INUTX vs. TILVX

Last updated Aug 5, 2026

INUTX (Columbia Dividend Opportunity Fund) and TILVX (TIAA-CREF Large-Cap Value Index Fund) are both Large Cap Value Equities funds. Over the past 10 years, INUTX returned 10.56%/yr vs 11.36%/yr for TILVX. Their correlation of 0.94 means they have usually moved in the same direction. INUTX charges 1.06%/yr vs 0.05%/yr for TILVX.

Performance

INUTX vs. TILVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Dividend Opportunity Fund (INUTX) and TIAA-CREF Large-Cap Value Index Fund (TILVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, INUTX achieves a 16.94% return, which is significantly lower than TILVX's 21.80% return. Over the past 10 years, INUTX has underperformed TILVX with an annualized return of 10.56%, while TILVX has yielded a comparatively higher 11.36% annualized return.

INUTX

• 1D: 0.54%
• 1M: 2.05%
• 6M: 8.72%
• YTD: 16.94%
• 1Y: 27.65%
• 3Y*: 16.93%
• 5Y*: 11.58%
• 10Y*: 10.56%
• ALL TIME*: 9.42%

TILVX

• 1D: 0.98%
• 1M: 2.93%
• 6M: 15.37%
• YTD: 21.80%
• 1Y: 32.70%
• 3Y*: 18.95%
• 5Y*: 12.07%
• 10Y*: 11.36%
• ALL TIME*: 9.45%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
INUTX Columbia Dividend Opportunity Fund	$0.00	$0.00	$0.00
TILVX TIAA-CREF Large-Cap Value Index Fund	$0.00	$0.00	$0.00

INUTX vs. TILVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
INUTX Columbia Dividend Opportunity Fund	16.94%	15.64%	14.41%	4.88%	-1.68%	26.09%	0.76%	23.31%	-5.32%	12.93%
TILVX TIAA-CREF Large-Cap Value Index Fund	21.80%	15.81%	14.26%	11.49%	-7.57%	25.05%	2.90%	26.48%	-8.38%	10.93%

Correlation

The correlation between INUTX and TILVX is 0.83, 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.	0.83
Correlation (3Y) Balances recent behavior with more history.	0.92
Correlation (5Y) Shows whether the relationship held over a longer period.	0.94
Correlation (10Y) Provides a long-term view across more market conditions.	0.94
Correlation (All Time) Calculated using the full available price history since Sep 30, 2002	0.94

The correlation between INUTX and TILVX shifts across timeframes, from 0.83 (1 year) to 0.94 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

INUTX vs. TILVX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

INUTX

INUTX Risk / Return Rank: 94
INUTX Sharpe Ratio Rank: 96
INUTX Sortino Ratio Rank: 96
INUTX Omega Ratio Rank: 94
INUTX Calmar Ratio Rank: 91
INUTX Martin Ratio Rank: 92

TILVX

TILVX Risk / Return Rank: 97
TILVX Sharpe Ratio Rank: 98
TILVX Sortino Ratio Rank: 97
TILVX Omega Ratio Rank: 95
TILVX Calmar Ratio Rank: 97
TILVX Martin Ratio Rank: 98

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

INUTX vs. TILVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Opportunity Fund (INUTX) 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.

	INUTX	TILVX	Difference
Sharpe ratio: Return per unit of total volatility	2.82	3.03	-0.21
Sortino ratio: Return per unit of downside risk	4.11	4.23	-0.13
Omega ratio: Gain probability vs. loss probability	1.53	1.55	-0.02
Calmar ratio: Return relative to maximum drawdown	3.84	5.06	-1.22
Martin ratio: Return relative to average drawdown	14.42	21.65	-7.24

INUTX vs. TILVX - Sharpe Ratio Comparison

The current INUTX Sharpe Ratio is 2.82, which is comparable to the TILVX Sharpe Ratio of 3.03. The chart below compares the historical Sharpe Ratios of INUTX and TILVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

INUTX vs. TILVX - Drawdown Comparison

The maximum INUTX drawdown since its inception was -55.57%, smaller than the maximum TILVX drawdown of -60.05%. Use the drawdown chart below to compare losses from any high point for INUTX and TILVX.

Drawdown Indicators

	INUTX	TILVX	Difference
Max Drawdown Largest peak-to-trough decline	-55.57%	-60.05%	+4.48%
Max Drawdown (1Y) Largest decline over 1 year	-7.60%	-6.80%	-0.80%
Max Drawdown (3Y) Largest decline over 3 years	-14.17%	-15.58%	+1.41%
Max Drawdown (5Y) Largest decline over 5 years	-16.15%	-19.00%	+2.85%
Max Drawdown (10Y) Largest decline over 10 years	-34.77%	-40.15%	+5.38%
Current Drawdown Current decline from peak	-0.77%	0.00%	-0.77%
Average Drawdown Average peak-to-trough decline	-7.64%	-8.21%	+0.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.02%	1.58%	+0.44%

Volatility

INUTX vs. TILVX - Volatility Comparison

Columbia Dividend Opportunity Fund (INUTX) and TIAA-CREF Large-Cap Value Index Fund (TILVX) have volatilities of 2.74% and 2.77%, 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

	INUTX	TILVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.74%	2.77%	-0.03%
Volatility (6M) Calculated over the trailing 6-month period	7.73%	8.76%	-1.03%
Volatility (1Y) Calculated over the trailing 1-year period	10.37%	11.36%	-0.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.57%	14.83%	-1.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.84%	17.62%	-1.78%

INUTX vs. TILVX - Expense Ratio Comparison

INUTX has a 1.06% expense ratio, which is higher than TILVX's 0.05% expense ratio.

Dividends

INUTX vs. TILVX - Dividend Comparison

INUTX's dividend yield for the trailing twelve months is around 6.86%, more than TILVX's 4.89% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
INUTX Columbia Dividend Opportunity Fund	6.86%	8.05%	7.27%	3.76%	7.82%	12.77%	4.22%	12.47%	12.99%	10.68%	3.84%	5.80%
TILVX TIAA-CREF Large-Cap Value Index Fund	4.89%	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

Can I hold both INUTX and TILVX in my portfolio?

INUTX and TILVX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, INUTX or TILVX?

TILVX has higher volatility (2.77%) compared to INUTX (2.74%). In terms of maximum drawdown, INUTX dropped -55.57% vs TILVX's -60.05%.

Which has better risk-adjusted returns?

TILVX currently has the higher Sharpe Ratio (3.03 vs 2.82), 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.