FNCMX vs. TILIX
Compare and contrast key facts about Fidelity NASDAQ Composite Index Fund (FNCMX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX).
FNCMX is managed by Fidelity. TILIX is managed by TIAA Investments. It was launched on Oct 1, 2002.
Performance
FNCMX vs. TILIX - Performance Comparison
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FNCMX vs. TILIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FNCMX Fidelity NASDAQ Composite Index Fund | -10.43% | 21.11% | 29.48% | 45.13% | -32.40% | 22.21% | 44.57% | 36.63% | -3.07% | 28.35% |
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, FNCMX achieves a -10.43% return, which is significantly higher than TILIX's -13.04% return. Both investments have delivered pretty close results over the past 10 years, with FNCMX having a 16.42% annualized return and TILIX not far behind at 16.09%.
FNCMX
- 1D
- -0.73%
- 1M
- -8.22%
- YTD
- -10.43%
- 6M
- -8.01%
- 1Y
- 20.91%
- 3Y*
- 20.31%
- 5Y*
- 10.35%
- 10Y*
- 16.42%
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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FNCMX vs. TILIX - Expense Ratio Comparison
FNCMX has a 0.29% expense ratio, which is higher than TILIX's 0.05% expense ratio.
Return for Risk
FNCMX vs. TILIX — Risk / Return Rank
FNCMX
TILIX
FNCMX vs. TILIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity NASDAQ Composite Index Fund (FNCMX) 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.
| FNCMX | TILIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.65 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.44 | 1.10 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.15 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 0.67 | +0.64 |
Martin ratioReturn relative to average drawdown | 4.92 | 2.32 | +2.60 |
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
| FNCMX | TILIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.65 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.56 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.77 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.56 | -0.04 |
Correlation
The correlation between FNCMX and TILIX 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
FNCMX vs. TILIX - Dividend Comparison
FNCMX's dividend yield for the trailing twelve months is around 0.57%, less than TILIX's 5.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNCMX Fidelity NASDAQ Composite Index Fund | 0.57% | 0.51% | 0.61% | 0.67% | 0.88% | 0.47% | 0.67% | 4.41% | 1.93% | 0.03% | 1.01% | 1.50% |
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
FNCMX vs. TILIX - Drawdown Comparison
The maximum FNCMX drawdown since its inception was -55.08%, which is greater than TILIX's maximum drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for FNCMX and TILIX.
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Drawdown Indicators
| FNCMX | TILIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.08% | -50.54% | -4.54% |
Max Drawdown (1Y)Largest decline over 1 year | -13.25% | -16.24% | +2.99% |
Max Drawdown (5Y)Largest decline over 5 years | -35.64% | -32.68% | -2.96% |
Max Drawdown (10Y)Largest decline over 10 years | -35.64% | -32.68% | -2.96% |
Current DrawdownCurrent decline from peak | -13.01% | -16.24% | +3.23% |
Average DrawdownAverage peak-to-trough decline | -7.91% | -7.77% | -0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 4.73% | -1.17% |
Volatility
FNCMX vs. TILIX - Volatility Comparison
Fidelity NASDAQ Composite Index Fund (FNCMX) has a higher volatility of 5.63% compared to TIAA-CREF Large-Cap Growth Index Fund (TILIX) at 5.34%. This indicates that FNCMX's price experiences larger fluctuations and is considered to be riskier 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
| FNCMX | TILIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 5.34% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 12.48% | 11.80% | +0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.06% | 22.35% | +0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.42% | 21.44% | +0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.97% | 21.01% | +0.96% |