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ISIN
US87245R8705
Inception Date
Dec 8, 2011
Min. Investment
$2,000,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

TCSIX Performance Chart

TIAA-CREF Lifestyle Conservative Fund (TCSIX) is up 3.7% since the beginning of the year. TCSIX is currently trading at $14 per share. Investors who bought $1,000 worth of TCSIX shares 5 years ago would now be looking at an investment worth $1,249.


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S&P 500 Index

Returns By Period

TIAA-CREF Lifestyle Conservative Fund (TCSIX) has returned 3.72% so far this year and 12.61% over the past 12 months. Over the last ten years, TCSIX has returned 6.20% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


TIAA-CREF Lifestyle Conservative Fund

1D
0.07%
1M
1.60%
YTD
3.72%
6M
4.30%
1Y
12.61%
3Y*
10.34%
5Y*
4.55%
10Y*
6.20%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TCSIX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2012, TCSIX's average daily return is +0.03%, while the average monthly return is +0.53%. At this rate, an investment would double in approximately 10.9 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +6.2%, while the worst month was Mar 2020 at -8.4%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 4 months.

On a daily basis, TCSIX closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +3.1%, while the worst single day was Mar 16, 2020 at -4.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.27%1.25%-4.28%3.95%1.61%0.07%3.72%
20251.66%0.62%-1.71%0.24%2.21%2.69%0.30%1.73%1.86%1.17%0.43%0.26%12.00%
20240.33%1.57%1.87%-2.49%2.55%1.33%1.67%1.57%1.30%-1.76%2.03%-1.78%8.33%
20234.52%-2.08%1.93%0.96%-0.78%2.43%1.71%-1.34%-2.69%-1.67%5.56%3.89%12.70%
2022-3.23%-2.05%-0.44%-4.84%0.16%-4.73%4.15%-2.40%-5.71%2.36%4.78%-2.00%-13.68%
2021-0.44%0.95%0.60%2.24%0.71%0.90%0.63%0.90%-2.15%1.90%-1.45%1.58%6.46%

Benchmark Metrics

TIAA-CREF Lifestyle Conservative Fund has an annualized alpha of 0.99%, beta of 0.39, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since January 04, 2012.

  • This fund participated in 52.49% of S&P 500 Index downside but only 43.36% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.39 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
0.99%
Beta
0.39
0.86
Upside Capture
43.36%
Downside Capture
52.49%

Expense Ratio

TCSIX has an expense ratio of 0.10%, which is considered low.


Return for Risk

Risk / Return Rank

TCSIX ranks 50 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


TCSIX Risk / Return Rank: 5050
Overall Rank
TCSIX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
TCSIX Sortino Ratio Rank: 5353
Sortino Ratio Rank
TCSIX Omega Ratio Rank: 5656
Omega Ratio Rank
TCSIX Calmar Ratio Rank: 3535
Calmar Ratio Rank
TCSIX Martin Ratio Rank: 5050
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for TIAA-CREF Lifestyle Conservative Fund (TCSIX) and compare them to S&P 500 Index.


TCSIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.15

2.39

-0.24

Sortino ratio

Return per unit of downside risk

3.08

3.25

-0.18

Omega ratio

Gain probability vs. loss probability

1.42

1.43

-0.02

Calmar ratio

Return relative to maximum drawdown

2.25

3.11

-0.86

Martin ratio

Return relative to average drawdown

10.30

14.38

-4.08

Dividends

Dividend History

TIAA-CREF Lifestyle Conservative Fund provided a 4.76% dividend yield over the last twelve months, with an annual payout of $0.66 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.20$0.40$0.60$0.80$1.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.66$0.75$0.42$0.36$0.70$1.00$0.65$0.46$0.50$0.22$0.41$0.29

Dividend yield

4.76%5.59%3.28%2.96%6.28%7.32%4.75%3.57%4.36%1.77%3.57%2.56%

Monthly Dividends

The table displays the monthly dividend distributions for TIAA-CREF Lifestyle Conservative Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.48$0.75
2024$0.00$0.00$0.08$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.16$0.42
2023$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.15$0.36
2022$0.00$0.00$0.03$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.55$0.70
2021$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.87$1.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the TIAA-CREF Lifestyle Conservative Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the TIAA-CREF Lifestyle Conservative Fund was 19.12%, occurring on Oct 14, 2022. Recovery took 397 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-19.12%Oct 2022
11mo 9d1y 7mo
2y 6moNov 2021 - May 2024
COVID crash2020
-18.29%Mar 2020
1mo 2d3mo 24d
4mo 26dFeb 2020 - Jul 2020
Rate-hike selloffLate 2018
-9.34%Dec 2018
10mo 29d3mo 12d
1y 2moJan 2018 - Apr 2019
2016 pullback2016
-9.28%Feb 2016
9mo 20d5mo 19d
1y 3moApr 2015 - Jul 2016
2025 selloff2025
-6.81%Apr 2025
1mo 18d1mo 8d
2mo 26dFeb 2025 - May 2025

Drawdown Indicators


TCSIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-19.12%

-56.78%

+37.66%

Max Drawdown (1Y)

Largest decline over 1 year

-5.73%

-9.10%

+3.37%

Max Drawdown (3Y)

Largest decline over 3 years

-6.81%

-18.90%

+12.09%

Max Drawdown (5Y)

Largest decline over 5 years

-19.12%

-25.43%

+6.31%

Max Drawdown (10Y)

Largest decline over 10 years

-19.12%

-33.92%

+14.80%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.66%

-10.72%

+8.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

1.97%

-0.72%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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