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SWBRX vs. PMTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWBRX vs. PMTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2010 Fund (SWBRX) and Principal LifeTime 2030 Fund (PMTIX). The values are adjusted to include any dividend payments, if applicable.

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SWBRX vs. PMTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWBRX
Schwab Target 2010 Fund
-1.80%11.25%7.36%11.82%-14.21%6.98%11.19%14.52%-3.45%10.24%
PMTIX
Principal LifeTime 2030 Fund
-3.15%13.25%12.86%15.11%-16.81%12.70%14.71%22.40%-7.45%18.41%

Returns By Period

In the year-to-date period, SWBRX achieves a -1.80% return, which is significantly higher than PMTIX's -3.15% return. Over the past 10 years, SWBRX has underperformed PMTIX with an annualized return of 5.32%, while PMTIX has yielded a comparatively higher 8.05% annualized return.


SWBRX

1D
0.23%
1M
-4.17%
YTD
-1.80%
6M
-0.26%
1Y
8.00%
3Y*
7.84%
5Y*
3.69%
10Y*
5.32%

PMTIX

1D
0.00%
1M
-5.66%
YTD
-3.15%
6M
-1.49%
1Y
9.21%
3Y*
10.71%
5Y*
5.31%
10Y*
8.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWBRX vs. PMTIX - Expense Ratio Comparison

SWBRX has a 0.00% expense ratio, which is lower than PMTIX's 0.01% 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

SWBRX vs. PMTIX — Risk / Return Rank

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

SWBRX
SWBRX Risk / Return Rank: 7373
Overall Rank
SWBRX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SWBRX Sortino Ratio Rank: 7474
Sortino Ratio Rank
SWBRX Omega Ratio Rank: 7070
Omega Ratio Rank
SWBRX Calmar Ratio Rank: 7474
Calmar Ratio Rank
SWBRX Martin Ratio Rank: 7575
Martin Ratio Rank

PMTIX
PMTIX Risk / Return Rank: 4949
Overall Rank
PMTIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
PMTIX Sortino Ratio Rank: 4949
Sortino Ratio Rank
PMTIX Omega Ratio Rank: 4848
Omega Ratio Rank
PMTIX Calmar Ratio Rank: 4545
Calmar Ratio Rank
PMTIX Martin Ratio Rank: 5454
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.

SWBRX vs. PMTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2010 Fund (SWBRX) and Principal LifeTime 2030 Fund (PMTIX). 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.


SWBRXPMTIXDifference

Sharpe ratio

Return per unit of total volatility

1.27

0.95

+0.32

Sortino ratio

Return per unit of downside risk

1.81

1.41

+0.40

Omega ratio

Gain probability vs. loss probability

1.26

1.20

+0.06

Calmar ratio

Return relative to maximum drawdown

1.70

1.12

+0.58

Martin ratio

Return relative to average drawdown

7.13

5.30

+1.83

SWBRX vs. PMTIX - Sharpe Ratio Comparison

The current SWBRX Sharpe Ratio is 1.27, which is higher than the PMTIX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of SWBRX and PMTIX, 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


SWBRXPMTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

0.95

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.51

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.72

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.47

+0.09

Correlation

The correlation between SWBRX and PMTIX is 0.94, 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

SWBRX vs. PMTIX - Dividend Comparison

SWBRX's dividend yield for the trailing twelve months is around 7.67%, less than PMTIX's 10.01% yield.


TTM20252024202320222021202020192018201720162015
SWBRX
Schwab Target 2010 Fund
7.67%7.53%6.88%4.35%4.59%4.86%2.64%4.91%6.25%2.22%1.79%1.86%
PMTIX
Principal LifeTime 2030 Fund
10.01%9.69%9.60%4.26%10.05%8.87%6.37%6.49%8.21%5.87%3.97%9.44%

Drawdowns

SWBRX vs. PMTIX - Drawdown Comparison

The maximum SWBRX drawdown since its inception was -37.52%, smaller than the maximum PMTIX drawdown of -52.14%. Use the drawdown chart below to compare losses from any high point for SWBRX and PMTIX.


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Drawdown Indicators


SWBRXPMTIXDifference

Max Drawdown

Largest peak-to-trough decline

-37.52%

-52.14%

+14.62%

Max Drawdown (1Y)

Largest decline over 1 year

-4.65%

-7.49%

+2.84%

Max Drawdown (5Y)

Largest decline over 5 years

-22.40%

-23.05%

+0.65%

Max Drawdown (10Y)

Largest decline over 10 years

-22.40%

-25.87%

+3.47%

Current Drawdown

Current decline from peak

-4.17%

-5.85%

+1.68%

Average Drawdown

Average peak-to-trough decline

-5.26%

-6.83%

+1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

1.59%

-0.48%

Volatility

SWBRX vs. PMTIX - Volatility Comparison

The current volatility for Schwab Target 2010 Fund (SWBRX) is 2.27%, while Principal LifeTime 2030 Fund (PMTIX) has a volatility of 3.33%. This indicates that SWBRX experiences smaller price fluctuations and is considered to be less risky than PMTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWBRXPMTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.27%

3.33%

-1.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.74%

5.61%

-1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

6.46%

9.78%

-3.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.76%

10.53%

-1.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.65%

11.19%

-3.54%