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ISIN
US87245M8221
Inception Date
Sep 29, 2009
Min. Investment
$10,000,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

TLFIX Performance Chart

TIAA-CREF Lifecycle Index 2015 Fund (TLFIX) is up 5.6% since the beginning of the year. TLFIX is currently trading at $19 per share. Investors who bought $1,000 worth of TLFIX shares 5 years ago would now be looking at an investment worth $1,288.


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S&P 500 Index

Returns By Period

TIAA-CREF Lifecycle Index 2015 Fund (TLFIX) has returned 5.57% so far this year and 14.71% over the past 12 months. Over the last ten years, TLFIX has returned 6.80% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


TIAA-CREF Lifecycle Index 2015 Fund

1D
0.11%
1M
2.12%
YTD
5.57%
6M
6.12%
1Y
14.71%
3Y*
11.00%
5Y*
5.19%
10Y*
6.80%

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)

TLFIX Monthly Returns History

Based on dividend-adjusted daily data since Sep 30, 2009, TLFIX's average daily return is +0.03%, while the average monthly return is +0.58%. At this rate, an investment would double in approximately 10.0 years.

Historically, 67% of months were positive and 33% were negative. The best month was Oct 2011 with a return of +6.5%, while the worst month was Mar 2020 at -6.7%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.

On a daily basis, TLFIX closed higher 51% of trading days. The best single day was Dec 13, 2024 with a return of +7.3%, while the worst single day was Dec 16, 2024 at -6.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.46%1.22%-3.29%4.02%2.07%0.11%5.57%
20251.71%0.93%-1.32%0.52%1.96%2.61%0.33%1.87%1.89%1.11%0.37%0.31%12.94%
20240.06%1.30%1.74%-2.63%2.76%1.26%1.97%1.71%1.58%-2.09%2.13%-1.85%8.04%
20234.70%-2.43%2.49%0.91%-1.02%2.31%1.60%-1.46%-2.91%-1.83%5.85%3.85%12.24%
2022-3.08%-1.64%-0.56%-5.09%0.47%-4.40%4.42%-3.00%-6.36%2.26%5.25%-2.31%-13.81%
2021-0.33%0.55%0.81%2.31%0.68%0.99%0.93%1.02%-2.23%2.33%-1.01%1.59%7.83%

Benchmark Metrics

TIAA-CREF Lifecycle Index 2015 Fund has an annualized alpha of 1.21%, beta of 0.44, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since October 01, 2009.

  • This fund participated in 54.95% of S&P 500 Index downside but only 47.90% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.44 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
1.21%
Beta
0.44
0.80
Upside Capture
47.90%
Downside Capture
54.95%

Expense Ratio

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


Return for Risk

Risk / Return Rank

TLFIX ranks 75 for risk / return — better than 75% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


TLFIX Risk / Return Rank: 7575
Overall Rank
TLFIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
TLFIX Sortino Ratio Rank: 8080
Sortino Ratio Rank
TLFIX Omega Ratio Rank: 7676
Omega Ratio Rank
TLFIX Calmar Ratio Rank: 6767
Calmar Ratio Rank
TLFIX Martin Ratio Rank: 7474
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 Lifecycle Index 2015 Fund (TLFIX) and compare them to S&P 500 Index.


TLFIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.59

2.39

+0.20

Sortino ratio

Return per unit of downside risk

3.77

3.25

+0.51

Omega ratio

Gain probability vs. loss probability

1.50

1.43

+0.07

Calmar ratio

Return relative to maximum drawdown

3.14

3.11

+0.03

Martin ratio

Return relative to average drawdown

14.02

14.38

-0.36

Dividends

Dividend History

TIAA-CREF Lifecycle Index 2015 Fund provided a 7.58% dividend yield over the last twelve months, with an annual payout of $1.42 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%2.00%4.00%6.00%8.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.42$1.42$1.36$0.68$0.53$0.97$0.50$0.41$0.48$0.03$0.35$0.04

Dividend yield

7.58%8.00%7.99%4.01%3.39%5.16%2.71%2.44%3.23%0.17%2.42%0.26%

Monthly Dividends

The table displays the monthly dividend distributions for TIAA-CREF Lifecycle Index 2015 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$1.42$1.42
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.36$1.36
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.68$0.68
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.53$0.53
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.97$0.97

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 Lifecycle Index 2015 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 Lifecycle Index 2015 Fund was 19.10%, occurring on Oct 14, 2022. Recovery took 411 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-19.10%Oct 2022
11mo 8d1y 7mo
2y 6moNov 2021 - Jun 2024
COVID crash2020
-17.02%Mar 2020
1mo 2d3mo 23d
4mo 25dFeb 2020 - Jul 2020
2025 selloff2025
-11.64%Apr 2025
3mo 23d4mo 22d
8mo 15dDec 2024 - Aug 2025
2011 correction2011
-10.63%Oct 2011
5mo 4d4mo 1d
9mo 5dMay 2011 - Feb 2012
2016 correction2016
-10.37%Feb 2016
9mo 20d6mo 2d
1y 3moApr 2015 - Aug 2016

Drawdown Indicators


TLFIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-19.10%

-56.78%

+37.68%

Max Drawdown (1Y)

Largest decline over 1 year

-4.76%

-9.10%

+4.34%

Max Drawdown (3Y)

Largest decline over 3 years

-11.64%

-18.90%

+7.26%

Max Drawdown (5Y)

Largest decline over 5 years

-19.10%

-25.43%

+6.33%

Max Drawdown (10Y)

Largest decline over 10 years

-19.10%

-33.92%

+14.82%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.85%

-10.72%

+7.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

1.97%

-0.91%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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