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ISIN
US87244W6802
Inception Date
Oct 1, 2002
Min. Investment
$10,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

TILIX Performance Chart

TIAA-CREF Large-Cap Growth Index Fund (TILIX) is up 7.1% since the beginning of the year. TILIX is currently trading at $81 per share. Investors who bought $1,000 worth of TILIX shares 5 years ago would now be looking at an investment worth $2,043.


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S&P 500 Index

Returns By Period

TIAA-CREF Large-Cap Growth Index Fund (TILIX) has returned 7.12% so far this year and 25.13% over the past 12 months. Looking at the last ten years, TILIX has achieved an annualized return of 18.48%, outperforming the S&P 500 Index benchmark, which averaged 13.65% per year.


TIAA-CREF Large-Cap Growth Index Fund

1D
-1.35%
1M
5.11%
YTD
7.12%
6M
6.17%
1Y
25.13%
3Y*
24.93%
5Y*
15.36%
10Y*
18.48%

Benchmark (S&P 500 Index)

1D
0.41%
1M
4.48%
YTD
10.79%
6M
10.60%
1Y
27.02%
3Y*
21.07%
5Y*
12.39%
10Y*
13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TILIX Monthly Returns History

Based on dividend-adjusted daily data since Sep 30, 2002, TILIX's average daily return is +0.05%, while the average monthly return is +1.07%. At this rate, an investment would double in approximately 5.4 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2020 with a return of +14.8%, while the worst month was Oct 2008 at -17.5%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, TILIX closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +12.1%, while the worst single day was Dec 29, 2003 at -14.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.51%-3.35%-5.21%11.89%7.18%-1.00%7.12%
20251.97%-3.59%-8.43%1.77%8.85%6.36%3.77%1.11%5.30%3.62%-1.81%-0.70%18.41%
20242.49%6.81%1.74%-4.24%5.99%6.74%-1.71%2.08%2.82%-0.33%6.48%0.90%33.31%
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%

Benchmark Metrics

TIAA-CREF Large-Cap Growth Index Fund has an annualized alpha of 2.15%, beta of 1.02, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since October 01, 2002.

  • This fund captured 108.33% of S&P 500 Index gains but only 97.96% of its losses - a favorable profile for investors.
  • This fund generated an annualized alpha of 2.15% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.02 and R2 of 0.91, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
2.15%
Beta
1.02
0.91
Upside Capture
108.33%
Downside Capture
97.96%

Expense Ratio

TILIX has an expense ratio of 0.05%, which is considered low.


Return for Risk

Risk / Return Rank

TILIX ranks 29 for risk / return — below 29% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


TILIX Risk / Return Rank: 2929
Overall Rank
TILIX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
TILIX Sortino Ratio Rank: 3333
Sortino Ratio Rank
TILIX Omega Ratio Rank: 3333
Omega Ratio Rank
TILIX Calmar Ratio Rank: 2121
Calmar Ratio Rank
TILIX Martin Ratio Rank: 2222
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 Large-Cap Growth Index Fund (TILIX) and compare them to S&P 500 Index.


TILIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.84

Omega ratioGain probability vs. loss probability

1.29

1.41

-0.12

Calmar ratioReturn relative to maximum drawdown

1.59

2.98

-1.39

Martin ratioReturn relative to average drawdown

5.31

13.78

-8.47

Dividends

Dividend History

TIAA-CREF Large-Cap Growth Index Fund provided a 4.12% dividend yield over the last twelve months, with an annual payout of $3.35 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.35$3.35$2.18$0.99$4.08$5.07$0.94$0.87$1.10$0.20$0.30$0.28

Dividend yield

4.12%4.41%3.25%1.90%11.00%8.76%1.91%2.38%4.01%0.68%1.33%1.32%

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
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.35$3.35
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.18$2.18
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.99$0.99
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.08$4.08
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.07$5.07

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 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 50.54%, occurring on Mar 9, 2009. Recovery took 482 trading sessions.

The current TIAA-CREF Large-Cap Growth Index Fund drawdown is 1.71%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-50.54%Mar 2009
1y 4mo1y 11mo
3y 3moNov 2007 - Feb 2011
Bear market2022
-32.68%Oct 2022
9mo 20d1y 2mo
1y 12moDec 2021 - Dec 2023
COVID crash2020
-31.43%Mar 2020
1mo 2d2mo 17d
3mo 19dFeb 2020 - Jun 2020
2025 selloff2025
-23.33%Apr 2025
3mo 22d2mo 19d
6mo 11dDec 2024 - Jun 2025
Rate-hike selloffLate 2018
-21.84%Dec 2018
2mo 21d3mo 19d
6mo 10dOct 2018 - Apr 2019

Drawdown Indicators


TILIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-50.54%

-56.78%

+6.24%

Max Drawdown (1Y)

Largest decline over 1 year

-16.24%

-9.10%

-7.14%

Max Drawdown (3Y)

Largest decline over 3 years

-23.33%

-18.90%

-4.43%

Max Drawdown (5Y)

Largest decline over 5 years

-32.68%

-25.43%

-7.25%

Max Drawdown (10Y)

Largest decline over 10 years

-32.68%

-33.92%

+1.24%

Current Drawdown

Current decline from peak

-1.71%

-0.33%

-1.38%

Average Drawdown

Average peak-to-trough decline

-7.73%

-10.72%

+2.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.84%

1.97%

+2.87%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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