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PLWIX vs. TRRLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLWIX vs. TRRLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal LifeTime 2020 Fund (PLWIX) and T. Rowe Price Retirement 2060 Fund (TRRLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PLWIX achieves a 4.37% return, which is significantly lower than TRRLX's 11.32% return. Over the past 10 years, PLWIX has underperformed TRRLX with an annualized return of 7.40%, while TRRLX has yielded a comparatively higher 11.25% annualized return.


PLWIX

1D
0.64%
1M
1.04%
YTD
4.37%
6M
4.36%
1Y
11.89%
3Y*
11.17%
5Y*
5.39%
10Y*
7.40%

TRRLX

1D
1.20%
1M
1.34%
YTD
11.32%
6M
11.09%
1Y
21.42%
3Y*
16.15%
5Y*
8.56%
10Y*
11.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLWIX vs. TRRLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PLWIX
Principal LifeTime 2020 Fund
4.37%11.32%12.21%12.23%-14.36%9.05%12.70%18.40%-5.72%14.96%
TRRLX
T. Rowe Price Retirement 2060 Fund
11.32%14.54%14.22%20.87%-19.22%17.50%18.46%25.39%-7.62%20.79%

Correlation

The correlation between PLWIX and TRRLX is 0.91, 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

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.91

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2014

0.93

The correlation between PLWIX and TRRLX has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.

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Return for Risk

PLWIX vs. TRRLX — Risk / Return Rank

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

PLWIX
PLWIX Risk / Return Rank: 5151
Overall Rank
PLWIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
PLWIX Sortino Ratio Rank: 5050
Sortino Ratio Rank
PLWIX Omega Ratio Rank: 5252
Omega Ratio Rank
PLWIX Calmar Ratio Rank: 4747
Calmar Ratio Rank
PLWIX Martin Ratio Rank: 5858
Martin Ratio Rank

TRRLX
TRRLX Risk / Return Rank: 3939
Overall Rank
TRRLX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
TRRLX Sortino Ratio Rank: 3535
Sortino Ratio Rank
TRRLX Omega Ratio Rank: 3939
Omega Ratio Rank
TRRLX Calmar Ratio Rank: 3838
Calmar Ratio Rank
TRRLX Martin Ratio Rank: 4646
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.

PLWIX vs. TRRLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal LifeTime 2020 Fund (PLWIX) and T. Rowe Price Retirement 2060 Fund (TRRLX). 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.


PLWIXTRRLXDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.36

1.31

+0.06

Calmar ratioReturn relative to maximum drawdown

2.50

2.22

+0.28

Martin ratioReturn relative to average drawdown

10.94

9.11

+1.84

PLWIX vs. TRRLX - Sharpe Ratio Comparison

The current PLWIX Sharpe Ratio is 1.90, which is comparable to the TRRLX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of PLWIX and TRRLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PLWIX vs. TRRLX - Drawdown Comparison

The maximum PLWIX drawdown since its inception was -49.07%, which is greater than TRRLX's maximum drawdown of -32.52%. Use the drawdown chart below to compare losses from any high point for PLWIX and TRRLX.


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Drawdown Indicators


PLWIXTRRLXDifference

Max Drawdown

Largest peak-to-trough decline

-49.07%

-32.52%

-16.55%

Max Drawdown (1Y)

Largest decline over 1 year

-4.75%

-9.82%

+5.07%

Max Drawdown (3Y)

Largest decline over 3 years

-6.97%

-15.59%

+8.62%

Max Drawdown (5Y)

Largest decline over 5 years

-19.73%

-28.09%

+8.36%

Max Drawdown (10Y)

Largest decline over 10 years

-20.29%

-32.52%

+12.23%

Current Drawdown

Current decline from peak

-0.24%

-0.47%

+0.23%

Average Drawdown

Average peak-to-trough decline

-5.71%

-5.16%

-0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

2.36%

-1.28%

Volatility

PLWIX vs. TRRLX - Volatility Comparison

The current volatility for Principal LifeTime 2020 Fund (PLWIX) is 2.53%, while T. Rowe Price Retirement 2060 Fund (TRRLX) has a volatility of 4.96%. This indicates that PLWIX experiences smaller price fluctuations and is considered to be less risky than TRRLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLWIXTRRLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.53%

4.96%

-2.43%

Volatility (6M)

Calculated over the trailing 6-month period

5.22%

11.06%

-5.84%

Volatility (1Y)

Calculated over the trailing 1-year period

6.25%

13.23%

-6.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.29%

15.39%

-7.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.58%

15.56%

-6.98%

PLWIX vs. TRRLX - Expense Ratio Comparison

PLWIX has a 0.01% expense ratio, which is lower than TRRLX's 0.64% expense ratio.


Dividends

PLWIX vs. TRRLX - Dividend Comparison

PLWIX's dividend yield for the trailing twelve months is around 9.66%, while TRRLX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
PLWIX
Principal LifeTime 2020 Fund
9.66%10.08%11.91%5.12%9.82%9.40%5.90%8.69%7.35%5.74%3.73%8.75%
TRRLX
T. Rowe Price Retirement 2060 Fund
0.00%0.00%1.74%3.29%5.75%4.19%2.38%4.33%5.39%1.58%1.58%0.83%

Frequently Asked Questions


With a correlation of 0.91, PLWIX and TRRLX 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.

TRRLX has higher volatility (4.96%) compared to PLWIX (2.53%). In terms of maximum drawdown, PLWIX dropped -49.07% vs TRRLX's -32.52%.

PLWIX currently has the higher Sharpe Ratio (1.90 vs 1.65), 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.

Portfolio Optimizer

Find the right allocation for PLWIX and TRRLX

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