TNXIX vs. LTSTX

Last updated Jun 3, 2026

TNXIX (1290 Retirement 2060 Fund) and LTSTX (Principal LifeTime 2025 Fund) are both Target Retirement Date funds. Over the past 5 years, TNXIX returned 12.05%/yr vs 5.57%/yr for LTSTX. Their correlation of 0.89 suggests significant overlap in exposure. TNXIX charges 0.52%/yr vs 0.01%/yr for LTSTX.

Performance

TNXIX vs. LTSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 1290 Retirement 2060 Fund (TNXIX) 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, TNXIX achieves a 9.92% return, which is significantly higher than LTSTX's 5.01% return.

TNXIX

• 1D: 0.34%
• 1M: 5.48%
• YTD: 9.92%
• 6M: 9.50%
• 1Y: 29.15%
• 3Y*: 21.78%
• 5Y*: 12.05%
• 10Y*: —

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)

TNXIX vs. LTSTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TNXIX 1290 Retirement 2060 Fund	9.92%	16.99%	30.13%	13.71%	-13.94%	19.21%	6.93%	25.04%	-5.65%	11.87%
LTSTX Principal LifeTime 2025 Fund	5.01%	12.16%	11.91%	13.30%	-15.23%	10.91%	13.70%	20.50%	-6.41%	11.97%

Correlation

The correlation between TNXIX and LTSTX is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (All Time) Calculated using the full available price history since Feb 28, 2017	0.89

The correlation between TNXIX and LTSTX shifts across timeframes, from 0.79 (3 years) to 0.89 (all time), reflecting how their relationship changes across market environments.

Return for Risk

TNXIX vs. LTSTX — Risk / Return Rank

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

TNXIX

TNXIX Risk / Return Rank: 44
TNXIX Sharpe Ratio Rank: 46
TNXIX Sortino Ratio Rank: 41
TNXIX Omega Ratio Rank: 43
TNXIX Calmar Ratio Rank: 41
TNXIX Martin Ratio Rank: 47

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.

TNXIX vs. LTSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 1290 Retirement 2060 Fund (TNXIX) 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.

	TNXIX	LTSTX	Difference
Sharpe ratio Return per unit of total volatility	2.00	2.11	-0.11
Sortino ratio Return per unit of downside risk	2.68	3.05	-0.37
Omega ratio Gain probability vs. loss probability	1.35	1.41	-0.05
Calmar ratio Return relative to maximum drawdown	2.45	2.68	-0.23
Martin ratio Return relative to average drawdown	9.86	12.12	-2.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TNXIX vs. LTSTX - Sharpe Ratio Comparison

The current TNXIX Sharpe Ratio is 2.00, which is comparable to the LTSTX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of TNXIX 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

	TNXIX	LTSTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.00	2.11	-0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	0.61	+0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.48	+0.19

Drawdowns

TNXIX vs. LTSTX - Drawdown Comparison

The maximum TNXIX drawdown since its inception was -32.31%, smaller than the maximum LTSTX drawdown of -48.17%. Use the drawdown chart below to compare losses from any high point for TNXIX and LTSTX.

Drawdown Indicators

	TNXIX	LTSTX	Difference
Max Drawdown Largest peak-to-trough decline	-32.31%	-48.17%	+15.86%
Max Drawdown (1Y) Largest decline over 1 year	-12.24%	-5.24%	-7.00%
Max Drawdown (3Y) Largest decline over 3 years	-22.47%	-8.12%	-14.35%
Max Drawdown (5Y) Largest decline over 5 years	-22.47%	-21.01%	-1.46%
Max Drawdown (10Y) Largest decline over 10 years	—	-23.33%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.82%	-6.16%	+1.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.04%	1.16%	+1.88%

Volatility

TNXIX vs. LTSTX - Volatility Comparison

1290 Retirement 2060 Fund (TNXIX) has a higher volatility of 3.14% compared to Principal LifeTime 2025 Fund (LTSTX) at 2.03%. This indicates that TNXIX's price experiences larger fluctuations and is considered to be riskier than LTSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TNXIX	LTSTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.14%	2.03%	+1.11%
Volatility (6M) Calculated over the trailing 6-month period	11.58%	5.39%	+6.19%
Volatility (1Y) Calculated over the trailing 1-year period	15.09%	6.65%	+8.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.87%	9.18%	+7.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.25%	9.83%	+7.42%

TNXIX vs. LTSTX - Expense Ratio Comparison

TNXIX has a 0.52% expense ratio, which is higher than LTSTX's 0.01% expense ratio.

Dividends

TNXIX vs. LTSTX - Dividend Comparison

TNXIX's dividend yield for the trailing twelve months is around 1.54%, 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%
TNXIX 1290 Retirement 2060 Fund	1.54%	1.69%	0.45%	0.54%	4.17%	2.04%	2.95%	1.87%	2.42%	0.06%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TNXIX and LTSTX in my portfolio?

TNXIX and LTSTX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TNXIX or LTSTX?

TNXIX has higher volatility (3.14%) compared to LTSTX (2.03%). In terms of maximum drawdown, TNXIX dropped -32.31% vs LTSTX's -48.17%.

Which has better risk-adjusted returns?

LTSTX currently has the higher Sharpe Ratio (2.11 vs 2.00), 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.