NBGPX vs. TSAIX
NBGPX (Columbia Capital Allocation Moderate Aggressive Portfolio) and TSAIX (TIAA-CREF Lifestyle Aggressive Growth Fund) are both Diversified Portfolio funds. Over the past 10 years, NBGPX returned 9.28%/yr vs 11.94%/yr for TSAIX. With a 0.97 correlation, they move nearly in lockstep. NBGPX charges 0.14%/yr vs 0.04%/yr for TSAIX.
Performance
NBGPX vs. TSAIX - Performance Comparison
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Returns By Period
In the year-to-date period, NBGPX achieves a 8.51% return, which is significantly lower than TSAIX's 9.78% return. Over the past 10 years, NBGPX has underperformed TSAIX with an annualized return of 9.28%, while TSAIX has yielded a comparatively higher 11.94% annualized return.
NBGPX
- 1D
- -0.66%
- 1M
- 3.10%
- YTD
- 8.51%
- 6M
- 8.74%
- 1Y
- 22.59%
- 3Y*
- 16.16%
- 5Y*
- 7.65%
- 10Y*
- 9.28%
TSAIX
- 1D
- -0.77%
- 1M
- 3.18%
- YTD
- 9.78%
- 6M
- 10.52%
- 1Y
- 25.40%
- 3Y*
- 19.06%
- 5Y*
- 9.34%
- 10Y*
- 11.94%
NBGPX vs. TSAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NBGPX Columbia Capital Allocation Moderate Aggressive Portfolio | 8.51% | 17.29% | 13.35% | 17.73% | -17.91% | 12.96% | 12.98% | 21.65% | -7.94% | 18.82% |
TSAIX TIAA-CREF Lifestyle Aggressive Growth Fund | 9.78% | 20.04% | 15.46% | 22.72% | -19.57% | 17.10% | 19.69% | 27.97% | -11.27% | 22.35% |
Correlation
The correlation between NBGPX 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 | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
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 Dec 12, 2011 | 0.97 |
The correlation between NBGPX and TSAIX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
NBGPX vs. TSAIX — Risk / Return Rank
NBGPX
TSAIX
NBGPX vs. TSAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Capital Allocation Moderate Aggressive Portfolio (NBGPX) 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.
| NBGPX | TSAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.36 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.23 | 2.52 | +0.70 |
| Martin ratioReturn relative to average drawdown | 15.22 | 11.05 | +4.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NBGPX | TSAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.54 | 2.01 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.58 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.68 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.72 | -0.06 |
Drawdowns
NBGPX vs. TSAIX - Drawdown Comparison
The maximum NBGPX drawdown since its inception was -40.41%, which is greater than TSAIX's maximum drawdown of -34.58%. Use the drawdown chart below to compare losses from any high point for NBGPX and TSAIX.
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Drawdown Indicators
| NBGPX | TSAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.41% | -34.58% | -5.83% |
Max Drawdown (1Y)Largest decline over 1 year | -7.16% | -10.28% | +3.12% |
Max Drawdown (3Y)Largest decline over 3 years | -12.32% | -17.29% | +4.97% |
Max Drawdown (5Y)Largest decline over 5 years | -24.03% | -28.28% | +4.25% |
Max Drawdown (10Y)Largest decline over 10 years | -26.76% | -34.58% | +7.82% |
Current DrawdownCurrent decline from peak | -0.66% | -0.77% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -4.91% | +0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 2.34% | -0.83% |
Volatility
NBGPX vs. TSAIX - Volatility Comparison
The current volatility for Columbia Capital Allocation Moderate Aggressive Portfolio (NBGPX) is 2.78%, while TIAA-CREF Lifestyle Aggressive Growth Fund (TSAIX) has a volatility of 3.79%. This indicates that NBGPX experiences smaller price fluctuations and is considered to be less risky than TSAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NBGPX | TSAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.78% | 3.79% | -1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 7.24% | 10.29% | -3.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.09% | 12.93% | -3.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.84% | 16.25% | -4.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.22% | 17.65% | -5.43% |
NBGPX vs. TSAIX - Expense Ratio Comparison
NBGPX has a 0.14% expense ratio, which is higher than TSAIX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
NBGPX vs. TSAIX - Dividend Comparison
NBGPX's dividend yield for the trailing twelve months is around 7.23%, more than TSAIX's 6.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NBGPX Columbia Capital Allocation Moderate Aggressive Portfolio | 7.23% | 8.12% | 6.80% | 4.67% | 6.52% | 16.00% | 5.44% | 7.61% | 9.89% | 7.46% | 4.03% | 6.92% |
TSAIX TIAA-CREF Lifestyle Aggressive Growth Fund | 6.72% | 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
With a correlation of 0.96, NBGPX 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.
TSAIX has higher volatility (3.79%) compared to NBGPX (2.78%). In terms of maximum drawdown, NBGPX dropped -40.41% vs TSAIX's -34.58%.
NBGPX currently has the higher Sharpe Ratio (2.54 vs 2.01), 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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