PortfoliosLab logoPortfoliosLab logo
TRRLX vs. PLTZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRRLX vs. PLTZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Retirement 2060 Fund (TRRLX) and Principal LifeTime 2060 Fund (PLTZX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TRRLX vs. PLTZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRRLX
T. Rowe Price Retirement 2060 Fund
-3.74%14.54%14.22%20.87%-19.22%17.50%18.46%25.39%-7.62%20.79%
PLTZX
Principal LifeTime 2060 Fund
-5.21%17.76%16.89%20.36%-18.81%18.12%16.60%27.54%-9.24%22.68%

Returns By Period

In the year-to-date period, TRRLX achieves a -3.74% return, which is significantly higher than PLTZX's -5.21% return. Both investments have delivered pretty close results over the past 10 years, with TRRLX having a 9.79% annualized return and PLTZX not far ahead at 10.23%.


TRRLX

1D
-0.33%
1M
-9.46%
YTD
-3.74%
6M
-4.69%
1Y
10.12%
3Y*
12.70%
5Y*
6.39%
10Y*
9.79%

PLTZX

1D
-0.28%
1M
-8.28%
YTD
-5.21%
6M
-2.98%
1Y
12.54%
3Y*
13.98%
5Y*
7.39%
10Y*
10.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TRRLX vs. PLTZX - Expense Ratio Comparison

TRRLX has a 0.64% expense ratio, which is higher than PLTZX's 0.01% expense ratio.


Return for Risk

TRRLX vs. PLTZX — Risk / Return Rank

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

TRRLX
TRRLX Risk / Return Rank: 2525
Overall Rank
TRRLX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
TRRLX Sortino Ratio Rank: 2424
Sortino Ratio Rank
TRRLX Omega Ratio Rank: 2626
Omega Ratio Rank
TRRLX Calmar Ratio Rank: 2222
Calmar Ratio Rank
TRRLX Martin Ratio Rank: 2828
Martin Ratio Rank

PLTZX
PLTZX Risk / Return Rank: 3939
Overall Rank
PLTZX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
PLTZX Sortino Ratio Rank: 3939
Sortino Ratio Rank
PLTZX Omega Ratio Rank: 3838
Omega Ratio Rank
PLTZX Calmar Ratio Rank: 3434
Calmar Ratio Rank
PLTZX Martin Ratio Rank: 4646
Martin Ratio Rank
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.

TRRLX vs. PLTZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Retirement 2060 Fund (TRRLX) and Principal LifeTime 2060 Fund (PLTZX). 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.


TRRLXPLTZXDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.81

-0.17

Sortino ratio

Return per unit of downside risk

0.99

1.24

-0.25

Omega ratio

Gain probability vs. loss probability

1.15

1.18

-0.03

Calmar ratio

Return relative to maximum drawdown

0.68

0.94

-0.25

Martin ratio

Return relative to average drawdown

3.08

4.59

-1.50

TRRLX vs. PLTZX - Sharpe Ratio Comparison

The current TRRLX Sharpe Ratio is 0.63, which is comparable to the PLTZX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of TRRLX and PLTZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TRRLXPLTZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.81

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.48

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.64

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.63

-0.09

Correlation

The correlation between TRRLX and PLTZX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TRRLX vs. PLTZX - Dividend Comparison

TRRLX has not paid dividends to shareholders, while PLTZX's dividend yield for the trailing twelve months is around 8.79%.


TTM20252024202320222021202020192018201720162015
TRRLX
T. Rowe Price Retirement 2060 Fund
0.00%0.00%1.74%3.29%5.75%4.19%2.38%4.33%5.39%1.58%1.58%0.83%
PLTZX
Principal LifeTime 2060 Fund
8.79%8.33%7.85%4.12%8.44%5.29%3.60%5.86%5.75%2.73%3.48%3.29%

Drawdowns

TRRLX vs. PLTZX - Drawdown Comparison

The maximum TRRLX drawdown since its inception was -32.52%, roughly equal to the maximum PLTZX drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for TRRLX and PLTZX.


Loading graphics...

Drawdown Indicators


TRRLXPLTZXDifference

Max Drawdown

Largest peak-to-trough decline

-32.52%

-34.01%

+1.49%

Max Drawdown (1Y)

Largest decline over 1 year

-11.71%

-11.51%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-28.09%

-26.79%

-1.30%

Max Drawdown (10Y)

Largest decline over 10 years

-32.52%

-34.01%

+1.49%

Current Drawdown

Current decline from peak

-9.82%

-8.70%

-1.12%

Average Drawdown

Average peak-to-trough decline

-5.23%

-4.67%

-0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

2.35%

+0.57%

Volatility

TRRLX vs. PLTZX - Volatility Comparison

T. Rowe Price Retirement 2060 Fund (TRRLX) and Principal LifeTime 2060 Fund (PLTZX) have volatilities of 5.10% and 4.98%, 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.


Loading graphics...

Volatility by Period


TRRLXPLTZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

4.98%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

9.57%

8.88%

+0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

16.53%

15.74%

+0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.17%

15.38%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.45%

15.93%

-0.48%