TCLEX vs. LTSTX

Last updated Jun 3, 2026

TCLEX (TIAA-CREF Lifecycle 2010 Fund) and LTSTX (Principal LifeTime 2025 Fund) are both Target Retirement Date funds. Over the past 10 years, TCLEX returned 5.87%/yr vs 8.04%/yr for LTSTX. With a 0.96 correlation, they move nearly in lockstep. TCLEX charges 0.51%/yr vs 0.01%/yr for LTSTX.

Performance

TCLEX vs. LTSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle 2010 Fund (TCLEX) and Principal LifeTime 2025 Fund (LTSTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TCLEX achieves a 4.09% return, which is significantly lower than LTSTX's 5.01% return. Over the past 10 years, TCLEX has underperformed LTSTX with an annualized return of 5.87%, while LTSTX has yielded a comparatively higher 8.04% annualized return.

TCLEX

• 1D: 0.07%
• 1M: 1.37%
• YTD: 4.09%
• 6M: 4.61%
• 1Y: 12.24%
• 3Y*: 9.56%
• 5Y*: 4.21%
• 10Y*: 5.87%

LTSTX

• 1D: 0.26%
• 1M: 2.04%
• YTD: 5.01%
• 6M: 5.40%
• 1Y: 13.75%
• 3Y*: 12.27%
• 5Y*: 5.57%
• 10Y*: 8.04%

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

TCLEX vs. LTSTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TCLEX TIAA-CREF Lifecycle 2010 Fund	4.09%	11.22%	7.31%	10.64%	-12.64%	6.62%	10.95%	15.14%	-4.14%	9.99%
LTSTX Principal LifeTime 2025 Fund	5.01%	12.16%	11.91%	13.30%	-15.23%	10.91%	13.70%	20.50%	-6.41%	16.75%

Correlation

The correlation between TCLEX and LTSTX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (10Y) Calculated over the trailing 10-year period	0.95
Correlation (All Time) Calculated using the full available price history since Mar 3, 2008	0.96

The correlation between TCLEX and LTSTX has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

Return for Risk

TCLEX vs. LTSTX — Risk / Return Rank

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

TCLEX

TCLEX Risk / Return Rank: 70
TCLEX Sharpe Ratio Rank: 72
TCLEX Sortino Ratio Rank: 76
TCLEX Omega Ratio Rank: 74
TCLEX Calmar Ratio Rank: 61
TCLEX Martin Ratio Rank: 69

LTSTX

LTSTX Risk / Return Rank: 54
LTSTX Sharpe Ratio Rank: 51
LTSTX Sortino Ratio Rank: 53
LTSTX Omega Ratio Rank: 54
LTSTX Calmar Ratio Rank: 49
LTSTX Martin Ratio Rank: 61

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.

TCLEX vs. LTSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle 2010 Fund (TCLEX) and Principal LifeTime 2025 Fund (LTSTX). 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.

	TCLEX	LTSTX	Difference
Sharpe ratio Return per unit of total volatility	2.47	2.11	+0.36
Sortino ratio Return per unit of downside risk	3.66	3.05	+0.61
Omega ratio Gain probability vs. loss probability	1.49	1.41	+0.08
Calmar ratio Return relative to maximum drawdown	3.00	2.68	+0.32
Martin ratio Return relative to average drawdown	13.38	12.12	+1.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TCLEX vs. LTSTX - Sharpe Ratio Comparison

The current TCLEX Sharpe Ratio is 2.47, which is comparable to the LTSTX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of TCLEX and LTSTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TCLEX	LTSTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.47	2.11	+0.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.61	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.84	0.82	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.48	+0.12

Drawdowns

TCLEX vs. LTSTX - Drawdown Comparison

The maximum TCLEX drawdown since its inception was -35.33%, smaller than the maximum LTSTX drawdown of -48.17%. Use the drawdown chart below to compare losses from any high point for TCLEX and LTSTX.

Drawdown Indicators

	TCLEX	LTSTX	Difference
Max Drawdown Largest peak-to-trough decline	-35.33%	-48.17%	+12.84%
Max Drawdown (1Y) Largest decline over 1 year	-4.28%	-5.24%	+0.96%
Max Drawdown (3Y) Largest decline over 3 years	-8.25%	-8.12%	-0.13%
Max Drawdown (5Y) Largest decline over 5 years	-17.31%	-21.01%	+3.70%
Max Drawdown (10Y) Largest decline over 10 years	-17.31%	-23.33%	+6.02%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-3.99%	-6.16%	+2.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.96%	1.16%	-0.20%

Volatility

TCLEX vs. LTSTX - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle 2010 Fund (TCLEX) is 1.67%, while Principal LifeTime 2025 Fund (LTSTX) has a volatility of 2.03%. This indicates that TCLEX experiences smaller price fluctuations and is considered to be less risky than LTSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TCLEX	LTSTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.67%	2.03%	-0.36%
Volatility (6M) Calculated over the trailing 6-month period	4.10%	5.39%	-1.29%
Volatility (1Y) Calculated over the trailing 1-year period	5.07%	6.65%	-1.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.90%	9.18%	-2.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.00%	9.83%	-2.83%

TCLEX vs. LTSTX - Expense Ratio Comparison

TCLEX has a 0.51% expense ratio, which is higher than LTSTX's 0.01% expense ratio.

Dividends

TCLEX vs. LTSTX - Dividend Comparison

TCLEX's dividend yield for the trailing twelve months is around 5.12%, less than LTSTX's 11.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LTSTX Principal LifeTime 2025 Fund	11.61%	12.19%	9.74%	4.26%	8.00%	7.66%	5.25%	6.91%	6.39%	4.75%	3.65%	8.91%
TCLEX TIAA-CREF Lifecycle 2010 Fund	5.12%	5.33%	4.44%	2.95%	5.91%	8.53%	6.93%	3.95%	5.60%	1.72%	3.45%	2.47%

Frequently Asked Questions

Can I hold both TCLEX and LTSTX in my portfolio?

With a correlation of 0.96, TCLEX and LTSTX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, TCLEX or LTSTX?

LTSTX has higher volatility (2.03%) compared to TCLEX (1.67%). In terms of maximum drawdown, TCLEX dropped -35.33% vs LTSTX's -48.17%.

Which has better risk-adjusted returns?

TCLEX currently has the higher Sharpe Ratio (2.47 vs 2.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.