DNVYX vs. TILIX

Last updated Apr 2, 2026

Compare and contrast key facts about Davis New York Venture Fund Class Y (DNVYX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX).

DNVYX is an actively managed fund by Davis Advisors. It was launched on Feb 17, 1969. TILIX is managed by TIAA Investments. It was launched on Oct 1, 2002.

Performance

DNVYX vs. TILIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Davis New York Venture Fund Class Y (DNVYX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX). The values are adjusted to include any dividend payments, if applicable.

DNVYX vs. TILIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DNVYX Davis New York Venture Fund Class Y	-0.03%	27.17%	31.80%	30.49%	-17.34%	12.74%	11.68%	31.35%	-12.79%	22.51%
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, DNVYX achieves a -0.03% return, which is significantly higher than TILIX's -9.78% return. Over the past 10 years, DNVYX has underperformed TILIX with an annualized return of 14.16%, while TILIX has yielded a comparatively higher 16.52% annualized return.

DNVYX

• 1D: 2.32%
• 1M: -3.97%
• YTD: -0.03%
• 6M: 7.66%
• 1Y: 24.50%
• 3Y*: 27.33%
• 5Y*: 12.07%
• 10Y*: 14.16%

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%

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

DNVYX vs. TILIX - Expense Ratio Comparison

DNVYX has a 0.67% expense ratio, which is higher than TILIX's 0.05% expense ratio.

DNVYX

Davis New York Venture Fund Class Y

TILIX

TIAA-CREF Large-Cap Growth Index Fund

Return for Risk

DNVYX vs. TILIX — Risk / Return Rank

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

DNVYX

DNVYX Risk / Return Rank: 73
DNVYX Sharpe Ratio Rank: 69
DNVYX Sortino Ratio Rank: 69
DNVYX Omega Ratio Rank: 70
DNVYX Calmar Ratio Rank: 78
DNVYX Martin Ratio Rank: 81

TILIX

TILIX Risk / Return Rank: 37
TILIX Sharpe Ratio Rank: 37
TILIX Sortino Ratio Rank: 43
TILIX Omega Ratio Rank: 40
TILIX Calmar Ratio Rank: 34
TILIX Martin Ratio Rank: 30

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.

DNVYX vs. TILIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Davis New York Venture Fund Class Y (DNVYX) 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.

	DNVYX	TILIX	Difference
Sharpe ratio Return per unit of total volatility	1.36	0.83	+0.53
Sortino ratio Return per unit of downside risk	1.94	1.35	+0.58
Omega ratio Gain probability vs. loss probability	1.29	1.19	+0.10
Calmar ratio Return relative to maximum drawdown	2.10	0.97	+1.14
Martin ratio Return relative to average drawdown	9.08	3.32	+5.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DNVYX vs. TILIX - Sharpe Ratio Comparison

The current DNVYX Sharpe Ratio is 1.36, which is higher than the TILIX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of DNVYX and TILIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DNVYX	TILIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.36	0.83	+0.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	0.58	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	0.79	-0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.57	-0.08

Correlation

The correlation between DNVYX and TILIX is 0.85, 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

DNVYX vs. TILIX - Dividend Comparison

DNVYX's dividend yield for the trailing twelve months is around 11.15%, more than TILIX's 4.89% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DNVYX Davis New York Venture Fund Class Y	11.15%	11.15%	31.98%	7.88%	7.54%	21.48%	5.93%	7.63%	23.81%	8.39%	12.88%	22.87%
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

DNVYX vs. TILIX - Drawdown Comparison

The maximum DNVYX drawdown since its inception was -58.41%, which is greater than TILIX's maximum drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for DNVYX and TILIX.

Drawdown Indicators

	DNVYX	TILIX	Difference
Max Drawdown Largest peak-to-trough decline	-58.41%	-50.54%	-7.87%
Max Drawdown (1Y) Largest decline over 1 year	-12.07%	-16.24%	+4.17%
Max Drawdown (5Y) Largest decline over 5 years	-32.39%	-32.68%	+0.29%
Max Drawdown (10Y) Largest decline over 10 years	-36.97%	-32.68%	-4.29%
Current Drawdown Current decline from peak	-5.49%	-13.10%	+7.61%
Average Drawdown Average peak-to-trough decline	-9.49%	-7.77%	-1.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.80%	4.73%	-1.93%

Volatility

DNVYX vs. TILIX - Volatility Comparison

The current volatility for Davis New York Venture Fund Class Y (DNVYX) is 4.91%, while TIAA-CREF Large-Cap Growth Index Fund (TILIX) has a volatility of 6.72%. This indicates that DNVYX 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.

Volatility by Period

	DNVYX	TILIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.91%	6.72%	-1.81%
Volatility (6M) Calculated over the trailing 6-month period	9.93%	12.38%	-2.45%
Volatility (1Y) Calculated over the trailing 1-year period	18.42%	22.61%	-4.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.97%	21.50%	+0.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.15%	21.04%	+0.11%