CAPEX vs. TILIX
Compare and contrast key facts about Eaton Vance Tax Managed Growth 1.0 Fund (CAPEX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX).
CAPEX is managed by BlackRock. It was launched on Mar 28, 1966. TILIX is managed by TIAA Investments. It was launched on Oct 1, 2002.
Performance
CAPEX vs. TILIX - Performance Comparison
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CAPEX vs. TILIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAPEX Eaton Vance Tax Managed Growth 1.0 Fund | -5.56% | 16.83% | 25.45% | 28.62% | -19.92% | 25.05% | 23.49% | 29.70% | -4.95% | 22.72% |
TILIX TIAA-CREF Large-Cap Growth Index Fund | -9.78% | 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, CAPEX achieves a -5.56% return, which is significantly higher than TILIX's -9.78% return. Over the past 10 years, CAPEX has underperformed TILIX with an annualized return of 13.76%, while TILIX has yielded a comparatively higher 16.52% annualized return.
CAPEX
- 1D
- 3.17%
- 1M
- -5.05%
- YTD
- -5.56%
- 6M
- -3.30%
- 1Y
- 14.57%
- 3Y*
- 18.01%
- 5Y*
- 10.82%
- 10Y*
- 13.76%
TILIX
- 1D
- 3.75%
- 1M
- -5.51%
- YTD
- -9.78%
- 6M
- -9.34%
- 1Y
- 17.66%
- 3Y*
- 21.12%
- 5Y*
- 12.35%
- 10Y*
- 16.52%
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CAPEX vs. TILIX - Expense Ratio Comparison
CAPEX has a 0.45% expense ratio, which is higher than TILIX's 0.05% expense ratio.
Return for Risk
CAPEX vs. TILIX — Risk / Return Rank
CAPEX
TILIX
CAPEX vs. TILIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax Managed Growth 1.0 Fund (CAPEX) 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.
| CAPEX | TILIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.83 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.35 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 0.97 | +0.37 |
Martin ratioReturn relative to average drawdown | 5.68 | 3.32 | +2.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CAPEX | TILIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.83 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.58 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.79 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.57 | -0.03 |
Correlation
The correlation between CAPEX and TILIX is 0.96, 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
CAPEX vs. TILIX - Dividend Comparison
CAPEX's dividend yield for the trailing twelve months is around 3.52%, less than TILIX's 4.89% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAPEX Eaton Vance Tax Managed Growth 1.0 Fund | 3.52% | 3.19% | 2.40% | 0.83% | 0.97% | 0.63% | 0.88% | 1.15% | 1.36% | 1.20% | 1.41% | 1.39% |
TILIX TIAA-CREF Large-Cap Growth Index Fund | 4.89% | 4.41% | 3.25% | 1.90% | 11.00% | 8.76% | 1.91% | 2.38% | 4.01% | 0.68% | 1.33% | 1.32% |
Drawdowns
CAPEX vs. TILIX - Drawdown Comparison
The maximum CAPEX drawdown since its inception was -51.71%, roughly equal to the maximum TILIX drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for CAPEX and TILIX.
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Drawdown Indicators
| CAPEX | TILIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.71% | -50.54% | -1.17% |
Max Drawdown (1Y)Largest decline over 1 year | -11.71% | -16.24% | +4.53% |
Max Drawdown (5Y)Largest decline over 5 years | -25.87% | -32.68% | +6.81% |
Max Drawdown (10Y)Largest decline over 10 years | -32.94% | -32.68% | -0.26% |
Current DrawdownCurrent decline from peak | -7.68% | -13.10% | +5.42% |
Average DrawdownAverage peak-to-trough decline | -8.42% | -7.77% | -0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 4.73% | -1.98% |
Volatility
CAPEX vs. TILIX - Volatility Comparison
The current volatility for Eaton Vance Tax Managed Growth 1.0 Fund (CAPEX) is 5.70%, while TIAA-CREF Large-Cap Growth Index Fund (TILIX) has a volatility of 6.72%. This indicates that CAPEX experiences smaller price fluctuations and is considered to be less risky than TILIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAPEX | TILIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.70% | 6.72% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.61% | 12.38% | -2.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.47% | 22.61% | -4.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 21.50% | -4.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.32% | 21.04% | -2.72% |