- ISIN
- US87244W7305
- Issuer
- TIAA Investments
- Inception Date
- Oct 1, 2002
- Category
- Large Cap Value Equities
- Min. Investment
- $2,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
TRLIX Performance Chart
TIAA-CREF Large Cap Value Fund (TRLIX) is up 10.7% since the beginning of the year. TRLIX is currently trading at $26 per share. Investors who bought $1,000 worth of TRLIX shares 5 years ago would now be looking at an investment worth $1,689.
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Returns By Period
TIAA-CREF Large Cap Value Fund (TRLIX) has returned 10.74% so far this year and 25.23% over the past 12 months. Over the last ten years, TRLIX has returned 11.15% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.
TIAA-CREF Large Cap Value Fund
- 1D
- 0.80%
- 1M
- 2.80%
- YTD
- 10.74%
- 6M
- 11.73%
- 1Y
- 25.23%
- 3Y*
- 18.57%
- 5Y*
- 11.05%
- 10Y*
- 11.15%
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
TRLIX Monthly Returns History
Based on dividend-adjusted daily data since Sep 30, 2002, TRLIX's average daily return is +0.05%, while the average monthly return is +0.90%. At this rate, an investment would double in approximately 6.4 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +14.9%, while the worst month was Oct 2008 at -17.9%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.
On a daily basis, TRLIX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +11.9%, while the worst single day was Mar 16, 2020 at -12.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.57% | 1.93% | -4.76% | 7.56% | 1.04% | 0.38% | 10.74% | ||||||
| 2025 | 5.07% | 0.95% | -3.16% | -3.40% | 3.88% | 4.22% | -0.08% | 3.42% | 1.71% | 0.24% | 2.32% | 1.41% | 17.44% |
| 2024 | 0.85% | 4.07% | 4.68% | -3.65% | 3.07% | -0.14% | 4.55% | 2.24% | 0.82% | -1.07% | 5.69% | -6.51% | 14.79% |
| 2023 | 4.15% | -2.67% | -0.78% | 2.19% | -3.07% | 6.75% | 3.65% | -2.29% | -3.56% | -2.78% | 7.54% | 5.28% | 14.35% |
| 2022 | -2.39% | -1.04% | 1.81% | -6.27% | 2.10% | -9.25% | 6.63% | -2.68% | -8.26% | 11.72% | 6.79% | -4.17% | -7.03% |
| 2021 | -1.87% | 7.03% | 6.36% | 4.21% | 2.53% | -1.66% | 1.46% | 2.07% | -3.96% | 6.00% | -3.46% | 6.39% | 27.10% |
Benchmark Metrics
TIAA-CREF Large Cap Value Fund has an annualized alpha of -0.01%, beta of 1.03, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since October 01, 2002.
- With beta of 1.03 and R2 of 0.92, 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
- -0.01%
- Beta
- 1.03
- R²
- 0.92
- Upside Capture
- 104.05%
- Downside Capture
- 104.17%
Expense Ratio
TRLIX has an expense ratio of 0.41%, placing it in the medium range.
Return for Risk
Risk / Return Rank
TRLIX ranks 71 for risk / return — better than 71% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for TIAA-CREF Large Cap Value Fund (TRLIX) and compare them to S&P 500 Index.
| TRLIX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.42 | 2.24 | +0.18 |
Sortino ratioReturn per unit of downside risk | 3.42 | 3.07 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.41 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 3.56 | 2.93 | +0.63 |
Martin ratioReturn relative to average drawdown | 14.34 | 13.52 | +0.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
TIAA-CREF Large Cap Value Fund provided a 7.97% dividend yield over the last twelve months, with an annual payout of $2.10 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.10 | $2.10 | $0.89 | $1.71 | $1.17 | $2.00 | $0.35 | $0.38 | $1.87 | $0.99 | $0.77 | $0.18 |
Dividend yield | 7.97% | 8.82% | 4.01% | 8.58% | 6.13% | 9.19% | 1.89% | 2.08% | 12.82% | 5.19% | 4.29% | 1.11% |
Monthly Dividends
The table displays the monthly dividend distributions for TIAA-CREF 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 | $0.00 | $0.00 | $0.00 | $2.10 | $2.10 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.89 | $0.89 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.71 | $1.71 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.17 | $1.17 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.00 | $2.00 |
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 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 Fund was 61.94%, occurring on Mar 9, 2009. Recovery took 983 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -61.94%Mar 2009 | 1y 7mo | 3y 11mo | 5y 6moJul 2007 - Feb 2013 |
COVID crash2020 | -38.54%Mar 2020 | 1mo 9d | 8mo 6d | 9mo 15dFeb 2020 - Nov 2020 |
2016 bear market2016 | -26.16%Feb 2016 | 7mo 22d | 9mo 28d | 1y 5moJun 2015 - Dec 2016 |
Rate-hike selloffLate 2018 | -24.55%Dec 2018 | 10mo 29d | 11mo 6d | 1y 10moJan 2018 - Nov 2019 |
Bear market2022 | -20.13%Sep 2022 | 8mo 20d | 9mo 27d | 1y 6moJan 2022 - Jul 2023 |
Drawdown Indicators
| TRLIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.94% | -56.78% | -5.16% |
Max Drawdown (1Y)Largest decline over 1 year | -7.35% | -9.10% | +1.75% |
Max Drawdown (3Y)Largest decline over 3 years | -14.69% | -18.90% | +4.21% |
Max Drawdown (5Y)Largest decline over 5 years | -20.13% | -25.43% | +5.30% |
Max Drawdown (10Y)Largest decline over 10 years | -38.54% | -33.92% | -4.62% |
Current DrawdownCurrent decline from peak | -0.00% | -0.74% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -8.84% | -10.72% | +1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 1.97% | -0.15% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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