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TCLEX vs. TBLBX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TCLEX and TBLBX is 0.86, 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.


Performance

TCLEX vs. TBLBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle 2010 Fund (TCLEX) and T. Rowe Price Retirement Blend 2010 Fund (TBLBX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TCLEX:

0.78

TBLBX:

1.01

Sortino Ratio

TCLEX:

1.10

TBLBX:

1.46

Omega Ratio

TCLEX:

1.15

TBLBX:

1.21

Calmar Ratio

TCLEX:

0.50

TBLBX:

1.11

Martin Ratio

TCLEX:

2.35

TBLBX:

4.89

Ulcer Index

TCLEX:

2.16%

TBLBX:

1.66%

Daily Std Dev

TCLEX:

6.52%

TBLBX:

8.06%

Max Drawdown

TCLEX:

-36.31%

TBLBX:

-19.34%

Current Drawdown

TCLEX:

-5.02%

TBLBX:

-0.20%

Returns By Period

In the year-to-date period, TCLEX achieves a 2.35% return, which is significantly lower than TBLBX's 2.99% return.


TCLEX

YTD

2.35%

1M

3.98%

6M

-0.10%

1Y

5.07%

5Y*

2.63%

10Y*

2.11%

TBLBX

YTD

2.99%

1M

4.82%

6M

1.61%

1Y

8.12%

5Y*

N/A

10Y*

N/A

*Annualized

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TCLEX vs. TBLBX - Expense Ratio Comparison

TCLEX has a 0.51% expense ratio, which is higher than TBLBX's 0.19% expense ratio.


Risk-Adjusted Performance

TCLEX vs. TBLBX — Risk-Adjusted Performance Rank

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

TCLEX
The Risk-Adjusted Performance Rank of TCLEX is 6666
Overall Rank
The Sharpe Ratio Rank of TCLEX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of TCLEX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of TCLEX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of TCLEX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of TCLEX is 6363
Martin Ratio Rank

TBLBX
The Risk-Adjusted Performance Rank of TBLBX is 8383
Overall Rank
The Sharpe Ratio Rank of TBLBX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of TBLBX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of TBLBX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of TBLBX is 8686
Calmar Ratio Rank
The Martin Ratio Rank of TBLBX is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TCLEX vs. TBLBX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle 2010 Fund (TCLEX) and T. Rowe Price Retirement Blend 2010 Fund (TBLBX). 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.


The current TCLEX Sharpe Ratio is 0.78, which is comparable to the TBLBX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of TCLEX and TBLBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

TCLEX vs. TBLBX - Dividend Comparison

TCLEX's dividend yield for the trailing twelve months is around 4.33%, more than TBLBX's 3.09% yield.


TTM20242023202220212020201920182017201620152014
TCLEX
TIAA-CREF Lifecycle 2010 Fund
4.33%4.44%2.95%5.91%8.53%6.93%3.95%5.60%3.89%3.45%4.42%4.46%
TBLBX
T. Rowe Price Retirement Blend 2010 Fund
3.09%3.18%2.23%3.92%1.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TCLEX vs. TBLBX - Drawdown Comparison

The maximum TCLEX drawdown since its inception was -36.31%, which is greater than TBLBX's maximum drawdown of -19.34%. Use the drawdown chart below to compare losses from any high point for TCLEX and TBLBX. For additional features, visit the drawdowns tool.


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Volatility

TCLEX vs. TBLBX - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle 2010 Fund (TCLEX) is 1.67%, while T. Rowe Price Retirement Blend 2010 Fund (TBLBX) has a volatility of 2.14%. This indicates that TCLEX experiences smaller price fluctuations and is considered to be less risky than TBLBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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