PortfoliosLab logoPortfoliosLab logo
EVFGX vs. TSAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EVFGX vs. TSAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in E-Valuator Aggressive Growth (85%-99%) RMS Fund (EVFGX) and TIAA-CREF Lifestyle Aggressive Growth Fund (TSAIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EVFGX vs. TSAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EVFGX
E-Valuator Aggressive Growth (85%-99%) RMS Fund
-3.75%19.07%9.32%15.33%-15.99%11.00%19.54%24.65%-11.29%19.61%
TSAIX
TIAA-CREF Lifestyle Aggressive Growth Fund
-5.91%20.04%15.46%22.72%-19.57%17.10%19.69%27.97%-11.27%22.35%

Returns By Period

In the year-to-date period, EVFGX achieves a -3.75% return, which is significantly higher than TSAIX's -5.91% return.


EVFGX

1D
-0.62%
1M
-9.25%
YTD
-3.75%
6M
-1.08%
1Y
17.42%
3Y*
11.65%
5Y*
5.45%
10Y*

TSAIX

1D
-0.38%
1M
-9.58%
YTD
-5.91%
6M
-3.06%
1Y
15.39%
3Y*
14.41%
5Y*
7.42%
10Y*
10.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EVFGX vs. TSAIX - Expense Ratio Comparison

EVFGX has a 0.99% expense ratio, which is higher than TSAIX's 0.04% expense ratio.


Return for Risk

EVFGX vs. TSAIX — Risk / Return Rank

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

EVFGX
EVFGX Risk / Return Rank: 6060
Overall Rank
EVFGX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
EVFGX Sortino Ratio Rank: 6060
Sortino Ratio Rank
EVFGX Omega Ratio Rank: 5858
Omega Ratio Rank
EVFGX Calmar Ratio Rank: 5858
Calmar Ratio Rank
EVFGX Martin Ratio Rank: 6464
Martin Ratio Rank

TSAIX
TSAIX Risk / Return Rank: 4646
Overall Rank
TSAIX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
TSAIX Sortino Ratio Rank: 4747
Sortino Ratio Rank
TSAIX Omega Ratio Rank: 4848
Omega Ratio Rank
TSAIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
TSAIX Martin Ratio Rank: 4949
Martin Ratio Rank
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.

EVFGX vs. TSAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for E-Valuator Aggressive Growth (85%-99%) RMS Fund (EVFGX) 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.


EVFGXTSAIXDifference

Sharpe ratio

Return per unit of total volatility

1.09

0.92

+0.17

Sortino ratio

Return per unit of downside risk

1.57

1.37

+0.20

Omega ratio

Gain probability vs. loss probability

1.23

1.20

+0.03

Calmar ratio

Return relative to maximum drawdown

1.37

1.08

+0.30

Martin ratio

Return relative to average drawdown

6.13

4.80

+1.34

EVFGX vs. TSAIX - Sharpe Ratio Comparison

The current EVFGX Sharpe Ratio is 1.09, which is comparable to the TSAIX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of EVFGX and TSAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EVFGXTSAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.92

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.46

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.65

-0.09

Correlation

The correlation between EVFGX and TSAIX is 0.95, 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

EVFGX vs. TSAIX - Dividend Comparison

EVFGX's dividend yield for the trailing twelve months is around 20.14%, more than TSAIX's 7.84% yield.


TTM20252024202320222021202020192018201720162015
EVFGX
E-Valuator Aggressive Growth (85%-99%) RMS Fund
20.14%19.39%0.00%1.37%0.96%17.87%2.97%0.74%8.11%9.49%0.31%0.00%
TSAIX
TIAA-CREF Lifestyle Aggressive Growth Fund
7.84%7.38%2.94%1.81%9.27%11.82%5.59%5.71%5.71%1.13%4.12%7.19%

Drawdowns

EVFGX vs. TSAIX - Drawdown Comparison

The maximum EVFGX drawdown since its inception was -33.61%, roughly equal to the maximum TSAIX drawdown of -34.58%. Use the drawdown chart below to compare losses from any high point for EVFGX and TSAIX.


Loading graphics...

Drawdown Indicators


EVFGXTSAIXDifference

Max Drawdown

Largest peak-to-trough decline

-33.61%

-34.58%

+0.97%

Max Drawdown (1Y)

Largest decline over 1 year

-11.52%

-11.72%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-24.37%

-28.28%

+3.91%

Max Drawdown (10Y)

Largest decline over 10 years

-34.58%

Current Drawdown

Current decline from peak

-9.76%

-10.28%

+0.52%

Average Drawdown

Average peak-to-trough decline

-5.61%

-4.96%

-0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.77%

-0.19%

Volatility

EVFGX vs. TSAIX - Volatility Comparison

E-Valuator Aggressive Growth (85%-99%) RMS Fund (EVFGX) and TIAA-CREF Lifestyle Aggressive Growth Fund (TSAIX) have volatilities of 5.51% and 5.29%, 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.


Loading graphics...

Volatility by Period


EVFGXTSAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.51%

5.29%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

10.03%

9.81%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

16.40%

17.09%

-0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.39%

16.15%

-1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.62%

17.59%

-1.97%