EVFCX vs. TSAIX

Last updated Aug 4, 2026

EVFCX (E-Valuator Conservative (15%-30%) RMS Fund) and TSAIX (TIAA-CREF Lifestyle Aggressive Growth Fund) are both Diversified Portfolio funds. Over the past 10 years, EVFCX returned 4.32%/yr vs 11.74%/yr for TSAIX. Their correlation of 0.82 means they have usually moved in the same direction. EVFCX charges 1.07%/yr vs 0.04%/yr for TSAIX.

Performance

EVFCX vs. TSAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in E-Valuator Conservative (15%-30%) RMS Fund (EVFCX) and TIAA-CREF Lifestyle Aggressive Growth Fund (TSAIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EVFCX achieves a 4.22% return, which is significantly lower than TSAIX's 9.47% return. Over the past 10 years, EVFCX has underperformed TSAIX with an annualized return of 4.32%, while TSAIX has yielded a comparatively higher 11.74% annualized return.

EVFCX

• 1D: 0.00%
• 1M: -1.05%
• 6M: 2.44%
• YTD: 4.22%
• 1Y: 8.80%
• 3Y*: 6.91%
• 5Y*: 2.85%
• 10Y*: 4.32%
• ALL TIME*: 4.45%

TSAIX

• 1D: 0.58%
• 1M: 0.21%
• 6M: 5.89%
• YTD: 9.47%
• 1Y: 21.21%
• 3Y*: 16.45%
• 5Y*: 9.02%
• 10Y*: 11.74%
• ALL TIME*: 11.68%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
EVFCX E-Valuator Conservative (15%-30%) RMS Fund	$0.00	$0.00	$0.00
TSAIX TIAA-CREF Lifestyle Aggressive Growth Fund	$0.00	$0.00	$0.00

EVFCX vs. TSAIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EVFCX E-Valuator Conservative (15%-30%) RMS Fund	4.22%	10.49%	3.43%	6.73%	-9.65%	1.78%	10.84%	12.57%	-4.42%	9.53%
TSAIX TIAA-CREF Lifestyle Aggressive Growth Fund	9.47%	20.04%	15.46%	22.72%	-19.57%	17.10%	19.69%	27.97%	-11.27%	22.35%

Correlation

The correlation between EVFCX and TSAIX is 0.92, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.92
Correlation (3Y) Balances recent behavior with more history.	0.81
Correlation (5Y) Shows whether the relationship held over a longer period.	0.82
Correlation (10Y) Provides a long-term view across more market conditions.	0.82
Correlation (All Time) Calculated using the full available price history since May 26, 2016	0.82

The correlation between EVFCX and TSAIX shifts across timeframes, from 0.81 (3 years) to 0.92 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

EVFCX vs. TSAIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EVFCX

EVFCX Risk / Return Rank: 45
EVFCX Sharpe Ratio Rank: 42
EVFCX Sortino Ratio Rank: 42
EVFCX Omega Ratio Rank: 43
EVFCX Calmar Ratio Rank: 46
EVFCX Martin Ratio Rank: 51

TSAIX

TSAIX Risk / Return Rank: 48
TSAIX Sharpe Ratio Rank: 46
TSAIX Sortino Ratio Rank: 44
TSAIX Omega Ratio Rank: 44
TSAIX Calmar Ratio Rank: 47
TSAIX Martin Ratio Rank: 57

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EVFCX vs. TSAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for E-Valuator Conservative (15%-30%) RMS Fund (EVFCX) 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.

	EVFCX	TSAIX	Difference
Sharpe ratio: Return per unit of total volatility	1.35	1.40	-0.05
Sortino ratio: Return per unit of downside risk	1.96	1.98	-0.02
Omega ratio: Gain probability vs. loss probability	1.25	1.25	0.00
Calmar ratio: Return relative to maximum drawdown	1.93	1.94	-0.01
Martin ratio: Return relative to average drawdown	7.55	8.14	-0.59

EVFCX vs. TSAIX - Sharpe Ratio Comparison

The current EVFCX Sharpe Ratio is 1.35, which is comparable to the TSAIX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of EVFCX and TSAIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EVFCX vs. TSAIX - Drawdown Comparison

The maximum EVFCX drawdown since its inception was -19.11%, smaller than the maximum TSAIX drawdown of -34.58%. Use the drawdown chart below to compare losses from any high point for EVFCX and TSAIX.

Drawdown Indicators

	EVFCX	TSAIX	Difference
Max Drawdown Largest peak-to-trough decline	-19.11%	-34.58%	+15.47%
Max Drawdown (1Y) Largest decline over 1 year	-4.52%	-10.28%	+5.76%
Max Drawdown (3Y) Largest decline over 3 years	-7.50%	-17.29%	+9.79%
Max Drawdown (5Y) Largest decline over 5 years	-13.38%	-28.28%	+14.90%
Max Drawdown (10Y) Largest decline over 10 years	-19.11%	-34.58%	+15.47%
Current Drawdown Current decline from peak	-1.78%	-1.06%	-0.72%
Average Drawdown Average peak-to-trough decline	-3.51%	-4.88%	+1.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.15%	2.44%	-1.29%

Volatility

EVFCX vs. TSAIX - Volatility Comparison

The current volatility for E-Valuator Conservative (15%-30%) RMS Fund (EVFCX) is 1.97%, while TIAA-CREF Lifestyle Aggressive Growth Fund (TSAIX) has a volatility of 4.28%. This indicates that EVFCX 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.

Volatility by Period

	EVFCX	TSAIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.97%	4.28%	-2.31%
Volatility (6M) Calculated over the trailing 6-month period	5.63%	11.83%	-6.20%
Volatility (1Y) Calculated over the trailing 1-year period	6.47%	14.29%	-7.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.88%	16.43%	-10.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.62%	17.61%	-10.99%

EVFCX vs. TSAIX - Expense Ratio Comparison

EVFCX has a 1.07% expense ratio, which is higher than TSAIX's 0.04% expense ratio.

Dividends

EVFCX vs. TSAIX - Dividend Comparison

EVFCX's dividend yield for the trailing twelve months is around 2.60%, less than TSAIX's 6.74% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EVFCX E-Valuator Conservative (15%-30%) RMS Fund	2.60%	2.83%	1.81%	3.66%	2.06%	12.38%	1.68%	2.17%	6.26%	4.47%	0.76%	0.00%
TSAIX TIAA-CREF Lifestyle Aggressive Growth Fund	6.74%	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

Can I hold both EVFCX and TSAIX in my portfolio?

With a correlation of 0.92, EVFCX 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.

Which is riskier, EVFCX or TSAIX?

TSAIX has higher volatility (4.28%) compared to EVFCX (1.97%). In terms of maximum drawdown, EVFCX dropped -19.11% vs TSAIX's -34.58%.

Which has better risk-adjusted returns?

TSAIX currently has the higher Sharpe Ratio (1.40 vs 1.35), 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.