PRERX vs. PLTNX
PRERX (Principal Real Estate Securities Fund) and PLTNX (Principal LifeTime Hybrid 2055 Fund) are both mutual funds - PRERX is a REIT fund managed by Principal, while PLTNX is a Target Retirement Date fund managed by Principal. Over the past 10 years, PRERX returned 6.12%/yr vs 12.04%/yr for PLTNX. A 0.59 correlation means they provide meaningful diversification when combined. PRERX charges 1.37%/yr vs 0.05%/yr for PLTNX.
Performance
PRERX vs. PLTNX - Performance Comparison
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Returns By Period
In the year-to-date period, PRERX achieves a 14.23% return, which is significantly higher than PLTNX's 8.52% return. Over the past 10 years, PRERX has underperformed PLTNX with an annualized return of 6.12%, while PLTNX has yielded a comparatively higher 12.04% annualized return.
PRERX
- 1D
- 1.40%
- 1M
- 0.65%
- YTD
- 14.23%
- 6M
- 13.93%
- 1Y
- 10.25%
- 3Y*
- 10.90%
- 5Y*
- 3.19%
- 10Y*
- 6.12%
PLTNX
- 1D
- -1.88%
- 1M
- -0.39%
- YTD
- 8.52%
- 6M
- 7.64%
- 1Y
- 21.99%
- 3Y*
- 18.58%
- 5Y*
- 9.77%
- 10Y*
- 12.04%
PRERX vs. PLTNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRERX Principal Real Estate Securities Fund | 14.23% | 0.69% | 4.93% | 12.74% | -25.59% | 38.94% | -3.75% | 30.47% | -4.77% | 8.49% |
PLTNX Principal LifeTime Hybrid 2055 Fund | 8.52% | 19.89% | 17.25% | 20.33% | -18.49% | 19.70% | 15.78% | 26.17% | -9.84% | 21.03% |
Correlation
The correlation between PRERX and PLTNX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2014 | 0.59 |
Over the past year, the correlation between PRERX and PLTNX has dropped to 0.28 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.
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Return for Risk
PRERX vs. PLTNX — Risk / Return Rank
PRERX
PLTNX
PRERX vs. PLTNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Real Estate Securities Fund (PRERX) and Principal LifeTime Hybrid 2055 Fund (PLTNX). 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.
| PRERX | PLTNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.34 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.41 | 2.72 | -1.31 |
| Martin ratioReturn relative to average drawdown | 3.67 | 12.10 | -8.43 |
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Drawdowns
PRERX vs. PLTNX - Drawdown Comparison
The maximum PRERX drawdown since its inception was -70.21%, which is greater than PLTNX's maximum drawdown of -32.71%. Use the drawdown chart below to compare losses from any high point for PRERX and PLTNX.
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Drawdown Indicators
| PRERX | PLTNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.21% | -32.71% | -37.50% |
Max Drawdown (1Y)Largest decline over 1 year | -7.46% | -8.66% | +1.20% |
Max Drawdown (3Y)Largest decline over 3 years | -15.93% | -16.66% | +0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -31.45% | -25.48% | -5.97% |
Max Drawdown (10Y)Largest decline over 10 years | -41.25% | -32.71% | -8.54% |
Current DrawdownCurrent decline from peak | -0.30% | -2.81% | +2.51% |
Average DrawdownAverage peak-to-trough decline | -11.65% | -4.76% | -6.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 1.95% | +0.91% |
Volatility
PRERX vs. PLTNX - Volatility Comparison
The current volatility for Principal Real Estate Securities Fund (PRERX) is 5.03%, while Principal LifeTime Hybrid 2055 Fund (PLTNX) has a volatility of 5.41%. This indicates that PRERX experiences smaller price fluctuations and is considered to be less risky than PLTNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRERX | PLTNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 5.41% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 10.09% | 10.63% | -0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.36% | 12.87% | +0.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.42% | 15.63% | +2.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.72% | 15.84% | +3.88% |
PRERX vs. PLTNX - Expense Ratio Comparison
PRERX has a 1.37% expense ratio, which is higher than PLTNX's 0.05% expense ratio.
Dividends
PRERX vs. PLTNX - Dividend Comparison
PRERX's dividend yield for the trailing twelve months is around 1.82%, less than PLTNX's 4.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PLTNX Principal LifeTime Hybrid 2055 Fund | 4.23% | 4.59% | 4.40% | 2.84% | 9.11% | 4.23% | 3.11% | 3.47% | 4.68% | 2.21% | 1.99% | 1.63% |
PRERX Principal Real Estate Securities Fund | 1.82% | 2.23% | 3.79% | 2.28% | 3.07% | 3.90% | 2.28% | 2.66% | 3.78% | 3.24% | 4.02% | 6.62% |
Frequently Asked Questions
PRERX and PLTNX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PLTNX has higher volatility (5.41%) compared to PRERX (5.03%). In terms of maximum drawdown, PRERX dropped -70.21% vs PLTNX's -32.71%.
PLTNX currently has the higher Sharpe Ratio (1.84 vs 0.79), 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.
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