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PTDIX vs. DRIWX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTDIX vs. DRIWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal LifeTime 2040 Fund (PTDIX) and Dimensional 2030 Target Date Retirement Income Fund (DRIWX). The values are adjusted to include any dividend payments, if applicable.

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PTDIX vs. DRIWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTDIX
Principal LifeTime 2040 Fund
-4.20%15.59%17.43%18.33%-18.13%15.35%16.04%24.91%-7.95%20.69%
DRIWX
Dimensional 2030 Target Date Retirement Income Fund
-1.66%9.89%5.12%10.05%-22.34%13.46%18.33%21.04%-7.35%15.68%

Returns By Period

In the year-to-date period, PTDIX achieves a -4.20% return, which is significantly lower than DRIWX's -1.66% return. Over the past 10 years, PTDIX has outperformed DRIWX with an annualized return of 9.48%, while DRIWX has yielded a comparatively lower 5.87% annualized return.


PTDIX

1D
-0.13%
1M
-7.05%
YTD
-4.20%
6M
-2.23%
1Y
11.01%
3Y*
13.35%
5Y*
6.84%
10Y*
9.48%

DRIWX

1D
0.67%
1M
-5.04%
YTD
-1.66%
6M
-1.03%
1Y
6.17%
3Y*
5.63%
5Y*
2.02%
10Y*
5.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTDIX vs. DRIWX - Expense Ratio Comparison

PTDIX has a 0.01% expense ratio, which is lower than DRIWX's 0.20% 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

PTDIX vs. DRIWX — Risk / Return Rank

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

PTDIX
PTDIX Risk / Return Rank: 4242
Overall Rank
PTDIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PTDIX Sortino Ratio Rank: 4242
Sortino Ratio Rank
PTDIX Omega Ratio Rank: 4141
Omega Ratio Rank
PTDIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
PTDIX Martin Ratio Rank: 4949
Martin Ratio Rank

DRIWX
DRIWX Risk / Return Rank: 3232
Overall Rank
DRIWX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
DRIWX Sortino Ratio Rank: 3030
Sortino Ratio Rank
DRIWX Omega Ratio Rank: 3030
Omega Ratio Rank
DRIWX Calmar Ratio Rank: 3535
Calmar Ratio Rank
DRIWX Martin Ratio Rank: 3333
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.

PTDIX vs. DRIWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal LifeTime 2040 Fund (PTDIX) and Dimensional 2030 Target Date Retirement Income Fund (DRIWX). 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.


PTDIXDRIWXDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.75

+0.11

Sortino ratio

Return per unit of downside risk

1.30

1.08

+0.21

Omega ratio

Gain probability vs. loss probability

1.18

1.16

+0.03

Calmar ratio

Return relative to maximum drawdown

1.00

0.96

+0.04

Martin ratio

Return relative to average drawdown

4.85

3.51

+1.34

PTDIX vs. DRIWX - Sharpe Ratio Comparison

The current PTDIX Sharpe Ratio is 0.86, which is comparable to the DRIWX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of PTDIX and DRIWX, 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


PTDIXDRIWXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.75

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.19

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.58

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.61

-0.16

Correlation

The correlation between PTDIX and DRIWX is 0.77, 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

PTDIX vs. DRIWX - Dividend Comparison

PTDIX's dividend yield for the trailing twelve months is around 10.23%, more than DRIWX's 7.09% yield.


TTM20252024202320222021202020192018201720162015
PTDIX
Principal LifeTime 2040 Fund
10.23%9.80%12.28%4.40%8.61%8.92%6.01%7.26%9.28%6.07%4.86%6.73%
DRIWX
Dimensional 2030 Target Date Retirement Income Fund
7.09%6.89%6.04%4.10%6.63%5.81%3.93%2.39%2.45%1.33%1.40%0.00%

Drawdowns

PTDIX vs. DRIWX - Drawdown Comparison

The maximum PTDIX drawdown since its inception was -54.38%, which is greater than DRIWX's maximum drawdown of -27.45%. Use the drawdown chart below to compare losses from any high point for PTDIX and DRIWX.


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Drawdown Indicators


PTDIXDRIWXDifference

Max Drawdown

Largest peak-to-trough decline

-54.38%

-27.45%

-26.93%

Max Drawdown (1Y)

Largest decline over 1 year

-9.72%

-6.48%

-3.24%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

-27.45%

+2.02%

Max Drawdown (10Y)

Largest decline over 10 years

-30.02%

-27.45%

-2.57%

Current Drawdown

Current decline from peak

-7.32%

-5.11%

-2.21%

Average Drawdown

Average peak-to-trough decline

-7.54%

-6.44%

-1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

1.78%

+0.23%

Volatility

PTDIX vs. DRIWX - Volatility Comparison

Principal LifeTime 2040 Fund (PTDIX) has a higher volatility of 4.17% compared to Dimensional 2030 Target Date Retirement Income Fund (DRIWX) at 3.10%. This indicates that PTDIX's price experiences larger fluctuations and is considered to be riskier than DRIWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTDIXDRIWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

3.10%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

7.34%

4.85%

+2.49%

Volatility (1Y)

Calculated over the trailing 1-year period

12.99%

9.11%

+3.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.44%

10.65%

+2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.79%

10.09%

+3.70%