PTDIX vs. PDSYX
PTDIX (Principal LifeTime 2040 Fund) and PDSYX (Principal Diversified Select Real Asset Fund) are both mutual funds - PTDIX is a Target Retirement Date fund managed by Principal, while PDSYX is a Global Allocation fund managed by Principal. Over the past 5 years, PTDIX returned 7.69%/yr vs 3.56%/yr for PDSYX. Their 0.76 correlation means they have sometimes moved together and sometimes differently. PTDIX charges 0.01%/yr vs 1.20%/yr for PDSYX.
Performance
PTDIX vs. PDSYX - Performance Comparison
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Returns By Period
In the year-to-date period, PTDIX achieves a 6.90% return, which is significantly higher than PDSYX's 5.66% return.
PTDIX
- 1D
- 1.31%
- 1M
- 0.11%
- 6M
- 4.58%
- YTD
- 6.90%
- 1Y
- 14.80%
- 3Y*
- 14.70%
- 5Y*
- 7.69%
- 10Y*
- 10.22%
- ALL TIME*
- 7.30%
PDSYX
- 1D
- 0.28%
- 1M
- 0.95%
- 6M
- 3.92%
- YTD
- 5.66%
- 1Y
- 9.38%
- 3Y*
- 5.91%
- 5Y*
- 3.56%
- 10Y*
- —
- ALL TIME*
- 4.91%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PTDIX vs. PDSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PTDIX Principal LifeTime 2040 Fund | 6.90% | 15.59% | 17.43% | 18.33% | -18.13% | 15.35% | 16.04% | 6.48% |
PDSYX Principal Diversified Select Real Asset Fund | 5.66% | 7.90% | 3.65% | 2.45% | -5.36% | 14.81% | 2.43% | 4.08% |
Correlation
The correlation between PTDIX and PDSYX is 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.46 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jul 11, 2019 | 0.76 |
Over the past year, the correlation between PTDIX and PDSYX has dropped to 0.46 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.
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Return for Risk
PTDIX vs. PDSYX — Risk / Return Rank
PTDIX
PDSYX
PTDIX vs. PDSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal LifeTime 2040 Fund (PTDIX) and Principal Diversified Select Real Asset Fund (PDSYX). 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.
| PTDIX | PDSYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.83 | ||
| Sortino ratioReturn per unit of downside risk | -3.07 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.63 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 4.72 | -2.90 |
| Martin ratioReturn relative to average drawdown | 7.76 | 18.93 | -11.18 |
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Drawdowns
PTDIX vs. PDSYX - Drawdown Comparison
The maximum PTDIX drawdown since its inception was -54.38%, which is greater than PDSYX's maximum drawdown of -30.01%. Use the drawdown chart below to compare losses from any high point for PTDIX and PDSYX.
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Drawdown Indicators
| PTDIX | PDSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.38% | -30.01% | -24.37% |
Max Drawdown (1Y)Largest decline over 1 year | -7.32% | -1.98% | -5.34% |
Max Drawdown (3Y)Largest decline over 3 years | -13.05% | -5.84% | -7.21% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -10.95% | -14.48% |
Max Drawdown (10Y)Largest decline over 10 years | -30.02% | — | — |
Current DrawdownCurrent decline from peak | -0.84% | 0.00% | -0.84% |
Average DrawdownAverage peak-to-trough decline | -7.45% | -4.26% | -3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 0.49% | +1.23% |
Volatility
PTDIX vs. PDSYX - Volatility Comparison
Principal LifeTime 2040 Fund (PTDIX) has a higher volatility of 2.85% compared to Principal Diversified Select Real Asset Fund (PDSYX) at 0.72%. This indicates that PTDIX's price experiences larger fluctuations and is considered to be riskier than PDSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTDIX | PDSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 0.72% | +2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.76% | 2.36% | +6.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.62% | 3.02% | +7.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.58% | 6.23% | +7.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.78% | 8.63% | +5.15% |
PTDIX vs. PDSYX - Expense Ratio Comparison
PTDIX has a 0.01% expense ratio, which is lower than PDSYX's 1.20% expense ratio.
Dividends
PTDIX vs. PDSYX - Dividend Comparison
PTDIX's dividend yield for the trailing twelve months is around 9.17%, more than PDSYX's 1.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PDSYX Principal Diversified Select Real Asset Fund | 1.55% | 1.85% | 2.18% | 2.06% | 1.58% | 7.46% | 2.70% | 1.21% | 0.00% | 0.00% | 0.00% | 0.00% |
PTDIX Principal LifeTime 2040 Fund | 9.17% | 9.80% | 12.28% | 4.40% | 8.61% | 8.92% | 6.01% | 7.26% | 9.28% | 6.07% | 4.86% | 6.73% |
Frequently Asked Questions
PTDIX and PDSYX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PTDIX has higher volatility (2.85%) compared to PDSYX (0.72%). In terms of maximum drawdown, PTDIX dropped -54.38% vs PDSYX's -30.01%.
PDSYX currently has the higher Sharpe Ratio (3.09 vs 1.26), 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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