STVTX vs. TILVX

Last updated Jun 4, 2026

STVTX (Virtus Ceredex Large-Cap Value Equity Fund) and TILVX (TIAA-CREF Large-Cap Value Index Fund) are both Large Cap Value Equities funds. Over the past 10 years, STVTX returned 10.42%/yr vs 11.10%/yr for TILVX. With a 0.97 correlation, they move nearly in lockstep. STVTX charges 0.97%/yr vs 0.05%/yr for TILVX.

Performance

STVTX vs. TILVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Ceredex Large-Cap Value Equity Fund (STVTX) and TIAA-CREF Large-Cap Value Index Fund (TILVX). 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 STVTX having a 14.77% return and TILVX slightly lower at 14.30%. Over the past 10 years, STVTX has underperformed TILVX with an annualized return of 10.42%, while TILVX has yielded a comparatively higher 11.10% annualized return.

STVTX

• 1D: 1.09%
• 1M: 3.83%
• YTD: 14.77%
• 6M: 14.96%
• 1Y: 28.88%
• 3Y*: 17.21%
• 5Y*: 8.44%
• 10Y*: 10.42%

TILVX

• 1D: 0.79%
• 1M: 4.27%
• YTD: 14.30%
• 6M: 14.82%
• 1Y: 28.25%
• 3Y*: 18.53%
• 5Y*: 10.41%
• 10Y*: 11.10%

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

STVTX vs. TILVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
STVTX Virtus Ceredex Large-Cap Value Equity Fund	14.77%	11.95%	9.91%	14.84%	-13.97%	25.70%	3.75%	31.00%	-10.77%	16.24%
TILVX TIAA-CREF Large-Cap Value Index Fund	14.30%	15.81%	14.26%	11.49%	-7.57%	25.05%	2.90%	26.48%	-8.38%	10.93%

Correlation

The correlation between STVTX and TILVX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.95
Correlation (All Time) Calculated using the full available price history since Oct 1, 2002	0.97

The correlation between STVTX and TILVX has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

Return for Risk

STVTX vs. TILVX — Risk / Return Rank

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

STVTX

STVTX Risk / Return Rank: 65
STVTX Sharpe Ratio Rank: 58
STVTX Sortino Ratio Rank: 58
STVTX Omega Ratio Rank: 51
STVTX Calmar Ratio Rank: 81
STVTX Martin Ratio Rank: 75

TILVX

TILVX Risk / Return Rank: 83
TILVX Sharpe Ratio Rank: 83
TILVX Sortino Ratio Rank: 81
TILVX Omega Ratio Rank: 74
TILVX Calmar Ratio Rank: 88
TILVX Martin Ratio Rank: 90

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.

STVTX vs. TILVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Ceredex Large-Cap Value Equity Fund (STVTX) and TIAA-CREF Large-Cap Value Index Fund (TILVX). 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.

	STVTX	TILVX	Difference
Sharpe ratio: Return per unit of total volatility	2.25	2.70	-0.45
Sortino ratio: Return per unit of downside risk	3.21	3.81	-0.60
Omega ratio: Gain probability vs. loss probability	1.39	1.49	-0.09
Calmar ratio: Return relative to maximum drawdown	3.75	4.30	-0.55
Martin ratio: Return relative to average drawdown	14.17	18.01	-3.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STVTX vs. TILVX - Sharpe Ratio Comparison

The current STVTX Sharpe Ratio is 2.25, which is comparable to the TILVX Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of STVTX and TILVX, 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

	STVTX	TILVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.25	2.70	-0.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.40	0.71	-0.30
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	0.63	-0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.48	+0.04

Drawdowns

STVTX vs. TILVX - Drawdown Comparison

The maximum STVTX drawdown since its inception was -53.12%, smaller than the maximum TILVX drawdown of -60.05%. Use the drawdown chart below to compare losses from any high point for STVTX and TILVX.

Drawdown Indicators

	STVTX	TILVX	Difference
Max Drawdown Largest peak-to-trough decline	-53.12%	-60.05%	+6.93%
Max Drawdown (1Y) Largest decline over 1 year	-8.06%	-6.80%	-1.26%
Max Drawdown (3Y) Largest decline over 3 years	-29.49%	-15.58%	-13.91%
Max Drawdown (5Y) Largest decline over 5 years	-29.49%	-19.00%	-10.49%
Max Drawdown (10Y) Largest decline over 10 years	-41.46%	-40.15%	-1.31%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-7.69%	-8.26%	+0.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.13%	1.62%	+0.51%

Volatility

STVTX vs. TILVX - Volatility Comparison

Virtus Ceredex Large-Cap Value Equity Fund (STVTX) has a higher volatility of 4.16% compared to TIAA-CREF Large-Cap Value Index Fund (TILVX) at 3.04%. This indicates that STVTX's price experiences larger fluctuations and is considered to be riskier than TILVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STVTX	TILVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.16%	3.04%	+1.12%
Volatility (6M) Calculated over the trailing 6-month period	10.48%	8.19%	+2.29%
Volatility (1Y) Calculated over the trailing 1-year period	13.41%	10.84%	+2.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.12%	14.82%	+6.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.33%	17.66%	+2.67%

STVTX vs. TILVX - Expense Ratio Comparison

STVTX has a 0.97% expense ratio, which is higher than TILVX's 0.05% expense ratio.

Dividends

STVTX vs. TILVX - Dividend Comparison

STVTX's dividend yield for the trailing twelve months is around 13.11%, more than TILVX's 5.21% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
STVTX Virtus Ceredex Large-Cap Value Equity Fund	13.11%	15.05%	22.34%	2.47%	11.17%	31.52%	5.63%	6.98%	29.94%	17.07%	0.39%	10.54%
TILVX TIAA-CREF Large-Cap Value Index Fund	5.21%	5.96%	3.04%	4.90%	4.57%	3.77%	2.26%	7.05%	4.68%	2.01%	3.14%	4.24%

Frequently Asked Questions

Can I hold both STVTX and TILVX in my portfolio?

With a correlation of 0.93, STVTX and TILVX 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.

Which is riskier, STVTX or TILVX?

STVTX has higher volatility (4.16%) compared to TILVX (3.04%). In terms of maximum drawdown, STVTX dropped -53.12% vs TILVX's -60.05%.

Which has better risk-adjusted returns?

TILVX currently has the higher Sharpe Ratio (2.70 vs 2.25), 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.