CGJIX vs. TILIX

Last updated Jun 5, 2026

CGJIX (Calvert US Large-Cap Growth Responsible Index Fund) and TILIX (TIAA-CREF Large-Cap Growth Index Fund) are both Large Cap Growth Equities funds. Over the past 10 years, CGJIX returned 17.69%/yr vs 18.48%/yr for TILIX. With a 0.98 correlation, they move nearly in lockstep. CGJIX charges 0.24%/yr vs 0.05%/yr for TILIX.

Performance

CGJIX vs. TILIX - Performance Comparison

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

Returns By Period

In the year-to-date period, CGJIX achieves a 11.31% return, which is significantly higher than TILIX's 7.12% return. Both investments have delivered pretty close results over the past 10 years, with CGJIX having a 17.69% annualized return and TILIX not far ahead at 18.48%.

CGJIX

• 1D: -0.92%
• 1M: 5.00%
• YTD: 11.31%
• 6M: 10.60%
• 1Y: 27.31%
• 3Y*: 22.81%
• 5Y*: 14.02%
• 10Y*: 17.69%

TILIX

• 1D: -1.35%
• 1M: 5.11%
• YTD: 7.12%
• 6M: 6.17%
• 1Y: 25.13%
• 3Y*: 24.93%
• 5Y*: 15.36%
• 10Y*: 18.48%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CGJIX vs. TILIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CGJIX Calvert US Large-Cap Growth Responsible Index Fund	11.31%	14.56%	27.74%	36.66%	-26.84%	26.13%	38.69%	35.29%	0.74%	27.39%
TILIX TIAA-CREF Large-Cap Growth Index Fund	7.12%	18.41%	33.31%	42.64%	-29.22%	27.63%	38.43%	36.30%	-1.66%	28.49%

Correlation

The correlation between CGJIX and TILIX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (10Y) Calculated over the trailing 10-year period	0.98
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.98

The correlation between CGJIX and TILIX has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

Return for Risk

CGJIX vs. TILIX — Risk / Return Rank

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

CGJIX

CGJIX Risk / Return Rank: 47
CGJIX Sharpe Ratio Rank: 49
CGJIX Sortino Ratio Rank: 45
CGJIX Omega Ratio Rank: 44
CGJIX Calmar Ratio Rank: 43
CGJIX Martin Ratio Rank: 53

TILIX

TILIX Risk / Return Rank: 27
TILIX Sharpe Ratio Rank: 33
TILIX Sortino Ratio Rank: 30
TILIX Omega Ratio Rank: 30
TILIX Calmar Ratio Rank: 19
TILIX Martin Ratio Rank: 20

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.

CGJIX vs. TILIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) 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.

	CGJIX	TILIX	Difference
Sharpe ratio: Return per unit of total volatility	2.05	1.67	+0.39
Sortino ratio: Return per unit of downside risk	2.81	2.28	+0.53
Omega ratio: Gain probability vs. loss probability	1.36	1.29	+0.07
Calmar ratio: Return relative to maximum drawdown	2.49	1.59	+0.90
Martin ratio: Return relative to average drawdown	10.64	5.31	+5.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CGJIX vs. TILIX - Sharpe Ratio Comparison

The current CGJIX Sharpe Ratio is 2.05, which is comparable to the TILIX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of CGJIX and TILIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CGJIX	TILIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.05	1.67	+0.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	0.72	-0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.89	0.88	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.87	0.61	+0.26

Drawdowns

CGJIX vs. TILIX - Drawdown Comparison

The maximum CGJIX drawdown since its inception was -31.18%, smaller than the maximum TILIX drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for CGJIX and TILIX.

Drawdown Indicators

	CGJIX	TILIX	Difference
Max Drawdown Largest peak-to-trough decline	-31.18%	-50.54%	+19.36%
Max Drawdown (1Y) Largest decline over 1 year	-11.15%	-16.24%	+5.09%
Max Drawdown (3Y) Largest decline over 3 years	-21.90%	-23.33%	+1.43%
Max Drawdown (5Y) Largest decline over 5 years	-31.18%	-32.68%	+1.50%
Max Drawdown (10Y) Largest decline over 10 years	-31.18%	-32.68%	+1.50%
Current Drawdown Current decline from peak	-0.92%	-1.71%	+0.79%
Average Drawdown Average peak-to-trough decline	-5.46%	-7.73%	+2.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.60%	4.84%	-2.24%

Volatility

CGJIX vs. TILIX - Volatility Comparison

Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX) have volatilities of 3.54% and 3.68%, 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.

Volatility by Period

	CGJIX	TILIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.54%	3.68%	-0.14%
Volatility (6M) Calculated over the trailing 6-month period	10.45%	11.68%	-1.23%
Volatility (1Y) Calculated over the trailing 1-year period	13.53%	15.48%	-1.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.80%	21.48%	-1.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.03%	21.09%	-1.06%

CGJIX vs. TILIX - Expense Ratio Comparison

CGJIX has a 0.24% expense ratio, which is higher than TILIX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

CGJIX vs. TILIX - Dividend Comparison

CGJIX's dividend yield for the trailing twelve months is around 2.74%, less than TILIX's 4.12% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CGJIX Calvert US Large-Cap Growth Responsible Index Fund	2.74%	3.05%	2.04%	0.53%	0.51%	1.85%	1.76%	1.64%	5.72%	2.19%	1.13%	0.00%
TILIX TIAA-CREF Large-Cap Growth Index Fund	4.12%	4.41%	3.25%	1.90%	11.00%	8.76%	1.91%	2.38%	4.01%	0.68%	1.33%	1.32%

Frequently Asked Questions

Can I hold both CGJIX and TILIX in my portfolio?

With a correlation of 0.96, CGJIX and TILIX 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.

Which is riskier, CGJIX or TILIX?

TILIX has higher volatility (3.68%) compared to CGJIX (3.54%). In terms of maximum drawdown, CGJIX dropped -31.18% vs TILIX's -50.54%.

Which has better risk-adjusted returns?

CGJIX currently has the higher Sharpe Ratio (2.05 vs 1.67), 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.