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TRRLX vs. PLWIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRRLX vs. PLWIX - 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 2020 Fund (PLWIX). The values are adjusted to include any dividend payments, if applicable.

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TRRLX vs. PLWIX - 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%
PLWIX
Principal LifeTime 2020 Fund
-2.23%11.32%12.21%12.23%-14.36%9.05%12.70%18.40%-5.72%14.96%

Returns By Period

In the year-to-date period, TRRLX achieves a -3.74% return, which is significantly lower than PLWIX's -2.23% return. Over the past 10 years, TRRLX has outperformed PLWIX with an annualized return of 9.79%, while PLWIX has yielded a comparatively lower 6.86% annualized return.


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%

PLWIX

1D
0.17%
1M
-4.51%
YTD
-2.23%
6M
-0.84%
1Y
7.85%
3Y*
9.55%
5Y*
4.70%
10Y*
6.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRRLX vs. PLWIX - Expense Ratio Comparison

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


Return for Risk

TRRLX vs. PLWIX — 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

PLWIX
PLWIX Risk / Return Rank: 5757
Overall Rank
PLWIX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
PLWIX Sortino Ratio Rank: 5757
Sortino Ratio Rank
PLWIX Omega Ratio Rank: 5656
Omega Ratio Rank
PLWIX Calmar Ratio Rank: 5353
Calmar Ratio Rank
PLWIX Martin Ratio Rank: 6161
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. PLWIX - 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 2020 Fund (PLWIX). 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.


TRRLXPLWIXDifference

Sharpe ratio

Return per unit of total volatility

0.63

1.07

-0.43

Sortino ratio

Return per unit of downside risk

0.99

1.53

-0.54

Omega ratio

Gain probability vs. loss probability

1.15

1.22

-0.08

Calmar ratio

Return relative to maximum drawdown

0.68

1.29

-0.60

Martin ratio

Return relative to average drawdown

3.08

5.82

-2.74

TRRLX vs. PLWIX - Sharpe Ratio Comparison

The current TRRLX Sharpe Ratio is 0.63, which is lower than the PLWIX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of TRRLX and PLWIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TRRLXPLWIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

1.07

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.58

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.81

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.51

+0.04

Correlation

The correlation between TRRLX and PLWIX is 0.93, 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. PLWIX - Dividend Comparison

TRRLX has not paid dividends to shareholders, while PLWIX's dividend yield for the trailing twelve months is around 10.31%.


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%
PLWIX
Principal LifeTime 2020 Fund
10.31%10.08%11.91%5.12%9.82%9.40%5.90%8.69%7.35%5.74%3.73%8.75%

Drawdowns

TRRLX vs. PLWIX - Drawdown Comparison

The maximum TRRLX drawdown since its inception was -32.52%, smaller than the maximum PLWIX drawdown of -49.07%. Use the drawdown chart below to compare losses from any high point for TRRLX and PLWIX.


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Drawdown Indicators


TRRLXPLWIXDifference

Max Drawdown

Largest peak-to-trough decline

-32.52%

-49.07%

+16.55%

Max Drawdown (1Y)

Largest decline over 1 year

-11.71%

-5.75%

-5.96%

Max Drawdown (5Y)

Largest decline over 5 years

-28.09%

-19.73%

-8.36%

Max Drawdown (10Y)

Largest decline over 10 years

-32.52%

-20.29%

-12.23%

Current Drawdown

Current decline from peak

-9.82%

-4.59%

-5.23%

Average Drawdown

Average peak-to-trough decline

-5.23%

-5.76%

+0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

1.27%

+1.65%

Volatility

TRRLX vs. PLWIX - Volatility Comparison

T. Rowe Price Retirement 2060 Fund (TRRLX) has a higher volatility of 5.10% compared to Principal LifeTime 2020 Fund (PLWIX) at 2.61%. This indicates that TRRLX's price experiences larger fluctuations and is considered to be riskier than PLWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRRLXPLWIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

2.61%

+2.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.57%

4.35%

+5.22%

Volatility (1Y)

Calculated over the trailing 1-year period

16.53%

7.48%

+9.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.17%

8.22%

+6.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.45%

8.55%

+6.90%