MRLIX vs. TILIX
MRLIX (AMG Renaissance Large Cap Growth Fund) and TILIX (Nuveen Large Cap Growth Index Fund R6 Class) are both Large Cap Growth Equities funds. Over the past 10 years, MRLIX returned 12.61%/yr vs 17.14%/yr for TILIX. Their correlation of 0.93 means they have usually moved in the same direction. MRLIX charges 0.66%/yr vs 0.05%/yr for TILIX.
Performance
MRLIX vs. TILIX - Performance Comparison
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Returns By Period
In the year-to-date period, MRLIX achieves a 3.11% return, which is significantly higher than TILIX's -0.33% return. Over the past 10 years, MRLIX has underperformed TILIX with an annualized return of 12.61%, while TILIX has yielded a comparatively higher 17.14% annualized return.
MRLIX
- 1D
- 2.15%
- 1M
- -0.96%
- 6M
- 2.69%
- YTD
- 3.11%
- 1Y
- -6.89%
- 3Y*
- 4.79%
- 5Y*
- 4.34%
- 10Y*
- 12.61%
- ALL TIME*
- 12.94%
TILIX
- 1D
- 2.96%
- 1M
- -3.21%
- 6M
- 1.20%
- YTD
- -0.33%
- 1Y
- 9.34%
- 3Y*
- 18.97%
- 5Y*
- 11.68%
- 10Y*
- 17.14%
- ALL TIME*
- 11.74%
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 |
MRLIX vs. TILIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MRLIX AMG Renaissance Large Cap Growth Fund | 3.11% | -4.22% | 9.25% | 25.51% | -16.98% | 30.76% | 23.92% | 47.97% | -6.66% | 22.50% |
TILIX Nuveen Large Cap Growth Index Fund R6 Class | -0.33% | 18.41% | 33.31% | 42.64% | -29.22% | 27.63% | 38.43% | 36.30% | -1.66% | 28.49% |
Correlation
The correlation between MRLIX and TILIX is 0.82, 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. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.84 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2009 | 0.93 |
The correlation between MRLIX and TILIX shifts across timeframes, from 0.82 (1 year) to 0.93 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MRLIX vs. TILIX — Risk / Return Rank
MRLIX
TILIX
MRLIX vs. TILIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Renaissance Large Cap Growth Fund (MRLIX) and Nuveen Large Cap Growth Index Fund R6 Class (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.
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.
| MRLIX | TILIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.08 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 0.45 | -0.83 |
| Martin ratioReturn relative to average drawdown | -0.70 | 1.36 | -2.06 |
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Drawdowns
MRLIX vs. TILIX - Drawdown Comparison
The maximum MRLIX drawdown since its inception was -34.16%, smaller than the maximum TILIX drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for MRLIX and TILIX.
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Drawdown Indicators
| MRLIX | TILIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.16% | -50.54% | +16.38% |
Max Drawdown (1Y)Largest decline over 1 year | -23.75% | -16.24% | -7.51% |
Max Drawdown (3Y)Largest decline over 3 years | -27.51% | -23.33% | -4.18% |
Max Drawdown (5Y)Largest decline over 5 years | -27.51% | -32.68% | +5.17% |
Max Drawdown (10Y)Largest decline over 10 years | -34.16% | -32.68% | -1.48% |
Current DrawdownCurrent decline from peak | -15.43% | -8.55% | -6.88% |
Average DrawdownAverage peak-to-trough decline | -5.47% | -7.72% | +2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.62% | 5.39% | +7.23% |
Volatility
MRLIX vs. TILIX - Volatility Comparison
The current volatility for AMG Renaissance Large Cap Growth Fund (MRLIX) is 3.94%, while Nuveen Large Cap Growth Index Fund R6 Class (TILIX) has a volatility of 6.36%. This indicates that MRLIX 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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Volatility by Period
| MRLIX | TILIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 6.36% | -2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 11.84% | 14.00% | -2.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.89% | 17.49% | +3.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.04% | 21.78% | -2.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.71% | 21.22% | -1.51% |
MRLIX vs. TILIX - Expense Ratio Comparison
MRLIX has a 0.66% expense ratio, which is higher than TILIX's 0.05% expense ratio.
Dividends
MRLIX vs. TILIX - Dividend Comparison
MRLIX has not paid dividends to shareholders, while TILIX's dividend yield for the trailing twelve months is around 4.42%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRLIX AMG Renaissance Large Cap Growth Fund | 0.00% | 0.00% | 1.52% | 7.77% | 7.44% | 8.36% | 5.23% | 17.34% | 24.83% | 3.35% | 2.29% | 1.59% |
TILIX Nuveen Large Cap Growth Index Fund R6 Class | 4.42% | 4.41% | 3.25% | 1.90% | 11.00% | 8.76% | 1.91% | 2.38% | 4.01% | 0.68% | 1.33% | 1.32% |
Frequently Asked Questions
MRLIX and TILIX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TILIX has higher volatility (6.36%) compared to MRLIX (3.94%). In terms of maximum drawdown, MRLIX dropped -34.16% vs TILIX's -50.54%.
TILIX currently has the higher Sharpe Ratio (0.42 vs -0.43), 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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