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TTIHX vs. PBRNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TTIHX vs. PBRNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Lifecycle Index 2055 Fund Class I (TTIHX) and PIMCO RealPath Blend Income Fund (PBRNX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TTIHX achieves a -0.53% return, which is significantly lower than PBRNX's 0.05% return. Over the past 10 years, TTIHX has outperformed PBRNX with an annualized return of 11.23%, while PBRNX has yielded a comparatively lower 6.42% annualized return.


TTIHX

1D
0.40%
1M
-1.10%
YTD
-0.53%
6M
1.19%
1Y
31.32%
3Y*
16.15%
5Y*
8.62%
10Y*
11.23%

PBRNX

1D
0.08%
1M
-1.23%
YTD
0.05%
6M
1.59%
1Y
14.35%
3Y*
8.31%
5Y*
3.96%
10Y*
6.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TTIHX vs. PBRNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TTIHX
Nuveen Lifecycle Index 2055 Fund Class I
-0.53%20.97%15.27%20.62%-17.68%17.31%17.11%26.16%-7.15%19.41%
PBRNX
PIMCO RealPath Blend Income Fund
0.05%13.57%5.63%12.03%-16.09%9.00%13.87%16.48%-4.14%12.75%

Correlation

The correlation between TTIHX and PBRNX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.


TTIHX vs. PBRNX - Expense Ratio Comparison

TTIHX has a 0.18% expense ratio, which is higher than PBRNX's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


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Return for Risk

TTIHX vs. PBRNX — Risk / Return Rank

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

TTIHX
TTIHX Risk / Return Rank: 8484
Overall Rank
TTIHX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
TTIHX Sortino Ratio Rank: 9696
Sortino Ratio Rank
TTIHX Omega Ratio Rank: 9292
Omega Ratio Rank
TTIHX Calmar Ratio Rank: 6565
Calmar Ratio Rank
TTIHX Martin Ratio Rank: 7373
Martin Ratio Rank

PBRNX
PBRNX Risk / Return Rank: 6363
Overall Rank
PBRNX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PBRNX Sortino Ratio Rank: 6363
Sortino Ratio Rank
PBRNX Omega Ratio Rank: 6161
Omega Ratio Rank
PBRNX Calmar Ratio Rank: 6565
Calmar Ratio Rank
PBRNX Martin Ratio Rank: 6060
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.

TTIHX vs. PBRNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Lifecycle Index 2055 Fund Class I (TTIHX) and PIMCO RealPath Blend Income Fund (PBRNX). 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.


TTIHXPBRNXDifference

Sharpe ratio

Return per unit of total volatility

2.25

1.33

+0.91

Sortino ratio

Return per unit of downside risk

3.49

1.86

+1.63

Omega ratio

Gain probability vs. loss probability

1.46

1.27

+0.19

Calmar ratio

Return relative to maximum drawdown

1.87

1.87

0.00

Martin ratio

Return relative to average drawdown

8.40

7.26

+1.14

TTIHX vs. PBRNX - Sharpe Ratio Comparison

The current TTIHX Sharpe Ratio is 2.25, which is higher than the PBRNX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of TTIHX and PBRNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TTIHXPBRNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

1.33

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.48

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.82

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.74

-0.07

Drawdowns

TTIHX vs. PBRNX - Drawdown Comparison

The maximum TTIHX drawdown since its inception was -31.83%, which is greater than PBRNX's maximum drawdown of -21.90%. Use the drawdown chart below to compare losses from any high point for TTIHX and PBRNX.


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Drawdown Indicators


TTIHXPBRNXDifference

Max Drawdown

Largest peak-to-trough decline

-31.83%

-21.90%

-9.93%

Max Drawdown (1Y)

Largest decline over 1 year

-8.91%

-5.66%

-3.25%

Max Drawdown (5Y)

Largest decline over 5 years

-25.56%

-21.90%

-3.66%

Max Drawdown (10Y)

Largest decline over 10 years

-31.83%

-21.90%

-9.93%

Current Drawdown

Current decline from peak

-5.28%

-3.54%

-1.74%

Average Drawdown

Average peak-to-trough decline

-4.54%

-3.83%

-0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

1.51%

+0.93%

Volatility

TTIHX vs. PBRNX - Volatility Comparison

Nuveen Lifecycle Index 2055 Fund Class I (TTIHX) has a higher volatility of 5.48% compared to PIMCO RealPath Blend Income Fund (PBRNX) at 3.36%. This indicates that TTIHX's price experiences larger fluctuations and is considered to be riskier than PBRNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TTIHXPBRNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.48%

3.36%

+2.12%

Volatility (6M)

Calculated over the trailing 6-month period

9.07%

4.89%

+4.18%

Volatility (1Y)

Calculated over the trailing 1-year period

14.17%

7.96%

+6.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.59%

8.34%

+6.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.69%

7.88%

+7.81%

Dividends

TTIHX vs. PBRNX - Dividend Comparison

TTIHX's dividend yield for the trailing twelve months is around 2.81%, less than PBRNX's 4.18% yield.


TTM20252024202320222021202020192018201720162015
TTIHX
Nuveen Lifecycle Index 2055 Fund Class I
2.81%2.79%2.10%2.06%2.21%1.95%1.62%2.16%2.59%0.11%2.35%0.29%
PBRNX
PIMCO RealPath Blend Income Fund
4.18%4.19%4.56%4.16%3.63%5.95%4.29%4.42%2.48%2.16%3.17%2.57%