FFEIX vs. TILVX
FFEIX (Nuveen Dividend Value Fund) and TILVX (TIAA-CREF Large-Cap Value Index Fund) are both Large Cap Value Equities funds. Over the past 10 years, FFEIX returned 10.27%/yr vs 11.31%/yr for TILVX. Their 0.97 correlation means they have historically moved very closely together. FFEIX charges 0.96%/yr vs 0.05%/yr for TILVX.
Performance
FFEIX vs. TILVX - Performance Comparison
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Returns By Period
In the year-to-date period, FFEIX achieves a 13.56% return, which is significantly lower than TILVX's 20.09% return. Over the past 10 years, FFEIX has underperformed TILVX with an annualized return of 10.27%, while TILVX has yielded a comparatively higher 11.31% annualized return.
FFEIX
- 1D
- 1.56%
- 1M
- 0.66%
- 6M
- 11.99%
- YTD
- 13.56%
- 1Y
- 24.23%
- 3Y*
- 14.61%
- 5Y*
- 10.09%
- 10Y*
- 10.27%
- ALL TIME*
- 7.98%
TILVX
- 1D
- 0.48%
- 1M
- 1.48%
- 6M
- 14.87%
- YTD
- 20.09%
- 1Y
- 32.19%
- 3Y*
- 17.63%
- 5Y*
- 11.67%
- 10Y*
- 11.31%
- ALL TIME*
- 9.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FFEIX vs. TILVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FFEIX Nuveen Dividend Value Fund | 13.56% | 14.58% | 12.12% | 10.90% | -6.42% | 25.69% | -4.51% | 26.17% | -9.49% | 17.15% |
TILVX TIAA-CREF Large-Cap Value Index Fund | 20.09% | 15.81% | 14.26% | 11.49% | -7.57% | 25.05% | 2.90% | 26.48% | -8.38% | 10.93% |
Correlation
The correlation between FFEIX and TILVX is 0.94, 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. | 0.94 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2002 | 0.97 |
The correlation between FFEIX and TILVX has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.
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Return for Risk
FFEIX vs. TILVX — Risk / Return Rank
FFEIX
TILVX
FFEIX vs. TILVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Dividend Value Fund (FFEIX) and TIAA-CREF Large-Cap Value Index Fund (TILVX). 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.
| FFEIX | TILVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.46 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | 4.37 | -1.59 |
| Martin ratioReturn relative to average drawdown | 12.03 | 18.65 | -6.62 |
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Drawdowns
FFEIX vs. TILVX - Drawdown Comparison
The maximum FFEIX drawdown since its inception was -50.50%, smaller than the maximum TILVX drawdown of -60.05%. Use the drawdown chart below to compare losses from any high point for FFEIX and TILVX.
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Drawdown Indicators
| FFEIX | TILVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.50% | -60.05% | +9.55% |
Max Drawdown (1Y)Largest decline over 1 year | -8.01% | -6.80% | -1.21% |
Max Drawdown (3Y)Largest decline over 3 years | -20.99% | -15.58% | -5.41% |
Max Drawdown (5Y)Largest decline over 5 years | -20.99% | -19.00% | -1.99% |
Max Drawdown (10Y)Largest decline over 10 years | -39.71% | -40.15% | +0.44% |
Current DrawdownCurrent decline from peak | 0.00% | -0.53% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -8.21% | +1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 1.61% | +0.25% |
Volatility
FFEIX vs. TILVX - Volatility Comparison
Nuveen Dividend Value Fund (FFEIX) has a higher volatility of 3.15% compared to TIAA-CREF Large-Cap Value Index Fund (TILVX) at 2.89%. This indicates that FFEIX's price experiences larger fluctuations and is considered to be riskier than TILVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FFEIX | TILVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.15% | 2.89% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 9.61% | 8.72% | +0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.36% | 11.44% | +0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.00% | 14.83% | +1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.02% | 17.62% | +0.40% |
FFEIX vs. TILVX - Expense Ratio Comparison
FFEIX has a 0.96% expense ratio, which is higher than TILVX's 0.05% expense ratio.
Dividends
FFEIX vs. TILVX - Dividend Comparison
FFEIX's dividend yield for the trailing twelve months is around 6.52%, more than TILVX's 4.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFEIX Nuveen Dividend Value Fund | 6.52% | 7.37% | 10.69% | 5.21% | 9.21% | 9.28% | 1.59% | 7.34% | 10.85% | 13.03% | 16.86% | 10.51% |
TILVX TIAA-CREF Large-Cap Value Index Fund | 4.96% | 5.96% | 3.04% | 4.90% | 4.57% | 3.77% | 2.26% | 7.05% | 4.68% | 2.01% | 3.14% | 4.24% |
Frequently Asked Questions
With a correlation of 0.94, FFEIX and TILVX 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.
FFEIX has higher volatility (3.15%) compared to TILVX (2.89%). In terms of maximum drawdown, FFEIX dropped -50.50% vs TILVX's -60.05%.
TILVX currently has the higher Sharpe Ratio (2.60 vs 1.80), 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.
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