PortfoliosLab logoPortfoliosLab logo
SWPRX vs. PTDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWPRX vs. PTDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Target 2060 Fund (SWPRX) and Principal LifeTime 2040 Fund (PTDIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SWPRX vs. PTDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SWPRX
Schwab Target 2060 Fund
-4.10%20.66%14.28%21.13%-20.24%18.59%15.58%25.05%-10.61%21.77%
PTDIX
Principal LifeTime 2040 Fund
-4.20%15.59%17.43%18.33%-18.13%15.35%16.04%24.91%-7.95%19.91%

Returns By Period

The year-to-date returns for both stocks are quite close, with SWPRX having a -4.10% return and PTDIX slightly lower at -4.20%.


SWPRX

1D
-0.35%
1M
-9.09%
YTD
-4.10%
6M
-1.28%
1Y
16.69%
3Y*
14.32%
5Y*
7.55%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SWPRX vs. PTDIX - Expense Ratio Comparison

SWPRX has a 0.00% expense ratio, which is lower than PTDIX'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

SWPRX vs. PTDIX — Risk / Return Rank

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

SWPRX
SWPRX Risk / Return Rank: 6060
Overall Rank
SWPRX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SWPRX Sortino Ratio Rank: 6161
Sortino Ratio Rank
SWPRX Omega Ratio Rank: 6161
Omega Ratio Rank
SWPRX Calmar Ratio Rank: 5656
Calmar Ratio Rank
SWPRX Martin Ratio Rank: 6464
Martin Ratio Rank

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
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.

SWPRX vs. PTDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Target 2060 Fund (SWPRX) and Principal LifeTime 2040 Fund (PTDIX). 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.


SWPRXPTDIXDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.86

+0.19

Sortino ratio

Return per unit of downside risk

1.54

1.30

+0.25

Omega ratio

Gain probability vs. loss probability

1.23

1.18

+0.04

Calmar ratio

Return relative to maximum drawdown

1.32

1.00

+0.32

Martin ratio

Return relative to average drawdown

6.03

4.85

+1.18

SWPRX vs. PTDIX - Sharpe Ratio Comparison

The current SWPRX Sharpe Ratio is 1.05, which is comparable to the PTDIX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of SWPRX and PTDIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SWPRXPTDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.86

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.51

-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

0.59

0.45

+0.14

Correlation

The correlation between SWPRX and PTDIX 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

SWPRX vs. PTDIX - Dividend Comparison

SWPRX's dividend yield for the trailing twelve months is around 3.92%, less than PTDIX's 10.23% yield.


TTM20252024202320222021202020192018201720162015
SWPRX
Schwab Target 2060 Fund
3.92%3.76%3.11%3.30%6.08%4.64%1.79%4.29%5.07%2.55%0.00%0.00%
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%

Drawdowns

SWPRX vs. PTDIX - Drawdown Comparison

The maximum SWPRX drawdown since its inception was -32.94%, smaller than the maximum PTDIX drawdown of -54.38%. Use the drawdown chart below to compare losses from any high point for SWPRX and PTDIX.


Loading graphics...

Drawdown Indicators


SWPRXPTDIXDifference

Max Drawdown

Largest peak-to-trough decline

-32.94%

-54.38%

+21.44%

Max Drawdown (1Y)

Largest decline over 1 year

-11.21%

-9.72%

-1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-30.97%

-25.43%

-5.54%

Max Drawdown (10Y)

Largest decline over 10 years

-30.02%

Current Drawdown

Current decline from peak

-9.57%

-7.32%

-2.25%

Average Drawdown

Average peak-to-trough decline

-6.55%

-7.54%

+0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

2.01%

+0.45%

Volatility

SWPRX vs. PTDIX - Volatility Comparison

Schwab Target 2060 Fund (SWPRX) has a higher volatility of 5.09% compared to Principal LifeTime 2040 Fund (PTDIX) at 4.17%. This indicates that SWPRX's price experiences larger fluctuations and is considered to be riskier than PTDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SWPRXPTDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

4.17%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

9.15%

7.34%

+1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

15.87%

12.99%

+2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.93%

13.44%

+2.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.85%

13.79%

+3.06%