ADEIX vs. TILVX
ADEIX (Ancora Dividend Value Equity Fund) and TILVX (TIAA-CREF Large-Cap Value Index Fund) are both Large Cap Value Equities funds. Over the past 5 years, ADEIX returned 7.78%/yr vs 12.07%/yr for TILVX. Their correlation of 0.92 means they have usually moved in the same direction. ADEIX charges 1.21%/yr vs 0.05%/yr for TILVX.
Performance
ADEIX vs. TILVX - Performance Comparison
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Returns By Period
In the year-to-date period, ADEIX achieves a 6.81% return, which is significantly lower than TILVX's 21.80% return.
ADEIX
- 1D
- 0.65%
- 1M
- 2.89%
- 6M
- 6.75%
- YTD
- 6.81%
- 1Y
- 9.57%
- 3Y*
- 11.27%
- 5Y*
- 7.78%
- 10Y*
- —
- ALL TIME*
- 10.68%
TILVX
- 1D
- 0.98%
- 1M
- 2.93%
- 6M
- 15.37%
- YTD
- 21.80%
- 1Y
- 32.70%
- 3Y*
- 18.95%
- 5Y*
- 12.07%
- 10Y*
- 11.36%
- ALL TIME*
- 9.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
ADEIX vs. TILVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ADEIX Ancora Dividend Value Equity Fund | 6.81% | 7.64% | 12.59% | 13.93% | -11.41% | 27.35% | 8.93% | 14.82% |
TILVX TIAA-CREF Large-Cap Value Index Fund | 21.80% | 15.81% | 14.26% | 11.49% | -7.57% | 25.05% | 2.90% | 12.78% |
Correlation
The correlation between ADEIX and TILVX is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.84 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (All Time) Calculated using the full available price history since May 15, 2019 | 0.92 |
The correlation between ADEIX and TILVX shifts across timeframes, from 0.81 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ADEIX vs. TILVX — Risk / Return Rank
ADEIX
TILVX
ADEIX vs. TILVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ancora Dividend Value Equity Fund (ADEIX) and TIAA-CREF Large-Cap Value Index Fund (TILVX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| ADEIX | TILVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.03 | ||
| Sortino ratioReturn per unit of downside risk | -2.74 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.55 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 1.38 | 5.06 | -3.68 |
| Martin ratioReturn relative to average drawdown | 4.58 | 21.65 | -17.08 |
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Drawdowns
ADEIX vs. TILVX - Drawdown Comparison
The maximum ADEIX drawdown since its inception was -94.85%, which is greater than TILVX's maximum drawdown of -60.05%. Use the drawdown chart below to compare losses from any high point for ADEIX and TILVX.
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Drawdown Indicators
| ADEIX | TILVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.85% | -60.05% | -34.80% |
Max Drawdown (1Y)Largest decline over 1 year | -8.03% | -6.80% | -1.23% |
Max Drawdown (3Y)Largest decline over 3 years | -94.85% | -15.58% | -79.27% |
Max Drawdown (5Y)Largest decline over 5 years | -94.85% | -19.00% | -75.85% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.15% | — |
Current DrawdownCurrent decline from peak | -93.21% | 0.00% | -93.21% |
Average DrawdownAverage peak-to-trough decline | -24.11% | -8.21% | -15.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 1.58% | +0.84% |
Volatility
ADEIX vs. TILVX - Volatility Comparison
Ancora Dividend Value Equity Fund (ADEIX) has a higher volatility of 3.00% compared to TIAA-CREF Large-Cap Value Index Fund (TILVX) at 2.77%. This indicates that ADEIX's price experiences larger fluctuations and is considered to be riskier than TILVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADEIX | TILVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 2.77% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.37% | 8.76% | -0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.11% | 11.36% | -0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 698.70% | 14.83% | +683.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 581.29% | 17.62% | +563.67% |
ADEIX vs. TILVX - Expense Ratio Comparison
ADEIX has a 1.21% expense ratio, which is higher than TILVX's 0.05% expense ratio.
Dividends
ADEIX vs. TILVX - Dividend Comparison
ADEIX's dividend yield for the trailing twelve months is around 3.17%, less than TILVX's 4.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADEIX Ancora Dividend Value Equity Fund | 3.17% | 3.38% | 0.54% | 1.30% | 1.43% | 1.06% | 1.23% | 0.79% | 0.00% | 0.00% | 0.00% | 0.00% |
TILVX TIAA-CREF Large-Cap Value Index Fund | 4.89% | 5.96% | 3.04% | 4.90% | 4.57% | 3.77% | 2.26% | 7.05% | 4.68% | 2.01% | 3.14% | 4.24% |
Frequently Asked Questions
ADEIX and TILVX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADEIX has higher volatility (3.00%) compared to TILVX (2.77%). In terms of maximum drawdown, ADEIX dropped -94.85% vs TILVX's -60.05%.
TILVX currently has the higher Sharpe Ratio (3.03 vs 1.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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