Correlation
The correlation between LVAFX and TILIX is 0.80, 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.
LVAFX vs. TILIX
Compare and contrast key facts about LSV Global Managed Volatility Fund (LVAFX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX).
LVAFX is managed by Blackrock. It was launched on Jun 24, 2014. TILIX is managed by TIAA Investments. It was launched on Oct 1, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LVAFX or TILIX.
Performance
LVAFX vs. TILIX - Performance Comparison
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Key characteristics
LVAFX:
1.49
TILIX:
0.59
LVAFX:
1.98
TILIX:
0.87
LVAFX:
1.29
TILIX:
1.12
LVAFX:
1.70
TILIX:
0.54
LVAFX:
7.74
TILIX:
1.76
LVAFX:
2.18%
TILIX:
7.24%
LVAFX:
11.54%
TILIX:
25.56%
LVAFX:
-33.69%
TILIX:
-51.60%
LVAFX:
-0.36%
TILIX:
-4.69%
Returns By Period
In the year-to-date period, LVAFX achieves a 9.62% return, which is significantly higher than TILIX's -0.27% return. Over the past 10 years, LVAFX has underperformed TILIX with an annualized return of 6.75%, while TILIX has yielded a comparatively higher 12.85% annualized return.
LVAFX
9.62%
2.89%
4.75%
17.02%
9.58%
11.34%
6.75%
TILIX
-0.27%
8.85%
-1.92%
14.86%
14.79%
12.65%
12.85%
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LVAFX vs. TILIX - Expense Ratio Comparison
LVAFX has a 1.00% expense ratio, which is higher than TILIX's 0.05% expense ratio.
Risk-Adjusted Performance
LVAFX vs. TILIX — Risk-Adjusted Performance Rank
LVAFX
TILIX
LVAFX vs. TILIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for LSV Global Managed Volatility Fund (LVAFX) 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.
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Dividends
LVAFX vs. TILIX - Dividend Comparison
LVAFX's dividend yield for the trailing twelve months is around 14.28%, more than TILIX's 3.26% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LVAFX LSV Global Managed Volatility Fund | 14.28% | 15.65% | 15.64% | 2.90% | 2.90% | 2.14% | 7.62% | 3.59% | 7.10% | 1.66% | 1.74% | 1.07% |
TILIX TIAA-CREF Large-Cap Growth Index Fund | 3.26% | 3.25% | 1.90% | 11.00% | 8.76% | 1.91% | 2.38% | 4.01% | 1.90% | 1.33% | 2.81% | 3.03% |
Drawdowns
LVAFX vs. TILIX - Drawdown Comparison
The maximum LVAFX drawdown since its inception was -33.69%, smaller than the maximum TILIX drawdown of -51.60%. Use the drawdown chart below to compare losses from any high point for LVAFX and TILIX.
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Volatility
LVAFX vs. TILIX - Volatility Comparison
The current volatility for LSV Global Managed Volatility Fund (LVAFX) is 2.55%, while TIAA-CREF Large-Cap Growth Index Fund (TILIX) has a volatility of 5.87%. This indicates that LVAFX experiences smaller price fluctuations and is considered to be less risky than TILIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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