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PTEAX vs. PLSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTEAX vs. PLSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Tax-Exempt Bond Fund (PTEAX) and Principal LifeTime Strategic Income Fund (PLSIX). The values are adjusted to include any dividend payments, if applicable.

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PTEAX vs. PLSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTEAX
Principal Tax-Exempt Bond Fund
-0.76%4.68%2.10%6.35%-12.18%2.71%4.80%9.05%0.44%6.44%
PLSIX
Principal LifeTime Strategic Income Fund
-0.78%10.46%8.16%10.93%-13.11%4.40%10.19%12.77%-3.15%8.73%

Returns By Period

The year-to-date returns for both stocks are quite close, with PTEAX having a -0.76% return and PLSIX slightly lower at -0.78%. Over the past 10 years, PTEAX has underperformed PLSIX with an annualized return of 1.96%, while PLSIX has yielded a comparatively higher 4.85% annualized return.


PTEAX

1D
0.30%
1M
-2.37%
YTD
-0.76%
6M
0.69%
1Y
3.33%
3Y*
3.12%
5Y*
0.32%
10Y*
1.96%

PLSIX

1D
1.14%
1M
-2.71%
YTD
-0.78%
6M
0.30%
1Y
8.14%
3Y*
8.18%
5Y*
3.49%
10Y*
4.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTEAX vs. PLSIX - Expense Ratio Comparison

PTEAX has a 0.73% expense ratio, which is higher than PLSIX's 0.02% expense ratio.


Return for Risk

PTEAX vs. PLSIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PTEAX
PTEAX Risk / Return Rank: 2929
Overall Rank
PTEAX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
PTEAX Sortino Ratio Rank: 2323
Sortino Ratio Rank
PTEAX Omega Ratio Rank: 4343
Omega Ratio Rank
PTEAX Calmar Ratio Rank: 2929
Calmar Ratio Rank
PTEAX Martin Ratio Rank: 2424
Martin Ratio Rank

PLSIX
PLSIX Risk / Return Rank: 6464
Overall Rank
PLSIX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
PLSIX Sortino Ratio Rank: 6363
Sortino Ratio Rank
PLSIX Omega Ratio Rank: 6363
Omega Ratio Rank
PLSIX Calmar Ratio Rank: 6262
Calmar Ratio Rank
PLSIX Martin Ratio Rank: 6767
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.

PTEAX vs. PLSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Tax-Exempt Bond Fund (PTEAX) and Principal LifeTime Strategic Income Fund (PLSIX). 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.


PTEAXPLSIXDifference

Sharpe ratio

Return per unit of total volatility

0.75

1.27

-0.52

Sortino ratio

Return per unit of downside risk

1.02

1.80

-0.78

Omega ratio

Gain probability vs. loss probability

1.20

1.27

-0.06

Calmar ratio

Return relative to maximum drawdown

0.92

1.72

-0.80

Martin ratio

Return relative to average drawdown

2.95

7.43

-4.49

PTEAX vs. PLSIX - Sharpe Ratio Comparison

The current PTEAX Sharpe Ratio is 0.75, which is lower than the PLSIX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of PTEAX and PLSIX, 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


PTEAXPLSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

1.27

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.52

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.83

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.44

-0.14

Correlation

The correlation between PTEAX and PLSIX is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PTEAX vs. PLSIX - Dividend Comparison

PTEAX's dividend yield for the trailing twelve months is around 3.87%, less than PLSIX's 5.83% yield.


TTM20252024202320222021202020192018201720162015
PTEAX
Principal Tax-Exempt Bond Fund
3.87%4.66%3.73%2.81%2.27%2.15%2.23%3.09%3.68%3.69%3.91%3.75%
PLSIX
Principal LifeTime Strategic Income Fund
5.83%5.79%6.17%2.59%5.27%7.76%3.80%5.45%7.67%4.76%2.50%2.11%

Drawdowns

PTEAX vs. PLSIX - Drawdown Comparison

The maximum PTEAX drawdown since its inception was -38.72%, roughly equal to the maximum PLSIX drawdown of -40.52%. Use the drawdown chart below to compare losses from any high point for PTEAX and PLSIX.


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Drawdown Indicators


PTEAXPLSIXDifference

Max Drawdown

Largest peak-to-trough decline

-38.72%

-40.52%

+1.80%

Max Drawdown (1Y)

Largest decline over 1 year

-4.78%

-4.96%

+0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-17.37%

-17.93%

+0.56%

Max Drawdown (10Y)

Largest decline over 10 years

-17.37%

-17.93%

+0.56%

Current Drawdown

Current decline from peak

-2.66%

-3.04%

+0.38%

Average Drawdown

Average peak-to-trough decline

-5.95%

-6.71%

+0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

1.15%

+0.35%

Volatility

PTEAX vs. PLSIX - Volatility Comparison

The current volatility for Principal Tax-Exempt Bond Fund (PTEAX) is 1.09%, while Principal LifeTime Strategic Income Fund (PLSIX) has a volatility of 2.75%. This indicates that PTEAX experiences smaller price fluctuations and is considered to be less risky than PLSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PTEAXPLSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

2.75%

-1.66%

Volatility (6M)

Calculated over the trailing 6-month period

1.82%

4.04%

-2.22%

Volatility (1Y)

Calculated over the trailing 1-year period

4.92%

6.58%

-1.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.96%

6.78%

-2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.39%

5.84%

-1.45%