QCILIX vs. TILGX

Last updated Aug 1, 2026

QCILIX (CREF Inflation-Linked Bond Account Class R3) and TILGX (TIAA-CREF Large-Cap Growth Fund Institutional Class) are both mutual funds - QCILIX is a Inflation-Protected Bonds fund tracking the Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 1-10 Year Index, while TILGX is a Large Cap Growth Equities fund managed by TIAA. Over the past year, QCILIX returned 2.67% vs 8.05% for TILGX. Their 0.08 correlation means their historical movements had little consistent relationship. QCILIX charges 0.19%/yr vs 0.40%/yr for TILGX.

Performance

QCILIX vs. TILGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CREF Inflation-Linked Bond Account Class R3 (QCILIX) and TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QCILIX achieves a 1.25% return, which is significantly higher than TILGX's 0.31% return.

QCILIX

• 1D: 0.01%
• 1M: 0.01%
• 6M: 0.69%
• YTD: 1.25%
• 1Y: 2.67%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 5.47%

TILGX

• 1D: 3.40%
• 1M: -2.44%
• 6M: 1.21%
• YTD: 0.31%
• 1Y: 8.05%
• 3Y*: 16.85%
• 5Y*: 8.40%
• 10Y*: 15.61%
• ALL TIME*: 11.80%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
QCILIX CREF Inflation-Linked Bond Account Class R3	$0.00	$0.00	$0.00
TILGX TIAA-CREF Large-Cap Growth Fund Institutional Class	$0.00	$0.00	$0.00

QCILIX vs. TILGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
QCILIX CREF Inflation-Linked Bond Account Class R3	1.25%	7.47%	0.00%
TILGX TIAA-CREF Large-Cap Growth Fund Institutional Class	0.31%	15.25%	-3.43%

Correlation

The correlation between QCILIX and TILGX is 0.19, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.19
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024	0.08

The correlation between QCILIX and TILGX shifts across timeframes, from 0.08 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

QCILIX vs. TILGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QCILIX

QCILIX Risk / Return Rank: 48
QCILIX Sharpe Ratio Rank: 40
QCILIX Sortino Ratio Rank: 43
QCILIX Omega Ratio Rank: 39
QCILIX Calmar Ratio Rank: 69
QCILIX Martin Ratio Rank: 50

TILGX

TILGX Risk / Return Rank: 10
TILGX Sharpe Ratio Rank: 10
TILGX Sortino Ratio Rank: 10
TILGX Omega Ratio Rank: 10
TILGX Calmar Ratio Rank: 9
TILGX Martin Ratio Rank: 10

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QCILIX vs. TILGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CREF Inflation-Linked Bond Account Class R3 (QCILIX) and TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX). 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.

	QCILIX	TILGX	Difference
Sharpe ratio: Return per unit of total volatility	1.28	0.32	+0.95
Sortino ratio: Return per unit of downside risk	1.90	0.57	+1.34
Omega ratio: Gain probability vs. loss probability	1.23	1.07	+0.16
Calmar ratio: Return relative to maximum drawdown	2.35	0.37	+1.98
Martin ratio: Return relative to average drawdown	7.22	1.13	+6.09

QCILIX vs. TILGX - Sharpe Ratio Comparison

The current QCILIX Sharpe Ratio is 1.28, which is higher than the TILGX Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of QCILIX and TILGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QCILIX vs. TILGX - Drawdown Comparison

The maximum QCILIX drawdown since its inception was -2.14%, smaller than the maximum TILGX drawdown of -52.16%. Use the drawdown chart below to compare losses from any high point for QCILIX and TILGX.

Drawdown Indicators

	QCILIX	TILGX	Difference
Max Drawdown Largest peak-to-trough decline	-2.14%	-52.16%	+50.02%
Max Drawdown (1Y) Largest decline over 1 year	-1.33%	-15.19%	+13.86%
Max Drawdown (3Y) Largest decline over 3 years	—	-23.94%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-37.86%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.86%	—
Current Drawdown Current decline from peak	-0.67%	-7.30%	+6.63%
Average Drawdown Average peak-to-trough decline	-0.35%	-8.81%	+8.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.43%	4.94%	-4.51%

Volatility

QCILIX vs. TILGX - Volatility Comparison

The current volatility for CREF Inflation-Linked Bond Account Class R3 (QCILIX) is 0.56%, while TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) has a volatility of 6.52%. This indicates that QCILIX experiences smaller price fluctuations and is considered to be less risky than TILGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QCILIX	TILGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.56%	6.52%	-5.96%
Volatility (6M) Calculated over the trailing 6-month period	1.92%	13.36%	-11.44%
Volatility (1Y) Calculated over the trailing 1-year period	2.47%	17.42%	-14.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.94%	22.14%	-19.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.94%	21.70%	-18.76%

QCILIX vs. TILGX - Expense Ratio Comparison

QCILIX has a 0.19% expense ratio, which is lower than TILGX's 0.40% expense ratio.

Dividends

QCILIX vs. TILGX - Dividend Comparison

QCILIX has not paid dividends to shareholders, while TILGX's dividend yield for the trailing twelve months is around 13.83%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QCILIX CREF Inflation-Linked Bond Account Class R3	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TILGX TIAA-CREF Large-Cap Growth Fund Institutional Class	13.83%	13.87%	6.41%	0.22%	0.42%	10.49%	37.04%	4.41%	14.12%	3.83%	1.82%	3.80%

Frequently Asked Questions

Can I hold both QCILIX and TILGX in my portfolio?

QCILIX and TILGX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QCILIX or TILGX?

TILGX has higher volatility (6.52%) compared to QCILIX (0.56%). In terms of maximum drawdown, QCILIX dropped -2.14% vs TILGX's -52.16%.

Which has better risk-adjusted returns?

QCILIX currently has the higher Sharpe Ratio (1.28 vs 0.32), 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.