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TIAA-CREF Lifecycle 2045 Fund (TTFIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US8863155896

Issuer

TIAA Investments

Inception Date

Nov 29, 2007

Min. Investment

$2,000,000

Asset Class

Multi-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
TTFIX vs. TISPX TTFIX vs. VINIX TTFIX vs. VIIIX TTFIX vs. VOO
Popular comparisons:
TTFIX vs. TISPX TTFIX vs. VINIX TTFIX vs. VIIIX TTFIX vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in TIAA-CREF Lifecycle 2045 Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.06%
10.75%
TTFIX (TIAA-CREF Lifecycle 2045 Fund)
Benchmark (^GSPC)

Returns By Period

TIAA-CREF Lifecycle 2045 Fund had a return of 14.80% year-to-date (YTD) and 21.34% in the last 12 months. Over the past 10 years, TIAA-CREF Lifecycle 2045 Fund had an annualized return of 8.81%, while the S&P 500 had an annualized return of 11.10%, indicating that TIAA-CREF Lifecycle 2045 Fund did not perform as well as the benchmark.


TTFIX

YTD

14.80%

1M

-1.34%

6M

4.99%

1Y

21.34%

5Y (annualized)

9.91%

10Y (annualized)

8.81%

^GSPC (Benchmark)

YTD

23.56%

1M

0.49%

6M

11.03%

1Y

30.56%

5Y (annualized)

13.70%

10Y (annualized)

11.10%

Monthly Returns

The table below presents the monthly returns of TTFIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.47%4.19%3.05%-3.54%3.82%1.95%1.49%1.88%1.30%-1.82%14.80%
20236.28%-2.57%2.37%1.20%-0.76%5.39%3.17%-2.52%-3.95%-2.35%7.75%4.77%19.47%
2022-5.04%-2.84%1.35%-7.24%0.40%-7.85%6.71%-3.31%-8.34%6.28%6.76%-4.06%-17.38%
2021-0.64%3.14%2.15%4.20%1.30%1.35%0.57%2.08%-3.95%4.43%-2.95%3.49%15.83%
2020-1.16%-6.97%-13.72%10.93%5.37%2.75%4.96%5.80%-2.78%-1.81%11.11%4.51%17.29%
20198.29%2.89%0.99%3.36%-5.86%6.14%0.55%-1.73%1.28%2.22%2.71%3.10%25.88%
20185.30%-3.53%-1.56%0.32%1.50%-0.39%2.34%1.45%-0.08%-7.96%0.82%-7.48%-9.67%
20172.64%2.57%1.25%1.86%1.73%0.51%2.63%0.66%2.30%2.17%1.96%1.17%23.65%
2016-5.77%-1.04%6.72%1.18%1.26%-0.96%4.17%0.46%0.93%-2.02%1.97%1.41%8.05%
2015-1.30%5.54%-0.62%1.34%1.06%-1.57%1.06%-6.24%-3.19%6.78%0.18%-2.30%0.05%
2014-3.13%4.95%-0.82%-0.37%1.93%2.16%-2.20%3.06%-2.88%1.53%1.86%-1.21%4.62%
20134.45%0.43%2.55%1.97%0.91%-2.11%4.83%-2.35%4.82%3.93%2.12%2.35%26.28%

Expense Ratio

TTFIX has an expense ratio of 0.23%, which is considered low compared to other funds.


Expense ratio chart for TTFIX: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TTFIX is 61, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of TTFIX is 6161
Combined Rank
The Sharpe Ratio Rank of TTFIX is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of TTFIX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of TTFIX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of TTFIX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of TTFIX is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for TIAA-CREF Lifecycle 2045 Fund (TTFIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for TTFIX, currently valued at 1.90, compared to the broader market0.002.004.001.902.51
The chart of Sortino ratio for TTFIX, currently valued at 2.59, compared to the broader market0.005.0010.002.593.36
The chart of Omega ratio for TTFIX, currently valued at 1.37, compared to the broader market1.002.003.004.001.371.47
The chart of Calmar ratio for TTFIX, currently valued at 2.75, compared to the broader market0.005.0010.0015.0020.0025.002.753.62
The chart of Martin ratio for TTFIX, currently valued at 12.73, compared to the broader market0.0020.0040.0060.0080.00100.0012.7316.12
TTFIX
^GSPC

The current TIAA-CREF Lifecycle 2045 Fund Sharpe ratio is 1.90. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of TIAA-CREF Lifecycle 2045 Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.90
2.51
TTFIX (TIAA-CREF Lifecycle 2045 Fund)
Benchmark (^GSPC)

Dividends

Dividend History

TIAA-CREF Lifecycle 2045 Fund provided a 1.86% dividend yield over the last twelve months, with an annual payout of $0.27 per share.


1.50%2.00%2.50%3.00%3.50%4.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.27$0.27$0.20$0.55$0.36$0.22$0.30$0.37$0.14$0.20$0.32$0.38

Dividend yield

1.86%2.13%1.79%3.81%2.53%1.70%2.76%2.92%1.35%1.97%2.99%3.47%

Monthly Dividends

The table displays the monthly dividend distributions for TIAA-CREF Lifecycle 2045 Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.27
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.20
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.55$0.55
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.36
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.22
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.30
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.37$0.37
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.14
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.20
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.32
2013$0.38$0.38

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.80%
-1.80%
TTFIX (TIAA-CREF Lifecycle 2045 Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the TIAA-CREF Lifecycle 2045 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 2045 Fund was 53.24%, occurring on Mar 9, 2009. Recovery took 888 trading sessions.

The current TIAA-CREF Lifecycle 2045 Fund drawdown is 1.80%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.24%Dec 11, 2007311Mar 9, 2009888Sep 14, 20121199
-32.21%Feb 20, 202023Mar 23, 202099Aug 12, 2020122
-25.25%Nov 9, 2021225Sep 30, 2022340Feb 8, 2024565
-19.79%Jan 29, 2018229Dec 24, 2018145Jul 24, 2019374
-17.81%Jun 24, 2015161Feb 11, 2016144Sep 7, 2016305

Volatility

Volatility Chart

The current TIAA-CREF Lifecycle 2045 Fund volatility is 2.75%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.75%
4.06%
TTFIX (TIAA-CREF Lifecycle 2045 Fund)
Benchmark (^GSPC)