TRRKX vs. LTSTX
TRRKX (T. Rowe Price Retirement 2045 Fund - Investor Class) and LTSTX (Principal LifeTime 2025 Fund) are both Target Retirement Date funds. Over the past 10 years, TRRKX returned 10.76%/yr vs 7.81%/yr for LTSTX. Their 0.96 correlation means they have historically moved very closely together. TRRKX charges 0.60%/yr vs 0.01%/yr for LTSTX.
Performance
TRRKX vs. LTSTX - Performance Comparison
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Returns By Period
In the year-to-date period, TRRKX achieves a 10.78% return, which is significantly higher than LTSTX's 4.65% return. Over the past 10 years, TRRKX has outperformed LTSTX with an annualized return of 10.76%, while LTSTX has yielded a comparatively lower 7.81% annualized return.
TRRKX
- 1D
- 0.28%
- 1M
- 0.21%
- 6M
- 6.63%
- YTD
- 10.78%
- 1Y
- 17.48%
- 3Y*
- 14.44%
- 5Y*
- 7.50%
- 10Y*
- 10.76%
- ALL TIME*
- 8.67%
LTSTX
- 1D
- 0.17%
- 1M
- 0.00%
- 6M
- 2.78%
- YTD
- 4.65%
- 1Y
- 10.25%
- 3Y*
- 10.98%
- 5Y*
- 5.19%
- 10Y*
- 7.81%
- ALL TIME*
- 6.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TRRKX vs. LTSTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRRKX T. Rowe Price Retirement 2045 Fund - Investor Class | 10.78% | 14.20% | 13.94% | 20.52% | -19.03% | 15.80% | 18.64% | 25.41% | -7.66% | 22.42% |
LTSTX Principal LifeTime 2025 Fund | 4.65% | 12.16% | 11.91% | 13.30% | -15.23% | 10.91% | 13.70% | 20.50% | -6.41% | 16.75% |
Correlation
The correlation between TRRKX and LTSTX is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Feb 29, 2008 | 0.96 |
The correlation between TRRKX and LTSTX has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.
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Return for Risk
TRRKX vs. LTSTX — Risk / Return Rank
TRRKX
LTSTX
TRRKX vs. LTSTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2045 Fund - Investor Class (TRRKX) 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.
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.
| TRRKX | LTSTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.26 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.91 | -0.15 |
| Martin ratioReturn relative to average drawdown | 7.13 | 8.26 | -1.12 |
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Drawdowns
TRRKX vs. LTSTX - Drawdown Comparison
The maximum TRRKX drawdown since its inception was -53.54%, which is greater than LTSTX's maximum drawdown of -48.17%. Use the drawdown chart below to compare losses from any high point for TRRKX and LTSTX.
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Drawdown Indicators
| TRRKX | LTSTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.54% | -48.17% | -5.37% |
Max Drawdown (1Y)Largest decline over 1 year | -9.49% | -5.24% | -4.25% |
Max Drawdown (3Y)Largest decline over 3 years | -15.16% | -8.12% | -7.04% |
Max Drawdown (5Y)Largest decline over 5 years | -28.75% | -21.01% | -7.74% |
Max Drawdown (10Y)Largest decline over 10 years | -32.48% | -23.33% | -9.15% |
Current DrawdownCurrent decline from peak | -0.67% | -0.61% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -6.11% | -1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 1.21% | +1.11% |
Volatility
TRRKX vs. LTSTX - Volatility Comparison
T. Rowe Price Retirement 2045 Fund - Investor Class (TRRKX) has a higher volatility of 3.32% compared to Principal LifeTime 2025 Fund (LTSTX) at 1.91%. This indicates that TRRKX'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.
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Volatility by Period
| TRRKX | LTSTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 1.91% | +1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 10.61% | 5.99% | +4.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.06% | 7.18% | +5.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.04% | 9.23% | +5.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.28% | 9.76% | +5.52% |
TRRKX vs. LTSTX - Expense Ratio Comparison
TRRKX has a 0.60% expense ratio, which is higher than LTSTX's 0.01% expense ratio.
Dividends
TRRKX vs. LTSTX - Dividend Comparison
TRRKX has not paid dividends to shareholders, while LTSTX's dividend yield for the trailing twelve months is around 11.65%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LTSTX Principal LifeTime 2025 Fund | 11.65% | 12.19% | 9.74% | 4.26% | 8.00% | 7.66% | 5.25% | 6.91% | 6.39% | 4.75% | 3.65% | 8.91% |
TRRKX T. Rowe Price Retirement 2045 Fund - Investor Class | 0.00% | 0.00% | 1.96% | 4.40% | 7.83% | 5.58% | 4.52% | 5.94% | 8.98% | 3.52% | 3.20% | 4.25% |
Frequently Asked Questions
With a correlation of 0.92, TRRKX 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.
TRRKX has higher volatility (3.32%) compared to LTSTX (1.91%). In terms of maximum drawdown, TRRKX dropped -53.54% vs LTSTX's -48.17%.
LTSTX currently has the higher Sharpe Ratio (1.40 vs 1.28), 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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