PMEFX vs. TSAIX
PMEFX (Penn Mutual AM 1847 Income Fund) and TSAIX (TIAA-CREF Lifestyle Aggressive Growth Fund) are both Diversified Portfolio funds. Over the past 5 years, PMEFX returned 2.89%/yr vs 8.38%/yr for TSAIX. Their 0.69 correlation means they have sometimes moved together and sometimes differently. PMEFX charges 0.65%/yr vs 0.04%/yr for TSAIX.
Performance
PMEFX vs. TSAIX - Performance Comparison
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Returns By Period
PMEFX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -3.78%
- 3Y*
- 4.63%
- 5Y*
- 2.89%
- 10Y*
- —
- ALL TIME*
- 5.31%
TSAIX
- 1D
- -1.42%
- 1M
- -3.36%
- 6M
- 2.48%
- YTD
- 6.31%
- 1Y
- 15.67%
- 3Y*
- 15.25%
- 5Y*
- 8.38%
- 10Y*
- 11.29%
- ALL TIME*
- 11.46%
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 |
PMEFX vs. TSAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PMEFX Penn Mutual AM 1847 Income Fund | 0.00% | 1.11% | 9.80% | 9.80% | -4.30% | 9.78% | 6.47% |
TSAIX TIAA-CREF Lifestyle Aggressive Growth Fund | 6.31% | 20.04% | 15.46% | 22.72% | -19.57% | 17.10% | 19.20% |
Correlation
The correlation between PMEFX and TSAIX is 0.27, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.27 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jul 31, 2020 | 0.69 |
Over the past year, the correlation between PMEFX and TSAIX has dropped to 0.27 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
PMEFX vs. TSAIX — Risk / Return Rank
PMEFX
TSAIX
PMEFX vs. TSAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Penn Mutual AM 1847 Income Fund (PMEFX) 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.
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.
| PMEFX | TSAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.73 | ||
| Sortino ratioReturn per unit of downside risk | -2.23 | ||
| Omega ratioGain probability vs. loss probability | 0.68 | 1.20 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 1.50 | -2.17 |
| Martin ratioReturn relative to average drawdown | -0.83 | 6.28 | -7.11 |
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Drawdowns
PMEFX vs. TSAIX - Drawdown Comparison
The maximum PMEFX drawdown since its inception was -13.27%, smaller than the maximum TSAIX drawdown of -34.58%. Use the drawdown chart below to compare losses from any high point for PMEFX and TSAIX.
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Drawdown Indicators
| PMEFX | TSAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.27% | -34.58% | +21.31% |
Max Drawdown (1Y)Largest decline over 1 year | -7.19% | -10.28% | +3.09% |
Max Drawdown (3Y)Largest decline over 3 years | -10.04% | -17.29% | +7.25% |
Max Drawdown (5Y)Largest decline over 5 years | -12.12% | -28.28% | +16.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.58% | — |
Current DrawdownCurrent decline from peak | -7.19% | -3.91% | -3.28% |
Average DrawdownAverage peak-to-trough decline | -3.19% | -4.88% | +1.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.30% | 2.44% | +2.86% |
Volatility
PMEFX vs. TSAIX - Volatility Comparison
The current volatility for Penn Mutual AM 1847 Income Fund (PMEFX) is 0.00%, while TIAA-CREF Lifestyle Aggressive Growth Fund (TSAIX) has a volatility of 3.60%. This indicates that PMEFX 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
| PMEFX | TSAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 3.60% | -3.60% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 11.59% | -11.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.48% | 14.11% | -6.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.83% | 16.40% | -8.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.61% | 17.60% | -9.99% |
PMEFX vs. TSAIX - Expense Ratio Comparison
PMEFX has a 0.65% expense ratio, which is higher than TSAIX's 0.04% expense ratio.
Dividends
PMEFX vs. TSAIX - Dividend Comparison
PMEFX's dividend yield for the trailing twelve months is around 5.89%, less than TSAIX's 6.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PMEFX Penn Mutual AM 1847 Income Fund | 5.89% | 8.73% | 6.16% | 4.41% | 3.25% | 13.55% | 1.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSAIX TIAA-CREF Lifestyle Aggressive Growth Fund | 6.94% | 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
PMEFX and TSAIX have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSAIX has higher volatility (3.60%) compared to PMEFX (0.00%). In terms of maximum drawdown, PMEFX dropped -13.27% vs TSAIX's -34.58%.
TSAIX currently has the higher Sharpe Ratio (1.09 vs -0.64), 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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