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BRUFX vs. TSAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRUFX vs. TSAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bruce Fund (BRUFX) and TIAA-CREF Lifestyle Aggressive Growth Fund (TSAIX). The values are adjusted to include any dividend payments, if applicable.

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BRUFX vs. TSAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRUFX
Bruce Fund
7.60%14.89%4.45%-0.74%-8.80%17.35%12.06%22.42%-3.99%12.48%
TSAIX
TIAA-CREF Lifestyle Aggressive Growth Fund
-3.02%20.04%15.46%22.72%-19.57%17.10%19.69%27.97%-11.27%22.35%

Returns By Period

In the year-to-date period, BRUFX achieves a 7.60% return, which is significantly higher than TSAIX's -3.02% return. Over the past 10 years, BRUFX has underperformed TSAIX with an annualized return of 7.50%, while TSAIX has yielded a comparatively higher 10.88% annualized return.


BRUFX

1D
1.92%
1M
-3.00%
YTD
7.60%
6M
9.99%
1Y
19.80%
3Y*
9.39%
5Y*
5.09%
10Y*
7.50%

TSAIX

1D
3.07%
1M
-6.27%
YTD
-3.02%
6M
-0.43%
1Y
18.56%
3Y*
15.56%
5Y*
7.78%
10Y*
10.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRUFX vs. TSAIX - Expense Ratio Comparison

BRUFX has a 0.68% expense ratio, which is higher than TSAIX's 0.04% expense ratio.


Return for Risk

BRUFX vs. TSAIX — Risk / Return Rank

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

BRUFX
BRUFX Risk / Return Rank: 8383
Overall Rank
BRUFX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BRUFX Sortino Ratio Rank: 8080
Sortino Ratio Rank
BRUFX Omega Ratio Rank: 7575
Omega Ratio Rank
BRUFX Calmar Ratio Rank: 8888
Calmar Ratio Rank
BRUFX Martin Ratio Rank: 8989
Martin Ratio Rank

TSAIX
TSAIX Risk / Return Rank: 5757
Overall Rank
TSAIX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
TSAIX Sortino Ratio Rank: 5757
Sortino Ratio Rank
TSAIX Omega Ratio Rank: 5656
Omega Ratio Rank
TSAIX Calmar Ratio Rank: 5454
Calmar Ratio Rank
TSAIX Martin Ratio Rank: 6060
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.

BRUFX vs. TSAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bruce Fund (BRUFX) and TIAA-CREF Lifestyle Aggressive Growth Fund (TSAIX). 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.


BRUFXTSAIXDifference

Sharpe ratio

Return per unit of total volatility

1.56

1.10

+0.46

Sortino ratio

Return per unit of downside risk

2.12

1.62

+0.50

Omega ratio

Gain probability vs. loss probability

1.30

1.24

+0.06

Calmar ratio

Return relative to maximum drawdown

2.44

1.45

+0.99

Martin ratio

Return relative to average drawdown

10.11

6.28

+3.83

BRUFX vs. TSAIX - Sharpe Ratio Comparison

The current BRUFX Sharpe Ratio is 1.56, which is higher than the TSAIX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of BRUFX and TSAIX, 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


BRUFXTSAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

1.10

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.48

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.62

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.67

0.00

Correlation

The correlation between BRUFX and TSAIX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BRUFX vs. TSAIX - Dividend Comparison

BRUFX's dividend yield for the trailing twelve months is around 5.90%, less than TSAIX's 7.61% yield.


TTM20252024202320222021202020192018201720162015
BRUFX
Bruce Fund
5.90%6.35%5.01%6.46%13.31%9.25%5.83%2.03%2.49%4.11%6.26%4.63%
TSAIX
TIAA-CREF Lifestyle Aggressive Growth Fund
7.61%7.38%2.94%1.81%9.27%11.82%5.59%5.71%5.71%1.13%4.12%7.19%

Drawdowns

BRUFX vs. TSAIX - Drawdown Comparison

The maximum BRUFX drawdown since its inception was -44.50%, which is greater than TSAIX's maximum drawdown of -34.58%. Use the drawdown chart below to compare losses from any high point for BRUFX and TSAIX.


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Drawdown Indicators


BRUFXTSAIXDifference

Max Drawdown

Largest peak-to-trough decline

-44.50%

-34.58%

-9.92%

Max Drawdown (1Y)

Largest decline over 1 year

-8.25%

-11.72%

+3.47%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

-28.28%

+10.37%

Max Drawdown (10Y)

Largest decline over 10 years

-25.44%

-34.58%

+9.14%

Current Drawdown

Current decline from peak

-3.00%

-7.52%

+4.52%

Average Drawdown

Average peak-to-trough decline

-9.10%

-4.96%

-4.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

2.71%

-0.70%

Volatility

BRUFX vs. TSAIX - Volatility Comparison

The current volatility for Bruce Fund (BRUFX) is 4.98%, while TIAA-CREF Lifestyle Aggressive Growth Fund (TSAIX) has a volatility of 6.34%. This indicates that BRUFX experiences smaller price fluctuations and is considered to be less risky than TSAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRUFXTSAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.98%

6.34%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

7.93%

10.26%

-2.33%

Volatility (1Y)

Calculated over the trailing 1-year period

12.59%

17.32%

-4.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.43%

16.20%

-5.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.52%

17.62%

-6.10%