TCLFX vs. TIEIX
TCLFX (TIAA-CREF Lifecycle 2025 Fund) and TIEIX (Nuveen Equity Index Fund Class I) are both mutual funds - TCLFX is a Target Retirement Date fund managed by TIAA, while TIEIX is a Large Cap Blend Equities fund tracking the Russell 3000 Index. Over the past 10 years, TCLFX returned 7.14%/yr vs 14.27%/yr for TIEIX. Their 0.95 correlation means they have historically moved very closely together. TCLFX charges 0.52%/yr vs 0.09%/yr for TIEIX.
Performance
TCLFX vs. TIEIX - Performance Comparison
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Returns By Period
In the year-to-date period, TCLFX achieves a 4.54% return, which is significantly lower than TIEIX's 9.70% return. Over the past 10 years, TCLFX has underperformed TIEIX with an annualized return of 7.14%, while TIEIX has yielded a comparatively higher 14.27% annualized return.
TCLFX
- 1D
- 1.08%
- 1M
- -0.44%
- 6M
- 3.05%
- YTD
- 4.54%
- 1Y
- 11.06%
- 3Y*
- 9.73%
- 5Y*
- 4.66%
- 10Y*
- 7.14%
- ALL TIME*
- 6.11%
TIEIX
- 1D
- 1.62%
- 1M
- -0.77%
- 6M
- 8.02%
- YTD
- 9.70%
- 1Y
- 20.83%
- 3Y*
- 18.47%
- 5Y*
- 11.65%
- 10Y*
- 14.27%
- ALL TIME*
- 8.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TCLFX vs. TIEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TCLFX TIAA-CREF Lifecycle 2025 Fund | 4.54% | 12.77% | 8.81% | 12.83% | -14.54% | 9.44% | 13.22% | 19.21% | -6.41% | 14.74% |
TIEIX Nuveen Equity Index Fund Class I | 9.70% | 17.04% | 23.71% | 25.92% | -19.18% | 25.64% | 20.82% | 30.89% | -5.27% | 19.05% |
Correlation
The correlation between TCLFX and TIEIX is 0.94, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.94 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2004 | 0.95 |
The correlation between TCLFX and TIEIX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
TCLFX vs. TIEIX — Risk / Return Rank
TCLFX
TIEIX
TCLFX vs. TIEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle 2025 Fund (TCLFX) and Nuveen Equity Index Fund Class I (TIEIX). 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.
| TCLFX | TIEIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.25 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.93 | 2.10 | -0.17 |
| Martin ratioReturn relative to average drawdown | 8.18 | 9.05 | -0.86 |
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Drawdowns
TCLFX vs. TIEIX - Drawdown Comparison
The maximum TCLFX drawdown since its inception was -48.12%, smaller than the maximum TIEIX drawdown of -55.55%. Use the drawdown chart below to compare losses from any high point for TCLFX and TIEIX.
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Drawdown Indicators
| TCLFX | TIEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.12% | -55.55% | +7.43% |
Max Drawdown (1Y)Largest decline over 1 year | -5.50% | -8.84% | +3.34% |
Max Drawdown (3Y)Largest decline over 3 years | -8.03% | -19.29% | +11.26% |
Max Drawdown (5Y)Largest decline over 5 years | -20.28% | -25.06% | +4.78% |
Max Drawdown (10Y)Largest decline over 10 years | -22.98% | -34.90% | +11.92% |
Current DrawdownCurrent decline from peak | -1.00% | -1.79% | +0.79% |
Average DrawdownAverage peak-to-trough decline | -5.94% | -10.25% | +4.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.30% | 2.05% | -0.75% |
Volatility
TCLFX vs. TIEIX - Volatility Comparison
The current volatility for TIAA-CREF Lifecycle 2025 Fund (TCLFX) is 2.12%, while Nuveen Equity Index Fund Class I (TIEIX) has a volatility of 3.40%. This indicates that TCLFX experiences smaller price fluctuations and is considered to be less risky than TIEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TCLFX | TIEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.12% | 3.40% | -1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 5.97% | 10.23% | -4.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.13% | 13.10% | -5.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.63% | 17.42% | -8.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.55% | 18.40% | -8.85% |
TCLFX vs. TIEIX - Expense Ratio Comparison
TCLFX has a 0.52% expense ratio, which is higher than TIEIX's 0.09% expense ratio.
Dividends
TCLFX vs. TIEIX - Dividend Comparison
TCLFX's dividend yield for the trailing twelve months is around 4.60%, more than TIEIX's 2.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TCLFX TIAA-CREF Lifecycle 2025 Fund | 4.60% | 4.81% | 3.42% | 2.14% | 5.63% | 7.38% | 4.75% | 3.53% | 6.46% | 2.33% | 5.05% | 4.79% |
TIEIX Nuveen Equity Index Fund Class I | 2.18% | 2.39% | 1.63% | 1.47% | 1.83% | 2.08% | 1.43% | 1.99% | 2.45% | 0.52% | 2.45% | 1.27% |
Frequently Asked Questions
With a correlation of 0.94, TCLFX and TIEIX 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.
TIEIX has higher volatility (3.40%) compared to TCLFX (2.12%). In terms of maximum drawdown, TCLFX dropped -48.12% vs TIEIX's -55.55%.
TCLFX currently has the higher Sharpe Ratio (1.49 vs 1.42), 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.
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