GSLIX vs. TILVX
GSLIX (Goldman Sachs Large Cap Value Fund) and TILVX (TIAA-CREF Large-Cap Value Index Fund) are both Large Cap Value Equities funds. Over the past 10 years, GSLIX returned 12.40%/yr vs 11.31%/yr for TILVX. Their 0.97 correlation means they have historically moved very closely together. GSLIX charges 0.73%/yr vs 0.05%/yr for TILVX.
Performance
GSLIX vs. TILVX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with GSLIX having a 19.81% return and TILVX slightly higher at 20.09%. Over the past 10 years, GSLIX has outperformed TILVX with an annualized return of 12.40%, while TILVX has yielded a comparatively lower 11.31% annualized return.
GSLIX
- 1D
- 1.31%
- 1M
- 0.43%
- 6M
- 14.93%
- YTD
- 19.81%
- 1Y
- 29.59%
- 3Y*
- 21.79%
- 5Y*
- 14.45%
- 10Y*
- 12.40%
- ALL TIME*
- 8.60%
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 |
GSLIX vs. TILVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSLIX Goldman Sachs Large Cap Value Fund | 19.81% | 10.86% | 30.73% | 13.19% | -6.26% | 24.00% | 4.22% | 26.09% | -8.64% | 9.80% |
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 GSLIX 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. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2002 | 0.97 |
The correlation between GSLIX 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
GSLIX vs. TILVX — Risk / Return Rank
GSLIX
TILVX
GSLIX vs. TILVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Large Cap Value Fund (GSLIX) 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.
| GSLIX | TILVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.46 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.75 | 4.37 | -0.62 |
| Martin ratioReturn relative to average drawdown | 16.12 | 18.65 | -2.53 |
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Drawdowns
GSLIX vs. TILVX - Drawdown Comparison
The maximum GSLIX drawdown since its inception was -53.28%, smaller than the maximum TILVX drawdown of -60.05%. Use the drawdown chart below to compare losses from any high point for GSLIX and TILVX.
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Drawdown Indicators
| GSLIX | TILVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.28% | -60.05% | +6.77% |
Max Drawdown (1Y)Largest decline over 1 year | -7.18% | -6.80% | -0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -22.42% | -15.58% | -6.84% |
Max Drawdown (5Y)Largest decline over 5 years | -22.42% | -19.00% | -3.42% |
Max Drawdown (10Y)Largest decline over 10 years | -36.93% | -40.15% | +3.22% |
Current DrawdownCurrent decline from peak | -0.05% | -0.53% | +0.48% |
Average DrawdownAverage peak-to-trough decline | -7.95% | -8.21% | +0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.69% | 1.61% | +0.08% |
Volatility
GSLIX vs. TILVX - Volatility Comparison
Goldman Sachs Large Cap Value Fund (GSLIX) and TIAA-CREF Large-Cap Value Index Fund (TILVX) have volatilities of 2.92% and 2.89%, 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.
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Volatility by Period
| GSLIX | TILVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 2.89% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.95% | 8.72% | +1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.47% | 11.44% | +1.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.71% | 14.83% | +3.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.00% | 17.62% | +1.38% |
GSLIX vs. TILVX - Expense Ratio Comparison
GSLIX has a 0.73% expense ratio, which is higher than TILVX's 0.05% expense ratio.
Dividends
GSLIX vs. TILVX - Dividend Comparison
GSLIX's dividend yield for the trailing twelve months is around 12.08%, more than TILVX's 4.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSLIX Goldman Sachs Large Cap Value Fund | 12.08% | 14.48% | 23.46% | 6.25% | 9.37% | 12.38% | 3.54% | 5.82% | 13.23% | 16.85% | 2.08% | 10.60% |
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, GSLIX 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.
GSLIX has higher volatility (2.92%) compared to TILVX (2.89%). In terms of maximum drawdown, GSLIX dropped -53.28% vs TILVX's -60.05%.
TILVX currently has the higher Sharpe Ratio (2.60 vs 2.16), 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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