TTIHX vs. PBRNX

Last updated Jun 3, 2026

TTIHX (Nuveen Lifecycle Index 2055 Fund Class I) and PBRNX (PIMCO RealPath Blend Income Fund) are both Target Retirement Date funds. Over the past 10 years, TTIHX returned 12.21%/yr vs 6.84%/yr for PBRNX. Their correlation of 0.86 suggests significant overlap in exposure. TTIHX charges 0.18%/yr vs 0.03%/yr for PBRNX.

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.

Returns By Period

In the year-to-date period, TTIHX achieves a 11.83% return, which is significantly higher than PBRNX's 6.15% return. Over the past 10 years, TTIHX has outperformed PBRNX with an annualized return of 12.21%, while PBRNX has yielded a comparatively lower 6.84% annualized return.

TTIHX

• 1D: 0.36%
• 1M: 4.69%
• YTD: 11.83%
• 6M: 12.99%
• 1Y: 27.94%
• 3Y*: 19.67%
• 5Y*: 10.42%
• 10Y*: 12.21%

PBRNX

• 1D: 0.15%
• 1M: 2.03%
• YTD: 6.15%
• 6M: 6.59%
• 1Y: 16.24%
• 3Y*: 10.50%
• 5Y*: 4.45%
• 10Y*: 6.84%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TTIHX vs. PBRNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TTIHX Nuveen Lifecycle Index 2055 Fund Class I	11.83%	20.97%	15.27%	20.62%	-17.68%	17.31%	17.11%	26.16%	-7.15%	19.41%
PBRNX PIMCO RealPath Blend Income Fund	6.15%	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 tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (10Y) Calculated over the trailing 10-year period	0.86
Correlation (All Time) Calculated using the full available price history since Dec 9, 2015	0.86

The correlation between TTIHX and PBRNX has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.

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: 71
TTIHX Sharpe Ratio Rank: 74
TTIHX Sortino Ratio Rank: 69
TTIHX Omega Ratio Rank: 66
TTIHX Calmar Ratio Rank: 71
TTIHX Martin Ratio Rank: 77

PBRNX

PBRNX Risk / Return Rank: 71
PBRNX Sharpe Ratio Rank: 75
PBRNX Sortino Ratio Rank: 73
PBRNX Omega Ratio Rank: 75
PBRNX Calmar Ratio Rank: 61
PBRNX Martin Ratio Rank: 70

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.

	TTIHX	PBRNX	Difference
Sharpe ratio Return per unit of total volatility	2.50	2.51	-0.01
Sortino ratio Return per unit of downside risk	3.46	3.57	-0.11
Omega ratio Gain probability vs. loss probability	1.46	1.50	-0.04
Calmar ratio Return relative to maximum drawdown	3.26	3.01	+0.25
Martin ratio Return relative to average drawdown	14.60	13.51	+1.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TTIHX vs. PBRNX - Sharpe Ratio Comparison

The current TTIHX Sharpe Ratio is 2.50, which is comparable to the PBRNX Sharpe Ratio of 2.51. 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.

Sharpe Ratios by Period

	TTIHX	PBRNX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.50	2.51	-0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	0.53	+0.18
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.78	0.87	-0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	0.80	-0.06

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.

Drawdown Indicators

	TTIHX	PBRNX	Difference
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 (3Y) Largest decline over 3 years	-15.14%	-8.33%	-6.81%
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	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.48%	-3.78%	-0.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.99%	1.26%	+0.73%

Volatility

TTIHX vs. PBRNX - Volatility Comparison

Nuveen Lifecycle Index 2055 Fund Class I (TTIHX) has a higher volatility of 3.42% compared to PIMCO RealPath Blend Income Fund (PBRNX) at 2.38%. 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.

Volatility by Period

	TTIHX	PBRNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.42%	2.38%	+1.04%
Volatility (6M) Calculated over the trailing 6-month period	9.20%	5.38%	+3.82%
Volatility (1Y) Calculated over the trailing 1-year period	11.56%	6.58%	+4.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.65%	8.39%	+6.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.73%	7.93%	+7.80%

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%.

Dividends

TTIHX vs. PBRNX - Dividend Comparison

TTIHX's dividend yield for the trailing twelve months is around 2.50%, less than PBRNX's 3.94% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PBRNX PIMCO RealPath Blend Income Fund	3.94%	4.19%	4.56%	4.16%	3.63%	5.95%	4.29%	4.42%	2.48%	2.16%	3.17%	2.57%
TTIHX Nuveen Lifecycle Index 2055 Fund Class I	2.50%	2.79%	2.10%	2.06%	2.21%	1.95%	1.62%	2.16%	2.59%	0.11%	2.35%	0.29%

Frequently Asked Questions

Can I hold both TTIHX and PBRNX in my portfolio?

TTIHX and PBRNX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TTIHX or PBRNX?

TTIHX has higher volatility (3.42%) compared to PBRNX (2.38%). In terms of maximum drawdown, TTIHX dropped -31.83% vs PBRNX's -21.90%.

Which has better risk-adjusted returns?

PBRNX currently has the higher Sharpe Ratio (2.51 vs 2.50), 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.