PPLIX vs. TTIHX

Last updated Jun 5, 2026

PPLIX (Principal LifeTime 2050 Fund) and TTIHX (Nuveen Lifecycle Index 2055 Fund Class I) are both Target Retirement Date funds. Over the past 10 years, PPLIX returned 11.51%/yr vs 12.17%/yr for TTIHX. With a 0.98 correlation, they move nearly in lockstep. PPLIX charges 0.01%/yr vs 0.18%/yr for TTIHX.

Performance

PPLIX vs. TTIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal LifeTime 2050 Fund (PPLIX) and Nuveen Lifecycle Index 2055 Fund Class I (TTIHX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PPLIX achieves a 8.51% return, which is significantly lower than TTIHX's 11.43% return. Over the past 10 years, PPLIX has underperformed TTIHX with an annualized return of 11.51%, while TTIHX has yielded a comparatively higher 12.17% annualized return.

PPLIX

• 1D: -0.86%
• 1M: 2.83%
• YTD: 8.51%
• 6M: 8.86%
• 1Y: 21.33%
• 3Y*: 18.97%
• 5Y*: 9.25%
• 10Y*: 11.51%

TTIHX

• 1D: -0.71%
• 1M: 3.76%
• YTD: 11.43%
• 6M: 12.03%
• 1Y: 26.82%
• 3Y*: 19.52%
• 5Y*: 10.27%
• 10Y*: 12.17%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PPLIX vs. TTIHX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PPLIX Principal LifeTime 2050 Fund	8.51%	17.55%	19.12%	20.36%	-18.78%	17.04%	16.56%	26.67%	-8.74%	22.12%
TTIHX Nuveen Lifecycle Index 2055 Fund Class I	11.43%	20.97%	15.27%	20.62%	-17.68%	17.31%	17.11%	26.16%	-7.15%	19.41%

Correlation

The correlation between PPLIX and TTIHX is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.97
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (10Y) Calculated over the trailing 10-year period	0.97
Correlation (All Time) Calculated using the full available price history since Dec 9, 2015	0.98

The correlation between PPLIX and TTIHX has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

Return for Risk

PPLIX vs. TTIHX — Risk / Return Rank

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

PPLIX

PPLIX Risk / Return Rank: 45
PPLIX Sharpe Ratio Rank: 41
PPLIX Sortino Ratio Rank: 40
PPLIX Omega Ratio Rank: 42
PPLIX Calmar Ratio Rank: 44
PPLIX Martin Ratio Rank: 57

TTIHX

TTIHX Risk / Return Rank: 68
TTIHX Sharpe Ratio Rank: 68
TTIHX Sortino Ratio Rank: 65
TTIHX Omega Ratio Rank: 63
TTIHX Calmar Ratio Rank: 68
TTIHX Martin Ratio Rank: 75

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.

PPLIX vs. TTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal LifeTime 2050 Fund (PPLIX) and Nuveen Lifecycle Index 2055 Fund Class I (TTIHX). 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.

	PPLIX	TTIHX	Difference
Sharpe ratio: Return per unit of total volatility	1.85	2.37	-0.52
Sortino ratio: Return per unit of downside risk	2.63	3.29	-0.66
Omega ratio: Gain probability vs. loss probability	1.34	1.43	-0.09
Calmar ratio: Return relative to maximum drawdown	2.51	3.08	-0.57
Martin ratio: Return relative to average drawdown	11.27	13.71	-2.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PPLIX vs. TTIHX - Sharpe Ratio Comparison

The current PPLIX Sharpe Ratio is 1.85, which is comparable to the TTIHX Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of PPLIX and TTIHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PPLIX	TTIHX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.85	2.37	-0.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	0.71	-0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	0.78	-0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.74	-0.29

Drawdowns

PPLIX vs. TTIHX - Drawdown Comparison

The maximum PPLIX drawdown since its inception was -55.61%, which is greater than TTIHX's maximum drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for PPLIX and TTIHX.

Drawdown Indicators

	PPLIX	TTIHX	Difference
Max Drawdown Largest peak-to-trough decline	-55.61%	-31.83%	-23.78%
Max Drawdown (1Y) Largest decline over 1 year	-8.57%	-8.91%	+0.34%
Max Drawdown (3Y) Largest decline over 3 years	-15.59%	-15.14%	-0.45%
Max Drawdown (5Y) Largest decline over 5 years	-26.85%	-25.56%	-1.29%
Max Drawdown (10Y) Largest decline over 10 years	-32.67%	-31.83%	-0.84%
Current Drawdown Current decline from peak	-0.86%	-0.71%	-0.15%
Average Drawdown Average peak-to-trough decline	-8.30%	-4.48%	-3.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.90%	1.99%	-0.09%

Volatility

PPLIX vs. TTIHX - Volatility Comparison

Principal LifeTime 2050 Fund (PPLIX) and Nuveen Lifecycle Index 2055 Fund Class I (TTIHX) have volatilities of 3.39% and 3.50%, 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.

Volatility by Period

	PPLIX	TTIHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.39%	3.50%	-0.11%
Volatility (6M) Calculated over the trailing 6-month period	9.25%	9.21%	+0.04%
Volatility (1Y) Calculated over the trailing 1-year period	11.60%	11.56%	+0.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.47%	14.65%	+0.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.59%	15.73%	-0.14%

PPLIX vs. TTIHX - Expense Ratio Comparison

PPLIX has a 0.01% expense ratio, which is lower than TTIHX's 0.18% 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%.

Dividends

PPLIX vs. TTIHX - Dividend Comparison

PPLIX's dividend yield for the trailing twelve months is around 9.17%, more than TTIHX's 2.51% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PPLIX Principal LifeTime 2050 Fund	9.17%	9.95%	11.56%	4.41%	9.40%	8.04%	5.23%	7.16%	8.64%	5.12%	4.82%	6.07%
TTIHX Nuveen Lifecycle Index 2055 Fund Class I	2.51%	2.79%	2.10%	2.06%	2.21%	1.95%	1.62%	2.16%	2.59%	0.11%	2.35%	0.29%

Frequently Asked Questions

Can I hold both PPLIX and TTIHX in my portfolio?

With a correlation of 0.97, PPLIX and TTIHX 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.

Which is riskier, PPLIX or TTIHX?

TTIHX has higher volatility (3.50%) compared to PPLIX (3.39%). In terms of maximum drawdown, PPLIX dropped -55.61% vs TTIHX's -31.83%.

Which has better risk-adjusted returns?

TTIHX currently has the higher Sharpe Ratio (2.37 vs 1.85), 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.