PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TIAA-CREF Large-Cap Growth Fund Institutional Clas...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US87244W3346

CUSIP

87244W334

Issuer

TIAA Investments

Inception Date

Mar 31, 2006

Min. Investment

$2,000,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

TILGX features an expense ratio of 0.40%, falling within the medium range.


Expense ratio chart for TILGX: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
TILGX vs. TILIX TILGX vs. EWL TILGX vs. TCLOX TILGX vs. TCIEX TILGX vs. TRGP TILGX vs. TIBFX TILGX vs. TIREX TILGX vs. TCSIX TILGX vs. TIGRX TILGX vs. RGAGX
Popular comparisons:
TILGX vs. TILIX TILGX vs. EWL TILGX vs. TCLOX TILGX vs. TCIEX TILGX vs. TRGP TILGX vs. TIBFX TILGX vs. TIREX TILGX vs. TCSIX TILGX vs. TIGRX TILGX vs. RGAGX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in TIAA-CREF Large-Cap Growth Fund Institutional Class, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.40%
7.36%
TILGX (TIAA-CREF Large-Cap Growth Fund Institutional Class)
Benchmark (^GSPC)

Returns By Period

TIAA-CREF Large-Cap Growth Fund Institutional Class had a return of 22.44% year-to-date (YTD) and 24.01% in the last 12 months. Over the past 10 years, TIAA-CREF Large-Cap Growth Fund Institutional Class had an annualized return of 14.39%, outperforming the S&P 500 benchmark which had an annualized return of 11.06%.


TILGX

YTD

22.44%

1M

-2.89%

6M

3.18%

1Y

24.01%

5Y*

15.44%

10Y*

14.39%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of TILGX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.67%7.05%1.62%-5.12%4.63%7.25%-2.74%1.79%2.16%-0.07%5.78%22.44%
202310.12%-1.30%7.71%1.49%4.76%6.14%4.23%-1.67%-5.92%-1.27%11.11%5.22%47.05%
2022-9.03%-4.85%3.03%-12.92%-3.21%-8.74%11.76%-5.15%-9.95%5.08%5.26%-7.15%-32.76%
2021-0.18%2.33%0.56%6.68%-1.32%5.45%1.12%2.25%-5.15%5.78%-2.90%1.73%16.84%
20203.11%-5.77%-9.28%14.12%8.10%3.75%7.50%10.68%-4.50%-3.11%10.57%5.01%44.23%
20198.75%5.10%2.90%3.75%-6.70%6.43%1.60%-0.98%-1.50%2.10%3.08%3.47%30.76%
20188.37%-1.77%-2.51%1.12%4.66%1.10%1.77%4.95%1.02%-9.89%1.03%-8.66%-0.37%
20174.35%3.67%1.50%3.49%3.83%-0.72%3.33%2.31%1.42%3.88%2.79%0.32%34.54%
2016-7.34%-1.91%5.92%-0.66%3.18%-2.76%4.88%-0.31%1.39%-2.30%-0.13%-0.08%-0.84%
2015-1.66%7.04%-0.88%0.26%2.35%-0.81%4.64%-7.49%-2.52%8.70%1.10%-0.91%9.11%
2014-3.02%5.48%-4.17%-0.94%3.24%2.81%-0.38%4.09%-1.35%3.36%2.95%-1.03%11.05%
20135.03%0.49%3.64%1.48%2.46%-1.65%5.49%-1.45%6.68%3.92%3.91%4.41%39.87%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TILGX is 68, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of TILGX is 6868
Overall Rank
The Sharpe Ratio Rank of TILGX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of TILGX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of TILGX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of TILGX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of TILGX is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for TILGX, currently valued at 1.16, compared to the broader market-1.000.001.002.003.004.001.162.10
The chart of Sortino ratio for TILGX, currently valued at 1.54, compared to the broader market-2.000.002.004.006.008.0010.001.542.80
The chart of Omega ratio for TILGX, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.003.501.231.39
The chart of Calmar ratio for TILGX, currently valued at 1.64, compared to the broader market0.002.004.006.008.0010.0012.0014.001.643.09
The chart of Martin ratio for TILGX, currently valued at 6.17, compared to the broader market0.0020.0040.0060.006.1713.49
TILGX
^GSPC

The current TIAA-CREF Large-Cap Growth Fund Institutional Class Sharpe ratio is 1.16. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of TIAA-CREF Large-Cap Growth Fund Institutional Class with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.16
1.83
TILGX (TIAA-CREF Large-Cap Growth Fund Institutional Class)
Benchmark (^GSPC)

Dividends

Dividend History

TIAA-CREF Large-Cap Growth Fund Institutional Class provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.10%0.20%0.30%0.40%0.50%0.60%0.70%$0.00$0.02$0.04$0.06$0.08$0.10$0.1220132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.00$0.05$0.07$0.03$0.11$0.09$0.12$0.10$0.09$0.06$0.05$0.06

Dividend yield

0.00%0.22%0.42%0.14%0.50%0.42%0.69%0.48%0.61%0.37%0.33%0.37%

Monthly Dividends

The table displays the monthly dividend distributions for TIAA-CREF Large-Cap Growth Fund Institutional Class. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05$0.05
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.07$0.07
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.03
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11$0.11
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.09
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.12
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.09
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.06
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05$0.05
2013$0.06$0.06

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.86%
-3.66%
TILGX (TIAA-CREF Large-Cap Growth Fund Institutional Class)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the TIAA-CREF Large-Cap Growth Fund Institutional Class. 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 Large-Cap Growth Fund Institutional Class was 52.16%, occurring on Mar 9, 2009. Recovery took 752 trading sessions.

The current TIAA-CREF Large-Cap Growth Fund Institutional Class drawdown is 6.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.16%Nov 7, 2007334Mar 9, 2009752Mar 1, 20121086
-37.86%Nov 9, 2021235Oct 14, 2022322Jan 29, 2024557
-29.98%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-22.7%Oct 2, 201858Dec 24, 201875Apr 12, 2019133
-16.92%Jul 21, 2015140Feb 8, 2016242Jan 24, 2017382

Volatility

Volatility Chart

The current TIAA-CREF Large-Cap Growth Fund Institutional Class volatility is 8.00%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.00%
3.62%
TILGX (TIAA-CREF Large-Cap Growth Fund Institutional Class)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab