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BRLGX vs. TILIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRLGX vs. TILIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Beacon Bridgeway Large Cap Growth Fund (BRLGX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX). The values are adjusted to include any dividend payments, if applicable.

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BRLGX vs. TILIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRLGX
American Beacon Bridgeway Large Cap Growth Fund
-11.48%16.31%24.13%31.38%-25.39%22.04%34.57%30.27%-6.18%27.19%
TILIX
TIAA-CREF Large-Cap Growth Index Fund
-13.04%18.41%33.31%42.64%-29.22%27.63%38.43%36.30%-1.66%28.49%

Returns By Period

In the year-to-date period, BRLGX achieves a -11.48% return, which is significantly higher than TILIX's -13.04% return. Over the past 10 years, BRLGX has underperformed TILIX with an annualized return of 13.08%, while TILIX has yielded a comparatively higher 16.09% annualized return.


BRLGX

1D
-0.61%
1M
-7.71%
YTD
-11.48%
6M
-9.59%
1Y
11.46%
3Y*
15.47%
5Y*
8.44%
10Y*
13.08%

TILIX

1D
-0.44%
1M
-8.64%
YTD
-13.04%
6M
-12.14%
1Y
14.38%
3Y*
19.64%
5Y*
11.88%
10Y*
16.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRLGX vs. TILIX - Expense Ratio Comparison

BRLGX has a 0.80% expense ratio, which is higher than TILIX's 0.05% expense ratio.


Return for Risk

BRLGX vs. TILIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRLGX
BRLGX Risk / Return Rank: 2020
Overall Rank
BRLGX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BRLGX Sortino Ratio Rank: 2222
Sortino Ratio Rank
BRLGX Omega Ratio Rank: 2020
Omega Ratio Rank
BRLGX Calmar Ratio Rank: 2020
Calmar Ratio Rank
BRLGX Martin Ratio Rank: 1919
Martin Ratio Rank

TILIX
TILIX Risk / Return Rank: 2727
Overall Rank
TILIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TILIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
TILIX Omega Ratio Rank: 3131
Omega Ratio Rank
TILIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
TILIX Martin Ratio Rank: 2222
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.

BRLGX vs. TILIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon Bridgeway Large Cap Growth Fund (BRLGX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX). 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.


BRLGXTILIXDifference

Sharpe ratio

Return per unit of total volatility

0.51

0.65

-0.14

Sortino ratio

Return per unit of downside risk

0.89

1.10

-0.21

Omega ratio

Gain probability vs. loss probability

1.12

1.15

-0.03

Calmar ratio

Return relative to maximum drawdown

0.58

0.67

-0.09

Martin ratio

Return relative to average drawdown

1.95

2.32

-0.37

BRLGX vs. TILIX - Sharpe Ratio Comparison

The current BRLGX Sharpe Ratio is 0.51, which is comparable to the TILIX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of BRLGX and TILIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BRLGXTILIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

0.65

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.56

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.77

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.56

-0.10

Correlation

The correlation between BRLGX and TILIX is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BRLGX vs. TILIX - Dividend Comparison

BRLGX's dividend yield for the trailing twelve months is around 11.42%, more than TILIX's 5.07% yield.


TTM20252024202320222021202020192018201720162015
BRLGX
American Beacon Bridgeway Large Cap Growth Fund
11.42%10.11%14.74%0.76%17.14%19.83%10.72%10.33%10.87%4.20%0.64%0.00%
TILIX
TIAA-CREF Large-Cap Growth Index Fund
5.07%4.41%3.25%1.90%11.00%8.76%1.91%2.38%4.01%0.68%1.33%1.32%

Drawdowns

BRLGX vs. TILIX - Drawdown Comparison

The maximum BRLGX drawdown since its inception was -55.32%, which is greater than TILIX's maximum drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for BRLGX and TILIX.


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Drawdown Indicators


BRLGXTILIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.32%

-50.54%

-4.78%

Max Drawdown (1Y)

Largest decline over 1 year

-14.64%

-16.24%

+1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-32.58%

-32.68%

+0.10%

Max Drawdown (10Y)

Largest decline over 10 years

-34.79%

-32.68%

-2.11%

Current Drawdown

Current decline from peak

-14.64%

-16.24%

+1.60%

Average Drawdown

Average peak-to-trough decline

-9.24%

-7.77%

-1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.37%

4.73%

-0.36%

Volatility

BRLGX vs. TILIX - Volatility Comparison

American Beacon Bridgeway Large Cap Growth Fund (BRLGX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX) have volatilities of 5.54% and 5.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRLGXTILIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.54%

5.34%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

12.52%

11.80%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

22.46%

22.35%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.49%

21.44%

+1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.80%

21.01%

+0.79%