TRRHX vs. PTDIX
TRRHX (T. Rowe Price Retirement 2025 Fund) and PTDIX (Principal LifeTime 2040 Fund) are both Target Retirement Date funds. Over the past 10 years, TRRHX returned 7.91%/yr vs 10.60%/yr for PTDIX. With a 0.97 correlation, they move nearly in lockstep. TRRHX charges 0.55%/yr vs 0.01%/yr for PTDIX.
Performance
TRRHX vs. PTDIX - Performance Comparison
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Returns By Period
In the year-to-date period, TRRHX achieves a 6.63% return, which is significantly lower than PTDIX's 7.32% return. Over the past 10 years, TRRHX has underperformed PTDIX with an annualized return of 7.91%, while PTDIX has yielded a comparatively higher 10.60% annualized return.
TRRHX
- 1D
- 0.70%
- 1M
- 0.97%
- YTD
- 6.63%
- 6M
- 6.57%
- 1Y
- 9.23%
- 3Y*
- 9.75%
- 5Y*
- 4.74%
- 10Y*
- 7.91%
PTDIX
- 1D
- 1.02%
- 1M
- 1.53%
- YTD
- 7.32%
- 6M
- 7.21%
- 1Y
- 18.66%
- 3Y*
- 16.00%
- 5Y*
- 8.36%
- 10Y*
- 10.60%
TRRHX vs. PTDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRRHX T. Rowe Price Retirement 2025 Fund | 6.63% | 6.59% | 9.71% | 14.63% | -15.59% | 12.02% | 14.68% | 20.96% | -5.68% | 17.69% |
PTDIX Principal LifeTime 2040 Fund | 7.32% | 15.59% | 17.43% | 18.33% | -18.13% | 15.35% | 16.04% | 24.91% | -7.95% | 20.69% |
Correlation
The correlation between TRRHX and PTDIX is 0.93, 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 | 0.93 |
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 1, 2004 | 0.97 |
The correlation between TRRHX and PTDIX has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.
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Return for Risk
TRRHX vs. PTDIX — Risk / Return Rank
TRRHX
PTDIX
TRRHX vs. PTDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2025 Fund (TRRHX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TRRHX | PTDIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.33 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | 2.52 | -1.32 |
| Martin ratioReturn relative to average drawdown | 3.62 | 10.99 | -7.36 |
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Drawdowns
TRRHX vs. PTDIX - Drawdown Comparison
The maximum TRRHX drawdown since its inception was -50.04%, smaller than the maximum PTDIX drawdown of -54.38%. Use the drawdown chart below to compare losses from any high point for TRRHX and PTDIX.
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Drawdown Indicators
| TRRHX | PTDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.04% | -54.38% | +4.34% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -7.32% | -0.48% |
Max Drawdown (3Y)Largest decline over 3 years | -8.69% | -13.05% | +4.36% |
Max Drawdown (5Y)Largest decline over 5 years | -22.00% | -25.43% | +3.43% |
Max Drawdown (10Y)Largest decline over 10 years | -26.42% | -30.02% | +3.60% |
Current DrawdownCurrent decline from peak | -0.27% | -0.45% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -5.76% | -7.48% | +1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 1.68% | +0.87% |
Volatility
TRRHX vs. PTDIX - Volatility Comparison
The current volatility for T. Rowe Price Retirement 2025 Fund (TRRHX) is 2.97%, while Principal LifeTime 2040 Fund (PTDIX) has a volatility of 4.05%. This indicates that TRRHX experiences smaller price fluctuations and is considered to be less risky than PTDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRRHX | PTDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | 4.05% | -1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.16% | 8.56% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.09% | 10.36% | -1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.02% | 13.58% | -3.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.84% | 13.86% | -3.02% |
TRRHX vs. PTDIX - Expense Ratio Comparison
TRRHX has a 0.55% expense ratio, which is higher than PTDIX's 0.01% expense ratio.
Dividends
TRRHX vs. PTDIX - Dividend Comparison
TRRHX has not paid dividends to shareholders, while PTDIX's dividend yield for the trailing twelve months is around 9.13%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTDIX Principal LifeTime 2040 Fund | 9.13% | 9.80% | 12.28% | 4.40% | 8.61% | 8.92% | 6.01% | 7.26% | 9.28% | 6.07% | 4.86% | 6.73% |
TRRHX T. Rowe Price Retirement 2025 Fund | 0.00% | 0.00% | 4.13% | 6.58% | 12.69% | 10.87% | 5.21% | 4.95% | 7.52% | 3.70% | 2.00% | 3.11% |
Frequently Asked Questions
With a correlation of 0.93, TRRHX and PTDIX 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.
PTDIX has higher volatility (4.05%) compared to TRRHX (2.97%). In terms of maximum drawdown, TRRHX dropped -50.04% vs PTDIX's -54.38%.
PTDIX currently has the higher Sharpe Ratio (1.78 vs 1.03), 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.
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