TCLIX vs. PLWIX
TCLIX (TIAA-CREF Lifecycle 2015 Fund) and PLWIX (Principal LifeTime 2020 Fund) are both Target Retirement Date funds. Over the past 10 years, TCLIX returned 5.96%/yr vs 7.07%/yr for PLWIX. Their 0.97 correlation means they have historically moved very closely together. TCLIX charges 0.52%/yr vs 0.01%/yr for PLWIX.
Performance
TCLIX vs. PLWIX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with TCLIX having a 3.80% return and PLWIX slightly higher at 3.96%. Over the past 10 years, TCLIX has underperformed PLWIX with an annualized return of 5.96%, while PLWIX has yielded a comparatively higher 7.07% annualized return.
TCLIX
- 1D
- 0.89%
- 1M
- -0.36%
- 6M
- 2.55%
- YTD
- 3.80%
- 1Y
- 9.42%
- 3Y*
- 8.61%
- 5Y*
- 3.93%
- 10Y*
- 5.96%
- ALL TIME*
- 5.50%
PLWIX
- 1D
- 0.72%
- 1M
- -0.16%
- 6M
- 2.52%
- YTD
- 3.96%
- 1Y
- 9.09%
- 3Y*
- 10.38%
- 5Y*
- 4.88%
- 10Y*
- 7.07%
- ALL TIME*
- 5.98%
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 |
TCLIX vs. PLWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TCLIX TIAA-CREF Lifecycle 2015 Fund | 3.80% | 11.50% | 7.52% | 10.90% | -13.12% | 7.40% | 11.57% | 16.28% | -4.78% | 11.29% |
PLWIX Principal LifeTime 2020 Fund | 3.96% | 11.32% | 12.21% | 12.23% | -14.36% | 9.05% | 12.70% | 18.40% | -5.72% | 14.96% |
Correlation
The correlation between TCLIX and PLWIX is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.97 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2004 | 0.97 |
The correlation between TCLIX and PLWIX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
TCLIX vs. PLWIX — Risk / Return Rank
TCLIX
PLWIX
TCLIX vs. PLWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle 2015 Fund (TCLIX) and Principal LifeTime 2020 Fund (PLWIX). 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.
| TCLIX | PLWIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.25 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | 1.81 | +0.18 |
| Martin ratioReturn relative to average drawdown | 8.46 | 7.75 | +0.71 |
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Drawdowns
TCLIX vs. PLWIX - Drawdown Comparison
The maximum TCLIX drawdown since its inception was -39.84%, smaller than the maximum PLWIX drawdown of -49.07%. Use the drawdown chart below to compare losses from any high point for TCLIX and PLWIX.
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Drawdown Indicators
| TCLIX | PLWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.84% | -49.07% | +9.23% |
Max Drawdown (1Y)Largest decline over 1 year | -4.60% | -4.75% | +0.15% |
Max Drawdown (3Y)Largest decline over 3 years | -6.10% | -6.97% | +0.87% |
Max Drawdown (5Y)Largest decline over 5 years | -18.04% | -19.73% | +1.69% |
Max Drawdown (10Y)Largest decline over 10 years | -18.73% | -20.29% | +1.56% |
Current DrawdownCurrent decline from peak | -0.80% | -0.71% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -4.50% | -5.69% | +1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 1.11% | -0.03% |
Volatility
TCLIX vs. PLWIX - Volatility Comparison
TIAA-CREF Lifecycle 2015 Fund (TCLIX) and Principal LifeTime 2020 Fund (PLWIX) have volatilities of 1.72% and 1.73%, 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.
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Volatility by Period
| TCLIX | PLWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.72% | 1.73% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 4.87% | 5.32% | -0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.81% | 6.39% | -0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.02% | 8.29% | -1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.44% | 8.52% | -1.08% |
TCLIX vs. PLWIX - Expense Ratio Comparison
TCLIX has a 0.52% expense ratio, which is higher than PLWIX's 0.01% expense ratio.
Dividends
TCLIX vs. PLWIX - Dividend Comparison
TCLIX's dividend yield for the trailing twelve months is around 4.03%, less than PLWIX's 9.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PLWIX Principal LifeTime 2020 Fund | 9.70% | 10.08% | 11.91% | 5.12% | 9.82% | 9.40% | 5.90% | 8.69% | 7.35% | 5.74% | 3.73% | 8.75% |
TCLIX TIAA-CREF Lifecycle 2015 Fund | 4.03% | 4.19% | 3.02% | 2.59% | 5.45% | 7.41% | 4.72% | 3.32% | 6.45% | 2.66% | 5.08% | 5.19% |
Frequently Asked Questions
With a correlation of 0.97, TCLIX and PLWIX 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.
PLWIX has higher volatility (1.73%) compared to TCLIX (1.72%). In terms of maximum drawdown, TCLIX dropped -39.84% vs PLWIX's -49.07%.
TCLIX currently has the higher Sharpe Ratio (1.58 vs 1.35), 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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