TRRGX vs. LTSTX

Last updated Jun 3, 2026

TRRGX (T. Rowe Price Retirement 2015 Fund) and LTSTX (Principal LifeTime 2025 Fund) are both Target Retirement Date funds. Over the past 10 years, TRRGX returned 6.57%/yr vs 8.04%/yr for LTSTX. With a 0.96 correlation, they move nearly in lockstep. TRRGX charges 0.51%/yr vs 0.01%/yr for LTSTX.

Performance

TRRGX vs. LTSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement 2015 Fund (TRRGX) 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, TRRGX achieves a 5.92% return, which is significantly higher than LTSTX's 5.01% return. Over the past 10 years, TRRGX has underperformed LTSTX with an annualized return of 6.57%, while LTSTX has yielded a comparatively higher 8.04% annualized return.

TRRGX

• 1D: 0.07%
• 1M: 1.87%
• YTD: 5.92%
• 6M: 0.78%
• 1Y: 8.36%
• 3Y*: 9.40%
• 5Y*: 4.12%
• 10Y*: 6.57%

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)

TRRGX vs. LTSTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TRRGX T. Rowe Price Retirement 2015 Fund	5.92%	6.04%	8.85%	13.01%	-14.10%	9.65%	12.56%	17.41%	-4.24%	13.36%
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 TRRGX and LTSTX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.95
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 TRRGX and LTSTX has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

Return for Risk

TRRGX vs. LTSTX — Risk / Return Rank

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

TRRGX

TRRGX Risk / Return Rank: 14
TRRGX Sharpe Ratio Rank: 14
TRRGX Sortino Ratio Rank: 11
TRRGX Omega Ratio Rank: 22
TRRGX Calmar Ratio Rank: 11
TRRGX Martin Ratio Rank: 11

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.

TRRGX vs. LTSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2015 Fund (TRRGX) 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.

	TRRGX	LTSTX	Difference
Sharpe ratio Return per unit of total volatility	1.10	2.11	-1.01
Sortino ratio Return per unit of downside risk	1.37	3.05	-1.68
Omega ratio Gain probability vs. loss probability	1.25	1.41	-0.16
Calmar ratio Return relative to maximum drawdown	1.17	2.68	-1.51
Martin ratio Return relative to average drawdown	3.50	12.12	-8.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TRRGX vs. LTSTX - Sharpe Ratio Comparison

The current TRRGX Sharpe Ratio is 1.10, which is lower than the LTSTX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of TRRGX 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

	TRRGX	LTSTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.10	2.11	-1.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	0.61	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.76	0.82	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.48	+0.08

Drawdowns

TRRGX vs. LTSTX - Drawdown Comparison

The maximum TRRGX drawdown since its inception was -43.17%, smaller than the maximum LTSTX drawdown of -48.17%. Use the drawdown chart below to compare losses from any high point for TRRGX and LTSTX.

Drawdown Indicators

	TRRGX	LTSTX	Difference
Max Drawdown Largest peak-to-trough decline	-43.17%	-48.17%	+5.00%
Max Drawdown (1Y) Largest decline over 1 year	-7.30%	-5.24%	-2.06%
Max Drawdown (3Y) Largest decline over 3 years	-7.47%	-8.12%	+0.65%
Max Drawdown (5Y) Largest decline over 5 years	-19.89%	-21.01%	+1.12%
Max Drawdown (10Y) Largest decline over 10 years	-21.31%	-23.33%	+2.02%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.63%	-6.16%	+1.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.43%	1.16%	+1.27%

Volatility

TRRGX vs. LTSTX - Volatility Comparison

T. Rowe Price Retirement 2015 Fund (TRRGX) and Principal LifeTime 2025 Fund (LTSTX) have volatilities of 2.02% and 2.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TRRGX	LTSTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.02%	2.03%	-0.01%
Volatility (6M) Calculated over the trailing 6-month period	7.33%	5.39%	+1.94%
Volatility (1Y) Calculated over the trailing 1-year period	8.10%	6.65%	+1.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.65%	9.18%	-0.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.68%	9.83%	-1.15%

TRRGX vs. LTSTX - Expense Ratio Comparison

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

Dividends

TRRGX vs. LTSTX - Dividend Comparison

TRRGX has not paid dividends to shareholders, while LTSTX's dividend yield for the trailing twelve months is around 11.61%.

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%
TRRGX T. Rowe Price Retirement 2015 Fund	0.00%	0.00%	4.00%	5.52%	12.45%	11.34%	9.02%	5.24%	10.35%	7.28%	1.62%	3.07%

Frequently Asked Questions

Can I hold both TRRGX and LTSTX in my portfolio?

With a correlation of 0.92, TRRGX 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, TRRGX or LTSTX?

LTSTX has higher volatility (2.03%) compared to TRRGX (2.02%). In terms of maximum drawdown, TRRGX dropped -43.17% vs LTSTX's -48.17%.

Which has better risk-adjusted returns?

LTSTX currently has the higher Sharpe Ratio (2.11 vs 1.10), 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.