PTDIX vs. TDIFX
Compare and contrast key facts about Principal LifeTime 2040 Fund (PTDIX) and Dimensional Retirement Income Fund (TDIFX).
PTDIX is managed by Principal. It was launched on Feb 28, 2001. TDIFX is managed by Dimensional. It was launched on Nov 1, 2015.
Performance
PTDIX vs. TDIFX - Performance Comparison
Loading graphics...
PTDIX vs. TDIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTDIX Principal LifeTime 2040 Fund | -1.98% | 15.59% | 17.43% | 18.33% | -18.13% | 15.35% | 16.04% | 24.91% | -7.95% | 20.69% |
TDIFX Dimensional Retirement Income Fund | 0.21% | 7.22% | 6.21% | 7.76% | -9.37% | 14.53% | 9.33% | 9.96% | -1.98% | 5.17% |
Returns By Period
In the year-to-date period, PTDIX achieves a -1.98% return, which is significantly lower than TDIFX's 0.21% return. Over the past 10 years, PTDIX has outperformed TDIFX with an annualized return of 9.73%, while TDIFX has yielded a comparatively lower 4.81% annualized return.
PTDIX
- 1D
- 2.32%
- 1M
- -4.50%
- YTD
- -1.98%
- 6M
- -0.35%
- 1Y
- 13.16%
- 3Y*
- 14.22%
- 5Y*
- 7.08%
- 10Y*
- 9.73%
TDIFX
- 1D
- 0.59%
- 1M
- -1.59%
- YTD
- 0.21%
- 6M
- 0.88%
- 1Y
- 5.68%
- 3Y*
- 5.90%
- 5Y*
- 4.81%
- 10Y*
- 4.81%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PTDIX vs. TDIFX - Expense Ratio Comparison
PTDIX has a 0.01% expense ratio, which is lower than TDIFX's 0.06% 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. TDIFX — Risk / Return Rank
PTDIX
TDIFX
PTDIX vs. TDIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal LifeTime 2040 Fund (PTDIX) and Dimensional Retirement Income Fund (TDIFX). 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.
| PTDIX | TDIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.47 | -0.44 |
Sortino ratioReturn per unit of downside risk | 1.55 | 2.07 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.31 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.47 | -0.06 |
Martin ratioReturn relative to average drawdown | 6.70 | 6.12 | +0.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PTDIX | TDIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.47 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.84 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.96 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 1.00 | -0.55 |
Correlation
The correlation between PTDIX and TDIFX is 0.74, 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. TDIFX - Dividend Comparison
PTDIX's dividend yield for the trailing twelve months is around 10.00%, more than TDIFX's 2.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTDIX Principal LifeTime 2040 Fund | 10.00% | 9.80% | 12.28% | 4.40% | 8.61% | 8.92% | 6.01% | 7.26% | 9.28% | 6.07% | 4.86% | 6.73% |
TDIFX Dimensional Retirement Income Fund | 2.06% | 1.77% | 3.11% | 3.09% | 4.66% | 9.39% | 1.39% | 1.98% | 2.11% | 0.98% | 0.89% | 0.00% |
Drawdowns
PTDIX vs. TDIFX - Drawdown Comparison
The maximum PTDIX drawdown since its inception was -54.38%, which is greater than TDIFX's maximum drawdown of -12.21%. Use the drawdown chart below to compare losses from any high point for PTDIX and TDIFX.
Loading graphics...
Drawdown Indicators
| PTDIX | TDIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.38% | -12.21% | -42.17% |
Max Drawdown (1Y)Largest decline over 1 year | -9.72% | -2.84% | -6.88% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -12.21% | -13.22% |
Max Drawdown (10Y)Largest decline over 10 years | -30.02% | -12.21% | -17.81% |
Current DrawdownCurrent decline from peak | -5.17% | -1.83% | -3.34% |
Average DrawdownAverage peak-to-trough decline | -7.54% | -1.77% | -5.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 0.84% | +1.20% |
Volatility
PTDIX vs. TDIFX - Volatility Comparison
Principal LifeTime 2040 Fund (PTDIX) has a higher volatility of 4.94% compared to Dimensional Retirement Income Fund (TDIFX) at 1.51%. This indicates that PTDIX's price experiences larger fluctuations and is considered to be riskier than TDIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PTDIX | TDIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 1.51% | +3.43% |
Volatility (6M)Calculated over the trailing 6-month period | 7.68% | 2.32% | +5.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.16% | 4.34% | +8.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.48% | 5.89% | +7.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.80% | 5.05% | +8.75% |