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TIAA-CREF Large-Cap Growth Index Fund (TILIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US87244W6802

Issuer

TIAA Investments

Inception Date

Oct 1, 2002

Min. Investment

$10,000,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
TILIX vs. TILGX TILIX vs. FXAIX TILIX vs. TIGRX TILIX vs. QQQ TILIX vs. VIIIX TILIX vs. DFREX TILIX vs. TIEIX TILIX vs. TISPX TILIX vs. VGT TILIX vs. FSPSX
Popular comparisons:
TILIX vs. TILGX TILIX vs. FXAIX TILIX vs. TIGRX TILIX vs. QQQ TILIX vs. VIIIX TILIX vs. DFREX TILIX vs. TIEIX TILIX vs. TISPX TILIX vs. VGT TILIX vs. FSPSX

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.44%
11.50%
TILIX (TIAA-CREF Large-Cap Growth Index Fund)
Benchmark (^GSPC)

Returns By Period

TIAA-CREF Large-Cap Growth Index Fund had a return of 30.25% year-to-date (YTD) and 36.45% in the last 12 months. Over the past 10 years, TIAA-CREF Large-Cap Growth Index Fund had an annualized return of 16.43%, outperforming the S&P 500 benchmark which had an annualized return of 11.13%.


TILIX

YTD

30.25%

1M

2.26%

6M

14.44%

1Y

36.45%

5Y (annualized)

19.50%

10Y (annualized)

16.43%

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.49%6.81%1.74%-4.24%5.77%6.96%-1.71%2.08%2.82%-0.33%30.25%
20238.31%-1.20%6.83%0.99%4.53%6.84%3.35%-0.91%-5.44%-1.43%10.96%4.43%42.64%
2022-8.59%-4.24%3.91%-12.07%-2.33%-7.95%12.00%-4.66%-9.73%5.84%4.55%-7.71%-29.22%
2021-0.73%-0.04%1.72%6.81%-1.39%6.27%3.28%3.73%-5.61%8.66%0.60%2.20%27.63%
20202.23%-6.81%-9.82%14.79%6.69%4.34%7.69%10.31%-4.70%-3.39%10.24%4.57%38.43%
20199.00%3.56%2.85%4.51%-6.33%6.86%2.26%-0.77%-0.00%2.82%4.42%3.02%36.30%
20187.08%-2.62%-2.73%0.34%4.36%0.95%2.94%5.47%0.54%-8.92%1.04%-8.69%-1.66%
20173.36%4.15%1.11%2.28%2.62%-0.27%2.64%1.82%1.30%3.85%3.04%0.77%30.08%
2016-5.57%-0.05%6.74%-0.93%1.92%-0.37%4.71%-0.48%0.35%-2.34%2.17%1.23%7.06%
2015-1.54%6.68%-1.14%0.51%1.38%-1.72%3.37%-6.12%-2.47%8.59%0.31%-1.54%5.55%
2014-2.84%5.15%-1.03%-0.00%3.12%1.97%-1.53%4.53%-1.44%2.64%3.19%-1.11%12.94%
20134.28%1.26%3.72%2.14%1.85%-1.88%5.24%-1.70%4.47%4.40%2.79%2.84%33.34%

Expense Ratio

TILIX has an expense ratio of 0.05%, which is considered low compared to other funds.


Expense ratio chart for TILIX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TILIX is 66, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of TILIX is 6666
Combined Rank
The Sharpe Ratio Rank of TILIX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of TILIX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of TILIX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of TILIX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of TILIX is 5858
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 Index Fund (TILIX) 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 TILIX, currently valued at 2.13, compared to the broader market-1.000.001.002.003.004.005.002.132.46
The chart of Sortino ratio for TILIX, currently valued at 2.78, compared to the broader market0.005.0010.002.783.31
The chart of Omega ratio for TILIX, currently valued at 1.39, compared to the broader market1.002.003.004.001.391.46
The chart of Calmar ratio for TILIX, currently valued at 2.74, compared to the broader market0.005.0010.0015.0020.0025.002.743.55
The chart of Martin ratio for TILIX, currently valued at 10.76, compared to the broader market0.0020.0040.0060.0080.00100.0010.7615.76
TILIX
^GSPC

The current TIAA-CREF Large-Cap Growth Index Fund Sharpe ratio is 2.13. 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 Index Fund 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.13
2.46
TILIX (TIAA-CREF Large-Cap Growth Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

TIAA-CREF Large-Cap Growth Index Fund provided a 0.58% dividend yield over the last twelve months, with an annual payout of $0.39 per share.


0.80%1.00%1.20%1.40%$0.00$0.10$0.20$0.30$0.40$0.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.39$0.39$0.41$0.50$0.35$0.40$0.39$0.35$0.30$0.32$0.29$0.26

Dividend yield

0.58%0.76%1.10%0.87%0.71%1.09%1.43%1.22%1.33%1.49%1.39%1.37%

Monthly Dividends

The table displays the monthly dividend distributions for TIAA-CREF Large-Cap Growth Index Fund. 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
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39$0.39
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.41$0.41
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.50$0.50
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.35
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.40$0.40
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39$0.39
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.35
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.30
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.32
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.29
2013$0.26$0.26

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%JuneJulyAugustSeptemberOctoberNovember
-1.47%
-1.40%
TILIX (TIAA-CREF Large-Cap Growth Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the TIAA-CREF Large-Cap Growth Index 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 Large-Cap Growth Index Fund was 51.32%, occurring on Mar 9, 2009. Recovery took 488 trading sessions.

The current TIAA-CREF Large-Cap Growth Index Fund drawdown is 1.47%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.32%Nov 1, 2007338Mar 9, 2009488Feb 11, 2011826
-32.68%Dec 28, 2021202Oct 14, 2022301Dec 27, 2023503
-31.43%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-21.84%Sep 28, 201860Dec 24, 201875Apr 12, 2019135
-19.63%Dec 24, 2003159Aug 12, 2004548Oct 16, 2006707

Volatility

Volatility Chart

The current TIAA-CREF Large-Cap Growth Index Fund volatility is 5.59%, 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%JuneJulyAugustSeptemberOctoberNovember
5.59%
4.07%
TILIX (TIAA-CREF Large-Cap Growth Index Fund)
Benchmark (^GSPC)