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PMTIX vs. PBRNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PMTIX vs. PBRNX - Performance Comparison

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

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PMTIX vs. PBRNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
PBRNX
PIMCO RealPath Blend Income Fund
-1.82%13.57%5.63%12.03%-16.09%9.00%13.87%16.48%-4.14%12.75%

Returns By Period

In the year-to-date period, PMTIX achieves a -3.15% return, which is significantly lower than PBRNX's -1.82% return. Over the past 10 years, PMTIX has outperformed PBRNX with an annualized return of 8.05%, while PBRNX has yielded a comparatively lower 6.20% annualized return.


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%

PBRNX

1D
0.33%
1M
-5.35%
YTD
-1.82%
6M
0.01%
1Y
8.91%
3Y*
7.73%
5Y*
3.72%
10Y*
6.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PMTIX vs. PBRNX - Expense Ratio Comparison

PMTIX has a 0.01% expense ratio, which is lower than PBRNX's 0.03% expense ratio. Despite the difference, 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

PMTIX vs. PBRNX — Risk / Return Rank

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

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

PBRNX
PBRNX Risk / Return Rank: 6565
Overall Rank
PBRNX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
PBRNX Sortino Ratio Rank: 6565
Sortino Ratio Rank
PBRNX Omega Ratio Rank: 6363
Omega Ratio Rank
PBRNX Calmar Ratio Rank: 6666
Calmar Ratio Rank
PBRNX Martin Ratio Rank: 6565
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.

PMTIX vs. PBRNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal LifeTime 2030 Fund (PMTIX) and PIMCO RealPath Blend Income Fund (PBRNX). 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.


PMTIXPBRNXDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.19

-0.24

Sortino ratio

Return per unit of downside risk

1.41

1.66

-0.25

Omega ratio

Gain probability vs. loss probability

1.20

1.24

-0.04

Calmar ratio

Return relative to maximum drawdown

1.12

1.54

-0.41

Martin ratio

Return relative to average drawdown

5.30

6.19

-0.89

PMTIX vs. PBRNX - Sharpe Ratio Comparison

The current PMTIX Sharpe Ratio is 0.95, which is comparable to the PBRNX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of PMTIX and PBRNX, 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


PMTIXPBRNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.19

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.45

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.79

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.72

-0.25

Correlation

The correlation between PMTIX and PBRNX is 0.88, 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

PMTIX vs. PBRNX - Dividend Comparison

PMTIX's dividend yield for the trailing twelve months is around 10.01%, more than PBRNX's 4.26% yield.


TTM20252024202320222021202020192018201720162015
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%
PBRNX
PIMCO RealPath Blend Income Fund
4.26%4.19%4.56%4.16%3.63%5.95%4.29%4.42%2.48%2.16%3.17%2.57%

Drawdowns

PMTIX vs. PBRNX - Drawdown Comparison

The maximum PMTIX drawdown since its inception was -52.14%, which is greater than PBRNX's maximum drawdown of -21.90%. Use the drawdown chart below to compare losses from any high point for PMTIX and PBRNX.


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Drawdown Indicators


PMTIXPBRNXDifference

Max Drawdown

Largest peak-to-trough decline

-52.14%

-21.90%

-30.24%

Max Drawdown (1Y)

Largest decline over 1 year

-7.49%

-5.86%

-1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-23.05%

-21.90%

-1.15%

Max Drawdown (10Y)

Largest decline over 10 years

-25.87%

-21.90%

-3.97%

Current Drawdown

Current decline from peak

-5.85%

-5.35%

-0.50%

Average Drawdown

Average peak-to-trough decline

-6.83%

-3.83%

-3.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

1.45%

+0.14%

Volatility

PMTIX vs. PBRNX - Volatility Comparison

Principal LifeTime 2030 Fund (PMTIX) has a higher volatility of 3.33% compared to PIMCO RealPath Blend Income Fund (PBRNX) at 3.09%. This indicates that PMTIX's price experiences larger fluctuations and is considered to be riskier than PBRNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PMTIXPBRNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

3.09%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

5.61%

4.72%

+0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

9.78%

7.87%

+1.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.53%

8.33%

+2.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.19%

7.87%

+3.32%