OPTFX vs. TILIX
Compare and contrast key facts about Invesco Capital Appreciation Fund (OPTFX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX).
OPTFX is managed by Invesco. It was launched on Jan 22, 1981. TILIX is managed by TIAA Investments. It was launched on Oct 1, 2002.
Performance
OPTFX vs. TILIX - Performance Comparison
Loading graphics...
OPTFX vs. TILIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OPTFX Invesco Capital Appreciation Fund | -6.40% | 12.84% | 34.05% | 35.51% | -31.10% | 21.42% | 36.33% | 36.22% | -5.96% | 26.50% |
TILIX TIAA-CREF Large-Cap Growth Index Fund | -8.99% | 18.41% | 33.31% | 42.64% | -29.22% | 27.63% | 38.43% | 36.30% | -1.66% | 28.49% |
Returns By Period
In the year-to-date period, OPTFX achieves a -6.40% return, which is significantly higher than TILIX's -8.99% return. Over the past 10 years, OPTFX has underperformed TILIX with an annualized return of 13.95%, while TILIX has yielded a comparatively higher 16.62% annualized return.
OPTFX
- 1D
- 1.44%
- 1M
- -3.34%
- YTD
- -6.40%
- 6M
- -8.14%
- 1Y
- 17.79%
- 3Y*
- 20.35%
- 5Y*
- 9.15%
- 10Y*
- 13.95%
TILIX
- 1D
- 0.88%
- 1M
- -4.02%
- YTD
- -8.99%
- 6M
- -8.65%
- 1Y
- 17.66%
- 3Y*
- 21.48%
- 5Y*
- 12.54%
- 10Y*
- 16.62%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
OPTFX vs. TILIX - Expense Ratio Comparison
OPTFX has a 0.95% expense ratio, which is higher than TILIX's 0.05% expense ratio.
Return for Risk
OPTFX vs. TILIX — Risk / Return Rank
OPTFX
TILIX
OPTFX vs. TILIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Capital Appreciation Fund (OPTFX) 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.
| OPTFX | TILIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 0.83 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.35 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.39 | 1.22 | -0.83 |
Martin ratioReturn relative to average drawdown | 1.18 | 4.13 | -2.96 |
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
| OPTFX | TILIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.83 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.59 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.79 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.57 | -0.08 |
Correlation
The correlation between OPTFX and TILIX is 0.96, 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
OPTFX vs. TILIX - Dividend Comparison
OPTFX's dividend yield for the trailing twelve months is around 11.67%, more than TILIX's 4.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OPTFX Invesco Capital Appreciation Fund | 11.67% | 10.93% | 2.92% | 0.00% | 0.88% | 28.43% | 3.20% | 23.53% | 9.18% | 9.34% | 4.29% | 13.78% |
TILIX TIAA-CREF Large-Cap Growth Index Fund | 4.85% | 4.41% | 3.25% | 1.90% | 11.00% | 8.76% | 1.91% | 2.38% | 4.01% | 0.68% | 1.33% | 1.32% |
Drawdowns
OPTFX vs. TILIX - Drawdown Comparison
The maximum OPTFX drawdown since its inception was -57.95%, which is greater than TILIX's maximum drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for OPTFX and TILIX.
Loading graphics...
Drawdown Indicators
| OPTFX | TILIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.95% | -50.54% | -7.41% |
Max Drawdown (1Y)Largest decline over 1 year | -16.85% | -16.24% | -0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -35.89% | -32.68% | -3.21% |
Max Drawdown (10Y)Largest decline over 10 years | -35.89% | -32.68% | -3.21% |
Current DrawdownCurrent decline from peak | -12.05% | -12.34% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -14.03% | -7.77% | -6.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.82% | 4.79% | +2.03% |
Volatility
OPTFX vs. TILIX - Volatility Comparison
Invesco Capital Appreciation Fund (OPTFX) has a higher volatility of 7.65% compared to TIAA-CREF Large-Cap Growth Index Fund (TILIX) at 6.80%. This indicates that OPTFX's price experiences larger fluctuations and is considered to be riskier than TILIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| OPTFX | TILIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.65% | 6.80% | +0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 15.04% | 12.41% | +2.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.62% | 22.63% | +1.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.28% | 21.49% | +0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.38% | 21.04% | +0.34% |