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PTDIX vs. SWQRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTDIX vs. SWQRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal LifeTime 2040 Fund (PTDIX) and Schwab Target 2065 Fund (SWQRX). The values are adjusted to include any dividend payments, if applicable.

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PTDIX vs. SWQRX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PTDIX
Principal LifeTime 2040 Fund
-4.20%15.59%17.43%18.33%-18.13%13.14%
SWQRX
Schwab Target 2065 Fund
-4.16%20.95%14.36%21.21%-20.23%15.97%

Returns By Period

The year-to-date returns for both investments are quite close, with PTDIX having a -4.20% return and SWQRX slightly higher at -4.16%.


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%

SWQRX

1D
-0.40%
1M
-9.27%
YTD
-4.16%
6M
-1.31%
1Y
16.97%
3Y*
14.45%
5Y*
7.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTDIX vs. SWQRX - Expense Ratio Comparison

PTDIX has a 0.01% expense ratio, which is higher than SWQRX's 0.00% expense ratio. However, 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. SWQRX — 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

SWQRX
SWQRX Risk / Return Rank: 6060
Overall Rank
SWQRX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SWQRX Sortino Ratio Rank: 6161
Sortino Ratio Rank
SWQRX Omega Ratio Rank: 6060
Omega Ratio Rank
SWQRX Calmar Ratio Rank: 5656
Calmar Ratio Rank
SWQRX Martin Ratio Rank: 6363
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. SWQRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal LifeTime 2040 Fund (PTDIX) and Schwab Target 2065 Fund (SWQRX). 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.


PTDIXSWQRXDifference

Sharpe ratio

Return per unit of total volatility

0.86

1.05

-0.19

Sortino ratio

Return per unit of downside risk

1.30

1.55

-0.25

Omega ratio

Gain probability vs. loss probability

1.18

1.23

-0.04

Calmar ratio

Return relative to maximum drawdown

1.00

1.32

-0.31

Martin ratio

Return relative to average drawdown

4.85

5.99

-1.14

PTDIX vs. SWQRX - Sharpe Ratio Comparison

The current PTDIX Sharpe Ratio is 0.86, which is comparable to the SWQRX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of PTDIX and SWQRX, 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


PTDIXSWQRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.05

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.48

+0.03

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

0.52

-0.07

Correlation

The correlation between PTDIX and SWQRX is 0.96, 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. SWQRX - Dividend Comparison

PTDIX's dividend yield for the trailing twelve months is around 10.23%, more than SWQRX's 3.30% 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%
SWQRX
Schwab Target 2065 Fund
3.30%3.16%2.92%3.31%5.00%2.69%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PTDIX vs. SWQRX - Drawdown Comparison

The maximum PTDIX drawdown since its inception was -54.38%, which is greater than SWQRX's maximum drawdown of -28.26%. Use the drawdown chart below to compare losses from any high point for PTDIX and SWQRX.


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Drawdown Indicators


PTDIXSWQRXDifference

Max Drawdown

Largest peak-to-trough decline

-54.38%

-28.26%

-26.12%

Max Drawdown (1Y)

Largest decline over 1 year

-9.72%

-11.39%

+1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

-28.26%

+2.83%

Max Drawdown (10Y)

Largest decline over 10 years

-30.02%

Current Drawdown

Current decline from peak

-7.32%

-9.80%

+2.48%

Average Drawdown

Average peak-to-trough decline

-7.54%

-6.85%

-0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

2.50%

-0.49%

Volatility

PTDIX vs. SWQRX - Volatility Comparison

The current volatility for Principal LifeTime 2040 Fund (PTDIX) is 4.17%, while Schwab Target 2065 Fund (SWQRX) has a volatility of 5.12%. This indicates that PTDIX experiences smaller price fluctuations and is considered to be less risky than SWQRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTDIXSWQRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

5.12%

-0.95%

Volatility (6M)

Calculated over the trailing 6-month period

7.34%

9.30%

-1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

12.99%

16.13%

-3.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.44%

15.84%

-2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.79%

15.82%

-2.03%