TADAX vs. TILIX
Compare and contrast key facts about Transamerica US Growth (TADAX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX).
TADAX is managed by Transamerica. It was launched on Nov 13, 2009. TILIX is managed by TIAA Investments. It was launched on Oct 1, 2002.
Performance
TADAX vs. TILIX - Performance Comparison
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TADAX vs. TILIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TADAX Transamerica US Growth | -13.15% | 17.09% | 28.81% | 41.45% | -31.60% | 20.65% | 35.85% | 39.41% | -0.52% | 28.71% |
TILIX TIAA-CREF Large-Cap Growth Index Fund | -13.04% | 18.41% | 33.31% | 42.64% | -29.22% | 27.63% | 38.43% | 36.30% | -1.66% | 28.49% |
Returns By Period
The year-to-date returns for both investments are quite close, with TADAX having a -13.15% return and TILIX slightly higher at -13.04%. Over the past 10 years, TADAX has underperformed TILIX with an annualized return of 14.23%, while TILIX has yielded a comparatively higher 16.09% annualized return.
TADAX
- 1D
- -0.61%
- 1M
- -9.05%
- YTD
- -13.15%
- 6M
- -11.89%
- 1Y
- 14.01%
- 3Y*
- 17.49%
- 5Y*
- 8.61%
- 10Y*
- 14.23%
TILIX
- 1D
- -0.44%
- 1M
- -8.64%
- YTD
- -13.04%
- 6M
- -12.14%
- 1Y
- 14.38%
- 3Y*
- 19.64%
- 5Y*
- 11.88%
- 10Y*
- 16.09%
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TADAX vs. TILIX - Expense Ratio Comparison
TADAX has a 1.02% expense ratio, which is higher than TILIX's 0.05% expense ratio.
Return for Risk
TADAX vs. TILIX — Risk / Return Rank
TADAX
TILIX
TADAX vs. TILIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica US Growth (TADAX) 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.
| TADAX | TILIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.65 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.04 | 1.10 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.15 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.67 | 0.67 | 0.00 |
Martin ratioReturn relative to average drawdown | 2.39 | 2.32 | +0.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TADAX | TILIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.65 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.56 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.77 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.56 | +0.07 |
Correlation
The correlation between TADAX and TILIX is 0.98, 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
TADAX vs. TILIX - Dividend Comparison
TADAX's dividend yield for the trailing twelve months is around 5.29%, more than TILIX's 5.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TADAX Transamerica US Growth | 5.29% | 4.59% | 16.73% | 3.66% | 4.60% | 13.56% | 9.73% | 8.29% | 12.42% | 10.92% | 2.29% | 2.47% |
TILIX TIAA-CREF Large-Cap Growth Index Fund | 5.07% | 4.41% | 3.25% | 1.90% | 11.00% | 8.76% | 1.91% | 2.38% | 4.01% | 0.68% | 1.33% | 1.32% |
Drawdowns
TADAX vs. TILIX - Drawdown Comparison
The maximum TADAX drawdown since its inception was -39.29%, smaller than the maximum TILIX drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for TADAX and TILIX.
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Drawdown Indicators
| TADAX | TILIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.29% | -50.54% | +11.25% |
Max Drawdown (1Y)Largest decline over 1 year | -16.48% | -16.24% | -0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -39.29% | -32.68% | -6.61% |
Max Drawdown (10Y)Largest decline over 10 years | -39.29% | -32.68% | -6.61% |
Current DrawdownCurrent decline from peak | -16.48% | -16.24% | -0.24% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -7.77% | +1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.66% | 4.73% | -0.07% |
Volatility
TADAX vs. TILIX - Volatility Comparison
Transamerica US Growth (TADAX) has a higher volatility of 5.79% compared to TIAA-CREF Large-Cap Growth Index Fund (TILIX) at 5.34%. This indicates that TADAX'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.
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Volatility by Period
| TADAX | TILIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.79% | 5.34% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 12.84% | 11.80% | +1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.75% | 22.35% | +0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.05% | 21.44% | +1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.85% | 21.01% | +0.84% |