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PTDIX vs. PLGIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PTDIX vs. PLGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal LifeTime 2040 Fund (PTDIX) and Principal LargeCap Growth Fund I (PLGIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PTDIX achieves a 6.90% return, which is significantly higher than PLGIX's -1.62% return. Over the past 10 years, PTDIX has underperformed PLGIX with an annualized return of 10.22%, while PLGIX has yielded a comparatively higher 18.96% annualized 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%

PLGIX

1D
3.14%
1M
-2.17%
6M
1.55%
YTD
-1.62%
1Y
2.16%
3Y*
29.13%
5Y*
13.82%
10Y*
18.96%
ALL TIME*
9.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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. PLGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTDIX
Principal LifeTime 2040 Fund
6.90%15.59%17.43%18.33%-18.13%15.35%16.04%24.91%-7.95%20.69%
PLGIX
Principal LargeCap Growth Fund I
-1.62%11.59%83.01%40.40%-34.05%21.49%36.06%34.89%3.44%33.67%

Correlation

The correlation between PTDIX and PLGIX is 0.85, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.85

Correlation (3Y)
Balances recent behavior with more history.

0.84

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.88

Correlation (10Y)
Provides a long-term view across more market conditions.

0.88

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2001

0.91

The correlation between PTDIX and PLGIX has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.

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Return for Risk

PTDIX vs. PLGIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PTDIX
PTDIX Risk / Return Rank: 4949
Overall Rank
PTDIX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
PTDIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
PTDIX Omega Ratio Rank: 4444
Omega Ratio Rank
PTDIX Calmar Ratio Rank: 4949
Calmar Ratio Rank
PTDIX Martin Ratio Rank: 6161
Martin Ratio Rank

PLGIX
PLGIX Risk / Return Rank: 55
Overall Rank
PLGIX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
PLGIX Sortino Ratio Rank: 55
Sortino Ratio Rank
PLGIX Omega Ratio Rank: 55
Omega Ratio Rank
PLGIX Calmar Ratio Rank: 55
Calmar Ratio Rank
PLGIX Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PTDIX vs. PLGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal LifeTime 2040 Fund (PTDIX) and Principal LargeCap Growth Fund I (PLGIX). 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.


PTDIXPLGIXDifference
Sharpe ratioReturn per unit of total volatility

+1.26

Sortino ratioReturn per unit of downside risk

+1.69

Omega ratioGain probability vs. loss probability

1.23

1.01

+0.21

Calmar ratioReturn relative to maximum drawdown

1.82

-0.00

+1.82

Martin ratioReturn relative to average drawdown

7.76

-0.01

+7.76

PTDIX vs. PLGIX - Sharpe Ratio Comparison

The current PTDIX Sharpe Ratio is 1.26, which is higher than the PLGIX Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of PTDIX and PLGIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PTDIX vs. PLGIX - Drawdown Comparison

The maximum PTDIX drawdown since its inception was -54.38%, roughly equal to the maximum PLGIX drawdown of -55.43%. Use the drawdown chart below to compare losses from any high point for PTDIX and PLGIX.


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Drawdown Indicators


PTDIXPLGIXDifference

Max Drawdown

Largest peak-to-trough decline

-54.38%

-55.43%

+1.05%

Max Drawdown (1Y)

Largest decline over 1 year

-7.32%

-18.32%

+11.00%

Max Drawdown (3Y)

Largest decline over 3 years

-13.05%

-21.39%

+8.34%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

-40.63%

+15.20%

Max Drawdown (10Y)

Largest decline over 10 years

-30.02%

-40.63%

+10.61%

Current Drawdown

Current decline from peak

-0.84%

-7.56%

+6.72%

Average Drawdown

Average peak-to-trough decline

-7.45%

-13.21%

+5.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

6.32%

-4.60%

Volatility

PTDIX vs. PLGIX - Volatility Comparison

The current volatility for Principal LifeTime 2040 Fund (PTDIX) is 2.85%, while Principal LargeCap Growth Fund I (PLGIX) has a volatility of 5.94%. This indicates that PTDIX experiences smaller price fluctuations and is considered to be less risky than PLGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTDIXPLGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

5.94%

-3.09%

Volatility (6M)

Calculated over the trailing 6-month period

8.76%

14.18%

-5.42%

Volatility (1Y)

Calculated over the trailing 1-year period

10.62%

17.18%

-6.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.58%

30.32%

-16.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.78%

25.51%

-11.73%

PTDIX vs. PLGIX - Expense Ratio Comparison

PTDIX has a 0.01% expense ratio, which is lower than PLGIX's 0.67% expense ratio.


Dividends

PTDIX vs. PLGIX - Dividend Comparison

PTDIX's dividend yield for the trailing twelve months is around 9.17%, less than PLGIX's 14.69% yield.


PositionTTM20252024202320222021202020192018201720162015
PLGIX
Principal LargeCap Growth Fund I
14.69%14.45%63.77%5.99%11.57%11.34%7.03%8.01%16.41%7.05%4.64%12.51%
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 PLGIX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PLGIX has higher volatility (5.94%) compared to PTDIX (2.85%). In terms of maximum drawdown, PTDIX dropped -54.38% vs PLGIX's -55.43%.

PTDIX currently has the higher Sharpe Ratio (1.26 vs -0.00), 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.

Portfolio Optimizer

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