TTIRX vs. PDAHX

Last updated Aug 1, 2026

TTIRX (Nuveen Lifecycle Index 2055 Fund Retirement Class) and PDAHX (Prudential Day One Income Fund) are both Target Retirement Date funds. Over the past 5 years, TTIRX returned 9.50%/yr vs 4.23%/yr for PDAHX. Their correlation of 0.81 means they have usually moved in the same direction. TTIRX charges 0.35%/yr vs 0.16%/yr for PDAHX.

Performance

TTIRX vs. PDAHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Lifecycle Index 2055 Fund Retirement Class (TTIRX) and Prudential Day One Income Fund (PDAHX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TTIRX achieves a 10.00% return, which is significantly higher than PDAHX's 5.04% return.

TTIRX

• 1D: 1.93%
• 1M: -0.55%
• 6M: 6.95%
• YTD: 10.00%
• 1Y: 21.33%
• 3Y*: 16.43%
• 5Y*: 9.50%
• 10Y*: 11.50%
• ALL TIME*: 9.84%

PDAHX

• 1D: 0.46%
• 1M: 0.09%
• 6M: 3.37%
• YTD: 5.04%
• 1Y: 9.78%
• 3Y*: 8.86%
• 5Y*: 4.23%
• 10Y*: —
• ALL TIME*: 5.68%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
PDAHX Prudential Day One Income Fund	$0.00	$0.00	$0.00
TTIRX Nuveen Lifecycle Index 2055 Fund Retirement Class	$0.00	$0.00	$0.00

TTIRX vs. PDAHX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TTIRX Nuveen Lifecycle Index 2055 Fund Retirement Class	10.00%	20.66%	15.08%	20.42%	-17.80%	17.09%	16.94%	25.99%	-7.36%	19.39%
PDAHX Prudential Day One Income Fund	5.04%	10.37%	8.27%	8.89%	-11.69%	9.21%	8.22%	13.58%	-3.26%	8.25%

Correlation

The correlation between TTIRX and PDAHX is 0.83, 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.	0.83
Correlation (3Y) Balances recent behavior with more history.	0.81
Correlation (5Y) Shows whether the relationship held over a longer period.	0.83
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017	0.81

The correlation between TTIRX and PDAHX has been stable across timeframes, ranging from 0.81 to 0.83 - a consistent structural relationship.

Return for Risk

TTIRX vs. PDAHX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TTIRX

TTIRX Risk / Return Rank: 60
TTIRX Sharpe Ratio Rank: 57
TTIRX Sortino Ratio Rank: 54
TTIRX Omega Ratio Rank: 55
TTIRX Calmar Ratio Rank: 61
TTIRX Martin Ratio Rank: 71

PDAHX

PDAHX Risk / Return Rank: 85
PDAHX Sharpe Ratio Rank: 85
PDAHX Sortino Ratio Rank: 84
PDAHX Omega Ratio Rank: 83
PDAHX Calmar Ratio Rank: 82
PDAHX Martin Ratio Rank: 91

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TTIRX vs. PDAHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Lifecycle Index 2055 Fund Retirement Class (TTIRX) and Prudential Day One Income Fund (PDAHX). 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.

	TTIRX	PDAHX	Difference
Sharpe ratio: Return per unit of total volatility	1.54	2.07	-0.54
Sortino ratio: Return per unit of downside risk	2.16	2.96	-0.80
Omega ratio: Gain probability vs. loss probability	1.28	1.39	-0.11
Calmar ratio: Return relative to maximum drawdown	2.20	2.74	-0.54
Martin ratio: Return relative to average drawdown	9.19	12.51	-3.33

TTIRX vs. PDAHX - Sharpe Ratio Comparison

The current TTIRX Sharpe Ratio is 1.54, which is comparable to the PDAHX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of TTIRX and PDAHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TTIRX vs. PDAHX - Drawdown Comparison

The maximum TTIRX drawdown since its inception was -31.81%, which is greater than PDAHX's maximum drawdown of -15.65%. Use the drawdown chart below to compare losses from any high point for TTIRX and PDAHX.

Drawdown Indicators

	TTIRX	PDAHX	Difference
Max Drawdown Largest peak-to-trough decline	-31.81%	-15.65%	-16.16%
Max Drawdown (1Y) Largest decline over 1 year	-8.92%	-3.51%	-5.41%
Max Drawdown (3Y) Largest decline over 3 years	-15.14%	-5.08%	-10.06%
Max Drawdown (5Y) Largest decline over 5 years	-25.65%	-15.65%	-10.00%
Max Drawdown (10Y) Largest decline over 10 years	-31.81%	—	—
Current Drawdown Current decline from peak	-1.89%	-0.36%	-1.53%
Average Drawdown Average peak-to-trough decline	-4.35%	-2.63%	-1.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.13%	0.77%	+1.36%

Volatility

TTIRX vs. PDAHX - Volatility Comparison

Nuveen Lifecycle Index 2055 Fund Retirement Class (TTIRX) has a higher volatility of 3.78% compared to Prudential Day One Income Fund (PDAHX) at 1.20%. This indicates that TTIRX's price experiences larger fluctuations and is considered to be riskier than PDAHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TTIRX	PDAHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.78%	1.20%	+2.58%
Volatility (6M) Calculated over the trailing 6-month period	10.63%	3.79%	+6.84%
Volatility (1Y) Calculated over the trailing 1-year period	12.77%	4.66%	+8.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.83%	6.58%	+8.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.71%	6.36%	+9.35%

TTIRX vs. PDAHX - Expense Ratio Comparison

TTIRX has a 0.35% expense ratio, which is higher than PDAHX's 0.16% expense ratio.

Dividends

TTIRX vs. PDAHX - Dividend Comparison

TTIRX's dividend yield for the trailing twelve months is around 2.30%, less than PDAHX's 4.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PDAHX Prudential Day One Income Fund	4.85%	4.92%	7.35%	3.54%	7.78%	7.72%	2.22%	4.25%	3.70%	1.88%	0.00%	0.00%
TTIRX Nuveen Lifecycle Index 2055 Fund Retirement Class	2.30%	2.53%	1.97%	1.93%	2.05%	1.80%	1.47%	2.02%	2.38%	0.11%	2.21%	0.29%

Frequently Asked Questions

Can I hold both TTIRX and PDAHX in my portfolio?

TTIRX and PDAHX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TTIRX or PDAHX?

TTIRX has higher volatility (3.78%) compared to PDAHX (1.20%). In terms of maximum drawdown, TTIRX dropped -31.81% vs PDAHX's -15.65%.

Which has better risk-adjusted returns?

PDAHX currently has the higher Sharpe Ratio (2.07 vs 1.54), 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.