit of total volatility

1.04

0.36

+0.68

Sortino ratio

Return per unit of downside risk

1.56

0.58

+0.98

Omega ratio

Gain probability vs. loss probability

1.23

1.08

+0.15

Calmar ratio

Return relative to maximum drawdown

1.24

0.46

+0.77

Martin ratio

Return relative to average drawdown

6.22

1.81

+4.40

PHTYX vs. POSIX - Sharpe Ratio Comparison

The current PHTYX Sharpe Ratio is 1.04, which is higher than the POSIX Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of PHTYX and POSIX, 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


PHTYXPOSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

0.36

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.04

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.20

+0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.15

+0.46

Correlation

The correlation between PHTYX and POSIX is 0.72, 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

PHTYX vs. POSIX - Dividend Comparison

PHTYX's dividend yield for the trailing twelve months is around 5.14%, more than POSIX's 2.66% yield.


TTM20252024202320222021202020192018201720162015
PHTYX
Principal LifeTime Hybrid 2045 Fund
5.14%4.94%4.41%3.05%9.68%4.72%3.45%3.63%4.66%2.24%2.00%1.66%
POSIX
Principal Global Real Estate Securities Fund
2.66%2.64%2.57%2.63%1.12%2.40%1.13%6.32%3.81%4.16%3.70%4.48%

Drawdowns

PHTYX vs. POSIX - Drawdown Comparison

The maximum PHTYX drawdown since its inception was -30.61%, smaller than the maximum POSIX drawdown of -68.45%. Use the drawdown chart below to compare losses from any high point for PHTYX and POSIX.


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Drawdown Indicators


PHTYXPOSIXDifference

Max Drawdown

Largest peak-to-trough decline

-30.61%

-68.45%

+37.84%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-10.67%

-0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-24.94%

-34.15%

+9.21%

Max Drawdown (10Y)

Largest decline over 10 years

-30.61%

-41.70%

+11.09%

Current Drawdown

Current decline from peak

-7.95%

-12.67%

+4.72%

Average Drawdown

Average peak-to-trough decline

-4.63%

-14.02%

+9.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

2.72%

-0.53%

Volatility

PHTYX vs. POSIX - Volatility Comparison

Principal LifeTime Hybrid 2045 Fund (PHTYX) has a higher volatility of 4.60% compared to Principal Global Real Estate Securities Fund (POSIX) at 4.19%. This indicates that PHTYX's price experiences larger fluctuations and is considered to be riskier than POSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHTYXPOSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

4.19%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

8.23%

8.13%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

14.73%

14.17%

+0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.48%

16.22%

-1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.75%

16.95%

-2.20%