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TIAA-CREF Life Funds Large-Cap Value Fund (TLLVX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

Inception Date
Oct 27, 2002
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

TIAA-CREF Life Funds Large-Cap Value Fund (TLLVX) has returned -0.72% so far this year and 13.55% over the past 12 months.


TIAA-CREF Life Funds Large-Cap Value Fund

1D
-0.19%
1M
-6.80%
YTD
-0.72%
6M
3.27%
1Y
13.55%
3Y*
14.93%
5Y*
9.98%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 13, 2019, TLLVX's average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, your investment would double in approximately 5.5 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +14.7%, while the worst month was Mar 2020 at -16.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, TLLVX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +10.7%, while the worst single day was Mar 16, 2020 at -12.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.53%1.92%-6.80%-0.72%
20255.04%0.88%-3.20%-3.41%3.89%4.19%-0.05%3.40%1.75%0.20%2.33%1.45%17.31%
20240.87%4.10%4.66%-3.66%3.03%-0.10%4.54%2.24%0.78%-1.05%5.63%-6.49%14.75%
20234.16%-2.66%-0.77%2.22%-3.16%6.84%3.62%-2.30%-3.59%-2.81%7.58%5.27%14.29%
2022-2.42%-1.02%1.74%-6.26%2.05%-9.28%6.66%-2.72%-8.34%11.78%6.78%-4.16%-7.21%
2021-1.84%6.97%6.39%4.18%2.49%-1.60%1.40%2.10%-4.01%6.00%-3.45%6.26%26.84%

Benchmark Metrics

TIAA-CREF Life Funds Large-Cap Value Fund has an annualized alpha of 1.40%, beta of 0.88, and R² of 0.81 versus S&P 500 Index. Calculated based on daily prices since May 14, 2019.

  • With beta of 0.88 and R² of 0.81, 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
1.40%
Beta
0.88
0.81
Upside Capture
95.67%
Downside Capture
95.95%

Expense Ratio

TLLVX has an expense ratio of 0.52%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TLLVX ranks 49 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


TLLVX Risk / Return Rank: 4949
Overall Rank
TLLVX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
TLLVX Sortino Ratio Rank: 4747
Sortino Ratio Rank
TLLVX Omega Ratio Rank: 5353
Omega Ratio Rank
TLLVX Calmar Ratio Rank: 4343
Calmar Ratio Rank
TLLVX Martin Ratio Rank: 4848
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 Life Funds Large-Cap Value Fund (TLLVX) and compare them to a chosen benchmark (S&P 500 Index).


TLLVXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.04

0.90

+0.14

Sortino ratio

Return per unit of downside risk

1.40

1.39

+0.02

Omega ratio

Gain probability vs. loss probability

1.22

1.21

+0.01

Calmar ratio

Return relative to maximum drawdown

1.13

1.40

-0.27

Martin ratio

Return relative to average drawdown

4.85

6.61

-1.76

Explore TLLVX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

TIAA-CREF Life Funds Large-Cap Value Fund provided a 8.50% dividend yield over the last twelve months, with an annual payout of $1.77 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%4.00%6.00%8.00%$0.00$0.50$1.00$1.502019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$1.77$1.77$1.65$0.55$0.96$0.24$0.27$0.96

Dividend yield

8.50%8.44%8.50%2.97%5.76%1.29%1.80%6.41%

Monthly Dividends

The table displays the monthly dividend distributions for TIAA-CREF Life Funds Large-Cap Value 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
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.77$0.00$0.00$0.00$1.77
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.65$0.00$0.00$0.00$1.65
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.55$0.00$0.00$0.00$0.55
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.96$0.00$0.00$0.00$0.96
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.00$0.24

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 Life Funds Large-Cap Value 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 Life Funds Large-Cap Value Fund was 38.31%, occurring on Mar 23, 2020. Recovery took 170 trading sessions.

The current TIAA-CREF Life Funds Large-Cap Value Fund drawdown is 7.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.31%Feb 13, 202027Mar 23, 2020170Nov 24, 2020197
-20.32%Jan 13, 2022180Sep 30, 2022202Jul 24, 2023382
-14.75%Dec 2, 202487Apr 8, 202556Jun 30, 2025143
-10.31%Aug 1, 202363Oct 27, 202330Dec 11, 202393
-7.38%Feb 12, 202632Mar 30, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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