- Issuer
- TIAA Investments
- Inception Date
- Oct 27, 2002
- Category
- Large Cap Value Equities
- 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
TLLVX Performance Chart
TIAA-CREF Life Funds Large-Cap Value Fund (TLLVX) is up 14.3% since the beginning of the year. TLLVX is currently trading at $24 per share. Investors who bought $1,000 worth of TLLVX shares 5 years ago would now be looking at an investment worth $1,788.
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Returns By Period
TIAA-CREF Life Funds Large-Cap Value Fund (TLLVX) has returned 14.31% so far this year and 27.72% over the past 12 months.
TIAA-CREF Life Funds Large-Cap Value Fund
- 1D
- 0.59%
- 1M
- 4.04%
- YTD
- 14.31%
- 6M
- 13.60%
- 1Y
- 27.72%
- 3Y*
- 19.26%
- 5Y*
- 12.32%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
TLLVX Monthly Returns History
Based on dividend-adjusted daily data since May 13, 2019, TLLVX's average daily return is +0.06%, while the average monthly return is +1.18%. At this rate, an investment would double in approximately 4.9 years.
Historically, 62% of months were positive and 38% 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.53% | 1.92% | -4.74% | 7.52% | 1.05% | 3.68% | 14.31% | ||||||
| 2025 | 5.04% | 0.88% | -3.20% | -3.41% | 3.89% | 4.19% | -0.05% | 3.40% | 1.75% | 0.20% | 2.33% | 1.45% | 17.31% |
| 2024 | 0.87% | 4.10% | 4.66% | -3.66% | 3.03% | -0.10% | 4.54% | 2.24% | 0.78% | -1.05% | 5.63% | -6.49% | 14.75% |
| 2023 | 4.16% | -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 1.68%, beta of 0.88, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since May 13, 2019.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (92.17%) than losses (91.59%) - typical of diversified or defensive assets.
- 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
- 1.68%
- Beta
- 0.88
- R²
- 0.81
- Upside Capture
- 92.17%
- Downside Capture
- 91.59%
Expense Ratio
TLLVX has an expense ratio of 0.52%, placing it in the medium range.
Return for Risk
Risk / Return Rank
TLLVX ranks 84 for risk / return — in the top 84% 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 Life Funds Large-Cap Value Fund (TLLVX) 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.
| TLLVX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.32 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.90 | 2.46 | +1.44 |
| Martin ratioReturn relative to average drawdown | 15.78 | 10.92 | +4.86 |
Dividends
Dividend History
TIAA-CREF Life Funds Large-Cap Value Fund provided a 7.38% 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.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $1.77 | $1.77 | $1.65 | $0.55 | $0.96 | $0.24 | $0.27 | $0.96 |
Dividend yield | 7.38% | 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.
| 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 | $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.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -38.31%Mar 2020 | 1mo 9d | 8mo 6d | 9mo 15dFeb 2020 - Nov 2020 |
Bear market2022 | -20.32%Sep 2022 | 8mo 20d | 9mo 27d | 1y 6moJan 2022 - Jul 2023 |
2025 selloff2025 | -14.75%Apr 2025 | 4mo 7d | 2mo 23d | 7moDec 2024 - Jun 2025 |
2023 correction2023 | -10.31%Oct 2023 | 2mo 27d | 1mo 15d | 4mo 12dAug 2023 - Dec 2023 |
2026 pullback2026 | -7.38%Mar 2026 | 1mo 16d | 18d | 2mo 4dFeb 2026 - Apr 2026 |
Drawdown Indicators
| TLLVX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.31% | -56.78% | +18.47% |
Max Drawdown (1Y)Largest decline over 1 year | -7.38% | -9.10% | +1.72% |
Max Drawdown (3Y)Largest decline over 3 years | -14.75% | -18.90% | +4.15% |
Max Drawdown (5Y)Largest decline over 5 years | -20.32% | -25.43% | +5.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.21% | +3.21% |
Average DrawdownAverage peak-to-trough decline | -4.67% | -10.71% | +6.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 2.04% | -0.22% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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