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PTDIX vs. FMRFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTDIX vs. FMRFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal LifeTime 2040 Fund (PTDIX) and Fidelity Managed Retirement 2030 Fund Class K6 (FMRFX). The values are adjusted to include any dividend payments, if applicable.

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PTDIX vs. FMRFX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PTDIX
Principal LifeTime 2040 Fund
-4.20%15.59%17.43%18.33%-18.13%15.35%16.04%9.22%
FMRFX
Fidelity Managed Retirement 2030 Fund Class K6
-1.59%14.48%7.33%12.86%-16.18%9.11%14.08%7.39%

Returns By Period

In the year-to-date period, PTDIX achieves a -4.20% return, which is significantly lower than FMRFX's -1.59% 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%

FMRFX

1D
0.16%
1M
-5.44%
YTD
-1.59%
6M
0.41%
1Y
10.98%
3Y*
9.01%
5Y*
4.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTDIX vs. FMRFX - Expense Ratio Comparison

PTDIX has a 0.01% expense ratio, which is lower than FMRFX's 0.28% expense ratio.


Return for Risk

PTDIX vs. FMRFX — 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

FMRFX
FMRFX Risk / Return Rank: 7272
Overall Rank
FMRFX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FMRFX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FMRFX Omega Ratio Rank: 7171
Omega Ratio Rank
FMRFX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FMRFX Martin Ratio Rank: 7474
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. FMRFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal LifeTime 2040 Fund (PTDIX) and Fidelity Managed Retirement 2030 Fund Class K6 (FMRFX). 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.


PTDIXFMRFXDifference

Sharpe ratio

Return per unit of total volatility

0.86

1.31

-0.45

Sortino ratio

Return per unit of downside risk

1.30

1.85

-0.55

Omega ratio

Gain probability vs. loss probability

1.18

1.27

-0.09

Calmar ratio

Return relative to maximum drawdown

1.00

1.65

-0.65

Martin ratio

Return relative to average drawdown

4.85

7.13

-2.28

PTDIX vs. FMRFX - Sharpe Ratio Comparison

The current PTDIX Sharpe Ratio is 0.86, which is lower than the FMRFX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of PTDIX and FMRFX, 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


PTDIXFMRFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.31

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.48

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.67

-0.22

Correlation

The correlation between PTDIX and FMRFX is 0.92, 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. FMRFX - Dividend Comparison

PTDIX's dividend yield for the trailing twelve months is around 10.23%, more than FMRFX's 2.83% 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%
FMRFX
Fidelity Managed Retirement 2030 Fund Class K6
2.83%2.69%2.72%2.60%4.20%4.94%3.14%1.60%0.00%0.00%0.00%0.00%

Drawdowns

PTDIX vs. FMRFX - Drawdown Comparison

The maximum PTDIX drawdown since its inception was -54.38%, which is greater than FMRFX's maximum drawdown of -22.37%. Use the drawdown chart below to compare losses from any high point for PTDIX and FMRFX.


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Drawdown Indicators


PTDIXFMRFXDifference

Max Drawdown

Largest peak-to-trough decline

-54.38%

-22.37%

-32.01%

Max Drawdown (1Y)

Largest decline over 1 year

-9.72%

-6.36%

-3.36%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

-22.37%

-3.06%

Max Drawdown (10Y)

Largest decline over 10 years

-30.02%

Current Drawdown

Current decline from peak

-7.32%

-5.51%

-1.81%

Average Drawdown

Average peak-to-trough decline

-7.54%

-5.23%

-2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

1.47%

+0.54%

Volatility

PTDIX vs. FMRFX - Volatility Comparison

Principal LifeTime 2040 Fund (PTDIX) has a higher volatility of 4.17% compared to Fidelity Managed Retirement 2030 Fund Class K6 (FMRFX) at 3.31%. This indicates that PTDIX's price experiences larger fluctuations and is considered to be riskier than FMRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTDIXFMRFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

3.31%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

7.34%

5.11%

+2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

12.99%

8.53%

+4.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.44%

8.78%

+4.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.79%

10.04%

+3.75%