MFQTX vs. TILIX
Compare and contrast key facts about AMG Veritas Global Focus Fund (MFQTX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX).
MFQTX is managed by AMG. It was launched on Dec 18, 2000. TILIX is managed by TIAA Investments. It was launched on Oct 1, 2002.
Performance
MFQTX vs. TILIX - Performance Comparison
Loading graphics...
MFQTX vs. TILIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFQTX AMG Veritas Global Focus Fund | -12.63% | -1.59% | 23.14% | 22.81% | -21.08% | -48.86% | 8.44% | 28.37% | -3.66% | 18.28% |
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
The year-to-date returns for both stocks are quite close, with MFQTX having a -12.63% return and TILIX slightly lower at -13.04%. Over the past 10 years, MFQTX has underperformed TILIX with an annualized return of -1.06%, while TILIX has yielded a comparatively higher 16.09% annualized return.
MFQTX
- 1D
- 0.69%
- 1M
- -10.43%
- YTD
- -12.63%
- 6M
- -20.22%
- 1Y
- -15.66%
- 3Y*
- 5.19%
- 5Y*
- -13.12%
- 10Y*
- -1.06%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MFQTX vs. TILIX - Expense Ratio Comparison
MFQTX has a 0.88% expense ratio, which is higher than TILIX's 0.05% expense ratio.
Return for Risk
MFQTX vs. TILIX — Risk / Return Rank
MFQTX
TILIX
MFQTX vs. TILIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Veritas Global Focus Fund (MFQTX) 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.
| MFQTX | TILIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.88 | 0.65 | -1.53 |
Sortino ratioReturn per unit of downside risk | -1.05 | 1.10 | -2.15 |
Omega ratioGain probability vs. loss probability | 0.84 | 1.15 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | -0.75 | 0.67 | -1.42 |
Martin ratioReturn relative to average drawdown | -2.17 | 2.32 | -4.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MFQTX | TILIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.88 | 0.65 | -1.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.42 | 0.56 | -0.98 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.04 | 0.77 | -0.81 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.56 | -0.41 |
Correlation
The correlation between MFQTX and TILIX is 0.89, 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
MFQTX vs. TILIX - Dividend Comparison
MFQTX has not paid dividends to shareholders, while TILIX's dividend yield for the trailing twelve months is around 5.07%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFQTX AMG Veritas Global Focus Fund | 0.00% | 0.00% | 18.87% | 2.45% | 5.59% | 7.22% | 1.67% | 0.72% | 1.95% | 0.47% | 1.19% | 0.57% |
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
MFQTX vs. TILIX - Drawdown Comparison
The maximum MFQTX drawdown since its inception was -67.09%, which is greater than TILIX's maximum drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for MFQTX and TILIX.
Loading graphics...
Drawdown Indicators
| MFQTX | TILIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.09% | -50.54% | -16.55% |
Max Drawdown (1Y)Largest decline over 1 year | -23.00% | -16.24% | -6.76% |
Max Drawdown (5Y)Largest decline over 5 years | -67.09% | -32.68% | -34.41% |
Max Drawdown (10Y)Largest decline over 10 years | -67.09% | -32.68% | -34.41% |
Current DrawdownCurrent decline from peak | -53.95% | -16.24% | -37.71% |
Average DrawdownAverage peak-to-trough decline | -19.05% | -7.77% | -11.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.94% | 4.73% | +3.21% |
Volatility
MFQTX vs. TILIX - Volatility Comparison
The current volatility for AMG Veritas Global Focus Fund (MFQTX) is 4.63%, while TIAA-CREF Large-Cap Growth Index Fund (TILIX) has a volatility of 5.34%. This indicates that MFQTX 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.
Loading graphics...
Volatility by Period
| MFQTX | TILIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.63% | 5.34% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 14.51% | 11.80% | +2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.34% | 22.35% | -4.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.23% | 21.44% | +9.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.02% | 21.01% | +5.01% |