PRBMX vs. LTSTX

Last updated Jun 4, 2026

PRBMX (PIMCO RealPath Blend 2060 Fund) and LTSTX (Principal LifeTime 2025 Fund) are both Target Retirement Date funds. Over the past 5 years, PRBMX returned 10.74%/yr vs 5.67%/yr for LTSTX. Their correlation of 0.94 suggests significant overlap in exposure. PRBMX charges 0.06%/yr vs 0.01%/yr for LTSTX.

Performance

PRBMX vs. LTSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RealPath Blend 2060 Fund (PRBMX) and Principal LifeTime 2025 Fund (LTSTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PRBMX achieves a 12.77% return, which is significantly higher than LTSTX's 5.20% return.

PRBMX

• 1D: 0.35%
• 1M: 5.11%
• YTD: 12.77%
• 6M: 13.68%
• 1Y: 28.82%
• 3Y*: 19.70%
• 5Y*: 10.74%
• 10Y*: —

LTSTX

• 1D: 0.17%
• 1M: 2.49%
• YTD: 5.20%
• 6M: 5.33%
• 1Y: 13.74%
• 3Y*: 12.33%
• 5Y*: 5.67%
• 10Y*: 8.05%

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

PRBMX vs. LTSTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
PRBMX PIMCO RealPath Blend 2060 Fund	12.77%	20.74%	14.85%	20.06%	-16.80%	18.66%	13.41%
LTSTX Principal LifeTime 2025 Fund	5.20%	12.16%	11.91%	13.30%	-15.23%	10.91%	13.70%

Correlation

The correlation between PRBMX and LTSTX is 0.94, 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	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (All Time) Calculated using the full available price history since Jan 2, 2020	0.95

The correlation between PRBMX and LTSTX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

Return for Risk

PRBMX vs. LTSTX — Risk / Return Rank

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

PRBMX

PRBMX Risk / Return Rank: 74
PRBMX Sharpe Ratio Rank: 78
PRBMX Sortino Ratio Rank: 71
PRBMX Omega Ratio Rank: 71
PRBMX Calmar Ratio Rank: 71
PRBMX Martin Ratio Rank: 78

LTSTX

LTSTX Risk / Return Rank: 53
LTSTX Sharpe Ratio Rank: 50
LTSTX Sortino Ratio Rank: 52
LTSTX Omega Ratio Rank: 54
LTSTX Calmar Ratio Rank: 49
LTSTX Martin Ratio Rank: 60

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.

PRBMX vs. LTSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RealPath Blend 2060 Fund (PRBMX) and Principal LifeTime 2025 Fund (LTSTX). 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.

	PRBMX	LTSTX	Difference
Sharpe ratio: Return per unit of total volatility	2.58	2.11	+0.47
Sortino ratio: Return per unit of downside risk	3.53	3.05	+0.48
Omega ratio: Gain probability vs. loss probability	1.48	1.41	+0.07
Calmar ratio: Return relative to maximum drawdown	3.28	2.67	+0.61
Martin ratio: Return relative to average drawdown	14.74	12.06	+2.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRBMX vs. LTSTX - Sharpe Ratio Comparison

The current PRBMX Sharpe Ratio is 2.58, which is comparable to the LTSTX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of PRBMX and LTSTX, 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

	PRBMX	LTSTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.58	2.11	+0.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	0.62	+0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	0.48	+0.24

Drawdowns

PRBMX vs. LTSTX - Drawdown Comparison

The maximum PRBMX drawdown since its inception was -32.13%, smaller than the maximum LTSTX drawdown of -48.17%. Use the drawdown chart below to compare losses from any high point for PRBMX and LTSTX.

Drawdown Indicators

	PRBMX	LTSTX	Difference
Max Drawdown Largest peak-to-trough decline	-32.13%	-48.17%	+16.04%
Max Drawdown (1Y) Largest decline over 1 year	-8.95%	-5.24%	-3.71%
Max Drawdown (3Y) Largest decline over 3 years	-15.32%	-8.12%	-7.20%
Max Drawdown (5Y) Largest decline over 5 years	-25.27%	-21.01%	-4.26%
Max Drawdown (10Y) Largest decline over 10 years	—	-23.33%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-5.39%	-6.16%	+0.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.98%	1.16%	+0.82%

Volatility

PRBMX vs. LTSTX - Volatility Comparison

PIMCO RealPath Blend 2060 Fund (PRBMX) has a higher volatility of 3.42% compared to Principal LifeTime 2025 Fund (LTSTX) at 2.02%. This indicates that PRBMX's price experiences larger fluctuations and is considered to be riskier than LTSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRBMX	LTSTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.42%	2.02%	+1.40%
Volatility (6M) Calculated over the trailing 6-month period	8.99%	5.39%	+3.60%
Volatility (1Y) Calculated over the trailing 1-year period	11.40%	6.64%	+4.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.51%	9.18%	+5.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.17%	9.83%	+7.34%

PRBMX vs. LTSTX - Expense Ratio Comparison

PRBMX has a 0.06% expense ratio, which is higher than LTSTX'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%.

Dividends

PRBMX vs. LTSTX - Dividend Comparison

PRBMX's dividend yield for the trailing twelve months is around 3.01%, less than LTSTX's 11.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LTSTX Principal LifeTime 2025 Fund	11.59%	12.19%	9.74%	4.26%	8.00%	7.66%	5.25%	6.91%	6.39%	4.75%	3.65%	8.91%
PRBMX PIMCO RealPath Blend 2060 Fund	3.01%	3.01%	3.56%	1.53%	1.60%	10.13%	0.88%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PRBMX and LTSTX in my portfolio?

With a correlation of 0.94, PRBMX and LTSTX 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, PRBMX or LTSTX?

PRBMX has higher volatility (3.42%) compared to LTSTX (2.02%). In terms of maximum drawdown, PRBMX dropped -32.13% vs LTSTX's -48.17%.

Which has better risk-adjusted returns?

PRBMX currently has the higher Sharpe Ratio (2.58 vs 2.11), 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.