QCLGX vs. TILIX

Last updated Jun 4, 2026

QCLGX (Federated Hermes MDT Large Cap Growth Fund Class C) and TILIX (TIAA-CREF Large-Cap Growth Index Fund) are both Large Cap Growth Equities funds. Over the past 10 years, QCLGX returned 19.29%/yr vs 18.64%/yr for TILIX. Their correlation of 0.92 suggests significant overlap in exposure. QCLGX charges 1.79%/yr vs 0.05%/yr for TILIX.

Performance

QCLGX vs. TILIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes MDT Large Cap Growth Fund Class C (QCLGX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with QCLGX having a 8.93% return and TILIX slightly lower at 8.58%. Both investments have delivered pretty close results over the past 10 years, with QCLGX having a 19.29% annualized return and TILIX not far behind at 18.64%.

QCLGX

• 1D: -0.33%
• 1M: 6.87%
• YTD: 8.93%
• 6M: 10.45%
• 1Y: 26.66%
• 3Y*: 27.97%
• 5Y*: 18.18%
• 10Y*: 19.29%

TILIX

• 1D: -0.37%
• 1M: 7.10%
• YTD: 8.58%
• 6M: 7.86%
• 1Y: 27.30%
• 3Y*: 25.49%
• 5Y*: 16.00%
• 10Y*: 18.64%

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

QCLGX vs. TILIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
QCLGX Federated Hermes MDT Large Cap Growth Fund Class C	8.93%	18.29%	41.71%	38.26%	-25.69%	29.19%	37.06%	30.69%	0.46%	24.22%
TILIX TIAA-CREF Large-Cap Growth Index Fund	8.58%	18.41%	33.31%	42.64%	-29.22%	27.63%	38.43%	36.30%	-1.66%	28.49%

Correlation

The correlation between QCLGX and TILIX is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (3Y) Calculated over the trailing 3-year period	0.62
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (10Y) Calculated over the trailing 10-year period	0.87
Correlation (All Time) Calculated using the full available price history since Jan 4, 2006	0.92

Over the past year, the correlation between QCLGX and TILIX has dropped to 0.34 - well below their long-term average of 0.92, suggesting their price drivers have been diverging.

Return for Risk

QCLGX vs. TILIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QCLGX

QCLGX Risk / Return Rank: 26
QCLGX Sharpe Ratio Rank: 29
QCLGX Sortino Ratio Rank: 27
QCLGX Omega Ratio Rank: 39
QCLGX Calmar Ratio Rank: 19
QCLGX Martin Ratio Rank: 17

TILIX

TILIX Risk / Return Rank: 31
TILIX Sharpe Ratio Rank: 40
TILIX Sortino Ratio Rank: 36
TILIX Omega Ratio Rank: 37
TILIX Calmar Ratio Rank: 22
TILIX Martin Ratio Rank: 23

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QCLGX vs. TILIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT Large Cap Growth Fund Class C (QCLGX) 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.

	QCLGX	TILIX	Difference
Sharpe ratio: Return per unit of total volatility	1.55	1.84	-0.29
Sortino ratio: Return per unit of downside risk	2.15	2.50	-0.35
Omega ratio: Gain probability vs. loss probability	1.34	1.32	+0.02
Calmar ratio: Return relative to maximum drawdown	1.56	1.75	-0.18
Martin ratio: Return relative to average drawdown	4.66	5.84	-1.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QCLGX vs. TILIX - Sharpe Ratio Comparison

The current QCLGX Sharpe Ratio is 1.55, which is comparable to the TILIX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of QCLGX and TILIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	QCLGX	TILIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.55	1.84	-0.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.84	0.75	+0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.89	0.89	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.61	-0.06

Drawdowns

QCLGX vs. TILIX - Drawdown Comparison

The maximum QCLGX drawdown since its inception was -54.01%, which is greater than TILIX's maximum drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for QCLGX and TILIX.

Drawdown Indicators

	QCLGX	TILIX	Difference
Max Drawdown Largest peak-to-trough decline	-54.01%	-50.54%	-3.47%
Max Drawdown (1Y) Largest decline over 1 year	-17.11%	-16.24%	-0.87%
Max Drawdown (3Y) Largest decline over 3 years	-26.07%	-23.33%	-2.74%
Max Drawdown (5Y) Largest decline over 5 years	-30.35%	-32.68%	+2.33%
Max Drawdown (10Y) Largest decline over 10 years	-31.79%	-32.68%	+0.89%
Current Drawdown Current decline from peak	-0.33%	-0.37%	+0.04%
Average Drawdown Average peak-to-trough decline	-9.79%	-7.73%	-2.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.74%	4.84%	+0.90%

Volatility

QCLGX vs. TILIX - Volatility Comparison

Federated Hermes MDT Large Cap Growth Fund Class C (QCLGX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX) have volatilities of 3.20% and 3.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QCLGX	TILIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.20%	3.32%	-0.12%
Volatility (6M) Calculated over the trailing 6-month period	14.52%	11.60%	+2.92%
Volatility (1Y) Calculated over the trailing 1-year period	17.25%	15.42%	+1.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.62%	21.47%	+0.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.69%	21.09%	+0.60%

QCLGX vs. TILIX - Expense Ratio Comparison

QCLGX has a 1.79% expense ratio, which is higher than TILIX's 0.05% expense ratio.

Dividends

QCLGX vs. TILIX - Dividend Comparison

QCLGX's dividend yield for the trailing twelve months is around 4.33%, more than TILIX's 4.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QCLGX Federated Hermes MDT Large Cap Growth Fund Class C	4.33%	4.72%	9.81%	2.11%	19.37%	26.17%	9.41%	6.20%	12.38%	8.63%	0.63%	13.27%
TILIX TIAA-CREF Large-Cap Growth Index Fund	4.06%	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

Can I hold both QCLGX and TILIX in my portfolio?

QCLGX and TILIX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QCLGX or TILIX?

TILIX has higher volatility (3.32%) compared to QCLGX (3.20%). In terms of maximum drawdown, QCLGX dropped -54.01% vs TILIX's -50.54%.

Which has better risk-adjusted returns?

TILIX currently has the higher Sharpe Ratio (1.84 vs 1.55), 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.