CBLAX vs. TSAIX
CBLAX (Columbia Balanced Fund Class A) and TSAIX (TIAA-CREF Lifestyle Aggressive Growth Fund) are both Diversified Portfolio funds. Over the past 10 years, CBLAX returned 9.94%/yr vs 12.53%/yr for TSAIX. Their correlation of 0.94 suggests significant overlap in exposure. CBLAX charges 0.91%/yr vs 0.04%/yr for TSAIX.
Performance
CBLAX vs. TSAIX - Performance Comparison
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Returns By Period
In the year-to-date period, CBLAX achieves a 5.35% return, which is significantly lower than TSAIX's 10.46% return. Over the past 10 years, CBLAX has underperformed TSAIX with an annualized return of 9.94%, while TSAIX has yielded a comparatively higher 12.53% annualized return.
CBLAX
- 1D
- -0.52%
- 1M
- 0.70%
- YTD
- 5.35%
- 6M
- 4.95%
- 1Y
- 16.03%
- 3Y*
- 14.17%
- 5Y*
- 7.79%
- 10Y*
- 9.94%
TSAIX
- 1D
- -0.04%
- 1M
- 2.25%
- YTD
- 10.46%
- 6M
- 9.77%
- 1Y
- 25.69%
- 3Y*
- 18.90%
- 5Y*
- 9.54%
- 10Y*
- 12.53%
CBLAX vs. TSAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CBLAX Columbia Balanced Fund Class A | 5.35% | 13.86% | 14.30% | 21.20% | -16.84% | 14.64% | 17.59% | 22.75% | -5.98% | 14.01% |
TSAIX TIAA-CREF Lifestyle Aggressive Growth Fund | 10.46% | 20.04% | 15.46% | 22.72% | -19.57% | 17.10% | 19.69% | 27.97% | -11.27% | 22.35% |
Correlation
The correlation between CBLAX and TSAIX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2011 | 0.94 |
The correlation between CBLAX and TSAIX has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.
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Return for Risk
CBLAX vs. TSAIX — Risk / Return Rank
CBLAX
TSAIX
CBLAX vs. TSAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Balanced Fund Class A (CBLAX) 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.
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.
| CBLAX | TSAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.36 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | 2.62 | -0.11 |
| Martin ratioReturn relative to average drawdown | 10.42 | 11.24 | -0.82 |
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Drawdowns
CBLAX vs. TSAIX - Drawdown Comparison
The maximum CBLAX drawdown since its inception was -34.71%, roughly equal to the maximum TSAIX drawdown of -34.58%. Use the drawdown chart below to compare losses from any high point for CBLAX and TSAIX.
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Drawdown Indicators
| CBLAX | TSAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.71% | -34.58% | -0.13% |
Max Drawdown (1Y)Largest decline over 1 year | -6.69% | -10.28% | +3.59% |
Max Drawdown (3Y)Largest decline over 3 years | -12.11% | -17.29% | +5.18% |
Max Drawdown (5Y)Largest decline over 5 years | -21.05% | -28.28% | +7.23% |
Max Drawdown (10Y)Largest decline over 10 years | -22.75% | -34.58% | +11.83% |
Current DrawdownCurrent decline from peak | -1.28% | -0.16% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -3.54% | -4.90% | +1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 2.38% | -0.77% |
Volatility
CBLAX vs. TSAIX - Volatility Comparison
The current volatility for Columbia Balanced Fund Class A (CBLAX) is 3.69%, while TIAA-CREF Lifestyle Aggressive Growth Fund (TSAIX) has a volatility of 5.28%. This indicates that CBLAX 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
| CBLAX | TSAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 5.28% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 7.11% | 11.27% | -4.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.83% | 13.71% | -4.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.18% | 16.37% | -5.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.40% | 17.70% | -6.30% |
CBLAX vs. TSAIX - Expense Ratio Comparison
CBLAX has a 0.91% expense ratio, which is higher than TSAIX's 0.04% expense ratio.
Dividends
CBLAX vs. TSAIX - Dividend Comparison
CBLAX's dividend yield for the trailing twelve months is around 5.96%, less than TSAIX's 6.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBLAX Columbia Balanced Fund Class A | 5.96% | 6.16% | 7.55% | 1.60% | 5.07% | 8.98% | 5.07% | 3.91% | 5.53% | 2.55% | 1.35% | 3.78% |
TSAIX TIAA-CREF Lifestyle Aggressive Growth Fund | 6.68% | 7.38% | 2.94% | 1.81% | 9.27% | 11.82% | 5.59% | 5.71% | 5.71% | 1.13% | 4.12% | 7.19% |
Frequently Asked Questions
With a correlation of 0.93, CBLAX and TSAIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
TSAIX has higher volatility (5.28%) compared to CBLAX (3.69%). In terms of maximum drawdown, CBLAX dropped -34.71% vs TSAIX's -34.58%.
TSAIX currently has the higher Sharpe Ratio (1.97 vs 1.91), 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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