CSIEX vs. TILIX
Compare and contrast key facts about Calvert Equity Fund (CSIEX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX).
CSIEX is managed by Calvert Research and Management. It was launched on Aug 24, 1987. TILIX is managed by TIAA Investments. It was launched on Oct 1, 2002.
Performance
CSIEX vs. TILIX - Performance Comparison
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CSIEX vs. TILIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSIEX Calvert Equity Fund | -11.00% | 7.27% | 8.35% | 17.93% | -17.61% | 28.90% | 24.26% | 36.46% | 5.03% | 25.78% |
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, CSIEX achieves a -11.00% return, which is significantly higher than TILIX's -13.04% return. Over the past 10 years, CSIEX has underperformed TILIX with an annualized return of 11.39%, while TILIX has yielded a comparatively higher 16.09% annualized return.
CSIEX
- 1D
- 1.14%
- 1M
- -7.71%
- YTD
- -11.00%
- 6M
- -10.10%
- 1Y
- -4.11%
- 3Y*
- 5.46%
- 5Y*
- 4.83%
- 10Y*
- 11.39%
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%
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CSIEX vs. TILIX - Expense Ratio Comparison
CSIEX has a 0.91% expense ratio, which is higher than TILIX's 0.05% expense ratio.
Return for Risk
CSIEX vs. TILIX — Risk / Return Rank
CSIEX
TILIX
CSIEX vs. TILIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Equity Fund (CSIEX) 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.
| CSIEX | TILIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.21 | 0.65 | -0.87 |
Sortino ratioReturn per unit of downside risk | -0.19 | 1.10 | -1.29 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.15 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | -0.36 | 0.67 | -1.04 |
Martin ratioReturn relative to average drawdown | -1.20 | 2.32 | -3.52 |
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
| CSIEX | TILIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.21 | 0.65 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.56 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.77 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.56 | -0.09 |
Correlation
The correlation between CSIEX and TILIX is 0.91, 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
CSIEX vs. TILIX - Dividend Comparison
CSIEX's dividend yield for the trailing twelve months is around 25.81%, more than TILIX's 5.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSIEX Calvert Equity Fund | 25.81% | 22.97% | 8.74% | 1.79% | 3.40% | 3.56% | 2.70% | 2.87% | 8.78% | 8.10% | 11.30% | 25.62% |
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
CSIEX vs. TILIX - Drawdown Comparison
The maximum CSIEX drawdown since its inception was -50.81%, roughly equal to the maximum TILIX drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for CSIEX and TILIX.
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Drawdown Indicators
| CSIEX | TILIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.81% | -50.54% | -0.27% |
Max Drawdown (1Y)Largest decline over 1 year | -14.12% | -16.24% | +2.12% |
Max Drawdown (5Y)Largest decline over 5 years | -25.71% | -32.68% | +6.97% |
Max Drawdown (10Y)Largest decline over 10 years | -30.50% | -32.68% | +2.18% |
Current DrawdownCurrent decline from peak | -13.14% | -16.24% | +3.10% |
Average DrawdownAverage peak-to-trough decline | -6.21% | -7.77% | +1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.26% | 4.73% | -0.47% |
Volatility
CSIEX vs. TILIX - Volatility Comparison
The current volatility for Calvert Equity Fund (CSIEX) is 4.14%, while TIAA-CREF Large-Cap Growth Index Fund (TILIX) has a volatility of 5.34%. This indicates that CSIEX 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
| CSIEX | TILIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.14% | 5.34% | -1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.14% | 11.80% | -2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.11% | 22.35% | -6.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.19% | 21.44% | -5.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.12% | 21.01% | -3.89% |