GWPAX vs. TSAIX

Last updated Jun 4, 2026

GWPAX (American Funds Growth Portfolio Class A) and TSAIX (TIAA-CREF Lifestyle Aggressive Growth Fund) are both Diversified Portfolio funds. Over the past 10 years, GWPAX returned 13.36%/yr vs 12.03%/yr for TSAIX. With a 0.97 correlation, they move nearly in lockstep. GWPAX charges 0.73%/yr vs 0.04%/yr for TSAIX.

Performance

GWPAX vs. TSAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Growth Portfolio Class A (GWPAX) 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, GWPAX achieves a 11.30% return, which is significantly higher than TSAIX's 10.64% return. Over the past 10 years, GWPAX has outperformed TSAIX with an annualized return of 13.36%, while TSAIX has yielded a comparatively lower 12.03% annualized return.

GWPAX

• 1D: 0.00%
• 1M: 5.60%
• YTD: 11.30%
• 6M: 11.76%
• 1Y: 28.12%
• 3Y*: 22.16%
• 5Y*: 10.65%
• 10Y*: 13.36%

TSAIX

• 1D: 0.62%
• 1M: 4.96%
• YTD: 10.64%
• 6M: 11.38%
• 1Y: 26.69%
• 3Y*: 19.37%
• 5Y*: 9.70%
• 10Y*: 12.03%

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

GWPAX vs. TSAIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GWPAX American Funds Growth Portfolio Class A	11.30%	20.47%	20.17%	28.76%	-26.97%	18.59%	25.34%	27.19%	-6.59%	25.12%
TSAIX TIAA-CREF Lifestyle Aggressive Growth Fund	10.64%	20.04%	15.46%	22.72%	-19.57%	17.10%	19.69%	27.97%	-11.27%	22.35%

Correlation

The correlation between GWPAX and TSAIX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (10Y) Calculated over the trailing 10-year period	0.97
Correlation (All Time) Calculated using the full available price history since Jan 3, 2013	0.97

The correlation between GWPAX and TSAIX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

Return for Risk

GWPAX vs. TSAIX — Risk / Return Rank

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

GWPAX

GWPAX Risk / Return Rank: 46
GWPAX Sharpe Ratio Rank: 47
GWPAX Sortino Ratio Rank: 44
GWPAX Omega Ratio Rank: 46
GWPAX Calmar Ratio Rank: 42
GWPAX Martin Ratio Rank: 53

TSAIX

TSAIX Risk / Return Rank: 51
TSAIX Sharpe Ratio Rank: 51
TSAIX Sortino Ratio Rank: 49
TSAIX Omega Ratio Rank: 49
TSAIX Calmar Ratio Rank: 49
TSAIX Martin Ratio Rank: 58

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.

GWPAX vs. TSAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Growth Portfolio Class A (GWPAX) 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.

	GWPAX	TSAIX	Difference
Sharpe ratio: Return per unit of total volatility	2.03	2.11	-0.09
Sortino ratio: Return per unit of downside risk	2.79	2.93	-0.13
Omega ratio: Gain probability vs. loss probability	1.37	1.38	-0.02
Calmar ratio: Return relative to maximum drawdown	2.45	2.65	-0.20
Martin ratio: Return relative to average drawdown	10.81	11.60	-0.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GWPAX vs. TSAIX - Sharpe Ratio Comparison

The current GWPAX Sharpe Ratio is 2.03, which is comparable to the TSAIX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of GWPAX 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.

Sharpe Ratios by Period

	GWPAX	TSAIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.03	2.11	-0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	0.60	-0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	0.68	+0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	0.72	+0.03

Drawdowns

GWPAX vs. TSAIX - Drawdown Comparison

The maximum GWPAX drawdown since its inception was -34.15%, roughly equal to the maximum TSAIX drawdown of -34.58%. Use the drawdown chart below to compare losses from any high point for GWPAX and TSAIX.

Drawdown Indicators

	GWPAX	TSAIX	Difference
Max Drawdown Largest peak-to-trough decline	-34.15%	-34.58%	+0.43%
Max Drawdown (1Y) Largest decline over 1 year	-11.78%	-10.28%	-1.50%
Max Drawdown (3Y) Largest decline over 3 years	-19.42%	-17.29%	-2.13%
Max Drawdown (5Y) Largest decline over 5 years	-34.15%	-28.28%	-5.87%
Max Drawdown (10Y) Largest decline over 10 years	-34.15%	-34.58%	+0.43%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-5.72%	-4.92%	-0.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.66%	2.34%	+0.32%

Volatility

GWPAX vs. TSAIX - Volatility Comparison

American Funds Growth Portfolio Class A (GWPAX) and TIAA-CREF Lifestyle Aggressive Growth Fund (TSAIX) have volatilities of 3.81% and 3.72%, 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.

Volatility by Period

	GWPAX	TSAIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.81%	3.72%	+0.09%
Volatility (6M) Calculated over the trailing 6-month period	11.24%	10.26%	+0.98%
Volatility (1Y) Calculated over the trailing 1-year period	14.25%	12.92%	+1.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.24%	16.25%	+1.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.02%	17.65%	+0.37%

GWPAX vs. TSAIX - Expense Ratio Comparison

GWPAX has a 0.73% expense ratio, which is higher than TSAIX's 0.04% expense ratio.

Dividends

GWPAX vs. TSAIX - Dividend Comparison

GWPAX's dividend yield for the trailing twelve months is around 5.17%, less than TSAIX's 6.67% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GWPAX American Funds Growth Portfolio Class A	5.17%	5.75%	5.83%	1.61%	9.94%	3.42%	3.42%	5.77%	6.19%	3.39%	4.36%	4.84%
TSAIX TIAA-CREF Lifestyle Aggressive Growth Fund	6.67%	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 GWPAX and TSAIX in my portfolio?

With a correlation of 0.96, GWPAX 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, GWPAX or TSAIX?

GWPAX has higher volatility (3.81%) compared to TSAIX (3.72%). In terms of maximum drawdown, GWPAX dropped -34.15% vs TSAIX's -34.58%.

Which has better risk-adjusted returns?

TSAIX currently has the higher Sharpe Ratio (2.11 vs 2.02), 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.