- ISIN
- US87244W6646
- Issuer
- TIAA Investments
- Inception Date
- Oct 1, 2002
- Category
- Large Cap Value Equities
- Min. Investment
- $10,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
TILVX Performance Chart
TIAA-CREF Large-Cap Value Index Fund (TILVX) is up 16.0% since the beginning of the year. TILVX is currently trading at $32 per share. Investors who bought $1,000 worth of TILVX shares 5 years ago would now be looking at an investment worth $1,738.
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Returns By Period
TIAA-CREF Large-Cap Value Index Fund (TILVX) has returned 16.01% so far this year and 29.98% over the past 12 months. Over the last ten years, TILVX has returned 11.29% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
TIAA-CREF Large-Cap Value Index Fund
- 1D
- 0.74%
- 1M
- 2.82%
- YTD
- 16.01%
- 6M
- 15.31%
- 1Y
- 29.98%
- 3Y*
- 17.96%
- 5Y*
- 11.69%
- 10Y*
- 11.29%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
TILVX Monthly Returns History
Based on dividend-adjusted daily data since Sep 30, 2002, TILVX's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, an investment would double in approximately 7.0 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +13.4%, while the worst month was Oct 2008 at -17.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.
On a daily basis, TILVX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +11.2%, while the worst single day was Mar 16, 2020 at -12.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.54% | 2.60% | -4.83% | 8.16% | 2.95% | 2.08% | 16.01% | ||||||
| 2025 | 4.65% | 0.37% | -2.75% | -3.06% | 3.47% | 3.43% | 0.55% | 3.19% | 1.49% | 0.46% | 2.65% | 0.63% | 15.81% |
| 2024 | 0.09% | 3.69% | 4.98% | -4.26% | 3.16% | -0.93% | 5.09% | 2.67% | 1.40% | -1.12% | 6.36% | -6.84% | 14.26% |
| 2023 | 5.20% | -3.54% | -0.45% | 1.50% | -3.86% | 6.63% | 3.55% | -2.71% | -3.87% | -3.53% | 7.54% | 5.56% | 11.49% |
| 2022 | -2.32% | -1.17% | 2.82% | -5.62% | 1.91% | -8.70% | 6.58% | -2.98% | -8.76% | 10.29% | 6.19% | -4.05% | -7.57% |
| 2021 | -0.93% | 6.03% | 5.88% | 3.96% | 2.33% | -1.12% | 0.80% | 1.95% | -3.46% | 5.07% | -3.54% | 6.30% | 25.05% |
Benchmark Metrics
TIAA-CREF Large-Cap Value Index Fund has an annualized alpha of -0.15%, beta of 0.99, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since September 30, 2002.
- With beta of 0.99 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
- -0.15%
- Beta
- 0.99
- R²
- 0.91
- Upside Capture
- 97.16%
- Downside Capture
- 99.15%
Expense Ratio
TILVX has an expense ratio of 0.05%, which is considered low.
Return for Risk
Risk / Return Rank
TILVX ranks 88 for risk / return — in the top 88% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for TIAA-CREF Large-Cap Value Index Fund (TILVX) and compare them to S&P 500 Index.
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.
| TILVX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.37 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.49 | 2.78 | +1.70 |
| Martin ratioReturn relative to average drawdown | 18.63 | 12.44 | +6.19 |
Dividends
Dividend History
TIAA-CREF Large-Cap Value Index Fund provided a 5.14% dividend yield over the last twelve months, with an annual payout of $1.67 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.67 | $1.67 | $0.78 | $1.13 | $0.99 | $0.93 | $0.46 | $1.43 | $0.81 | $0.39 | $0.57 | $0.67 |
Dividend yield | 5.14% | 5.96% | 3.04% | 4.90% | 4.57% | 3.77% | 2.26% | 7.05% | 4.68% | 2.01% | 3.14% | 4.24% |
Monthly Dividends
The table displays the monthly dividend distributions for TIAA-CREF Large-Cap Value Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $1.67 | $1.67 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.78 | $0.78 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.13 | $1.13 |
| 2022 | $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 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.93 | $0.93 |
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 Value 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 Value Index Fund was 60.05%, occurring on Mar 9, 2009. Recovery took 978 trading sessions.
The current TIAA-CREF Large-Cap Value Index Fund drawdown is 0.64%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -60.05%Mar 2009 | 1y 7mo | 3y 10mo | 5y 6moJul 2007 - Jan 2013 |
COVID crash2020 | -40.15%Mar 2020 | 3mo 15d | 9mo 19d | 1y 29dDec 2019 - Jan 2021 |
Bear market2022 | -19.00%Sep 2022 | 8mo 20d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -18.42%Dec 2018 | 10mo 29d | 4mo 7d | 1y 3moJan 2018 - Apr 2019 |
2016 correction2016 | -18.25%Feb 2016 | 8mo 25d | 5mo 8d | 1y 1moMay 2015 - Jul 2016 |
Drawdown Indicators
| TILVX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.05% | -56.78% | -3.27% |
Max Drawdown (1Y)Largest decline over 1 year | -6.80% | -9.10% | +2.30% |
Max Drawdown (3Y)Largest decline over 3 years | -15.58% | -18.90% | +3.32% |
Max Drawdown (5Y)Largest decline over 5 years | -19.00% | -25.43% | +6.43% |
Max Drawdown (10Y)Largest decline over 10 years | -40.15% | -33.92% | -6.23% |
Current DrawdownCurrent decline from peak | -0.64% | -1.80% | +1.16% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -10.71% | +2.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 2.03% | -0.40% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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