TCLIX vs. TIGRX
TCLIX (TIAA-CREF Lifecycle 2015 Fund) and TIGRX (TIAA-CREF Growth & Income Fund) are both mutual funds - TCLIX is a Target Retirement Date fund managed by TIAA, while TIGRX is a Large Cap Blend Equities fund managed by TIAA. Over the past 10 years, TCLIX returned 5.96%/yr vs 14.08%/yr for TIGRX. Their correlation of 0.92 means they have usually moved in the same direction. TCLIX charges 0.52%/yr vs 0.40%/yr for TIGRX.
Performance
TCLIX vs. TIGRX - Performance Comparison
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Returns By Period
In the year-to-date period, TCLIX achieves a 3.80% return, which is significantly lower than TIGRX's 4.86% return. Over the past 10 years, TCLIX has underperformed TIGRX with an annualized return of 5.96%, while TIGRX has yielded a comparatively higher 14.08% 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%
TIGRX
- 1D
- 1.68%
- 1M
- -0.94%
- 6M
- 4.17%
- YTD
- 4.86%
- 1Y
- 13.99%
- 3Y*
- 17.54%
- 5Y*
- 11.39%
- 10Y*
- 14.08%
- ALL TIME*
- 8.50%
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. TIGRX - 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% |
TIGRX TIAA-CREF Growth & Income Fund | 4.86% | 13.92% | 29.01% | 32.97% | -22.15% | 25.55% | 20.49% | 30.29% | -7.33% | 23.72% |
Correlation
The correlation between TCLIX and TIGRX is 0.89, 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. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2004 | 0.92 |
The correlation between TCLIX and TIGRX has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.
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Return for Risk
TCLIX vs. TIGRX — Risk / Return Rank
TCLIX
TIGRX
TCLIX vs. TIGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle 2015 Fund (TCLIX) and TIAA-CREF Growth & Income Fund (TIGRX). 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 | TIGRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.16 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | 1.10 | +0.89 |
| Martin ratioReturn relative to average drawdown | 8.46 | 4.25 | +4.21 |
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Drawdowns
TCLIX vs. TIGRX - Drawdown Comparison
The maximum TCLIX drawdown since its inception was -39.84%, smaller than the maximum TIGRX drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for TCLIX and TIGRX.
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Drawdown Indicators
| TCLIX | TIGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.84% | -49.52% | +9.68% |
Max Drawdown (1Y)Largest decline over 1 year | -4.60% | -11.27% | +6.67% |
Max Drawdown (3Y)Largest decline over 3 years | -6.10% | -20.79% | +14.69% |
Max Drawdown (5Y)Largest decline over 5 years | -18.04% | -27.16% | +9.12% |
Max Drawdown (10Y)Largest decline over 10 years | -18.73% | -35.56% | +16.83% |
Current DrawdownCurrent decline from peak | -0.80% | -3.36% | +2.56% |
Average DrawdownAverage peak-to-trough decline | -4.50% | -11.13% | +6.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 2.90% | -1.82% |
Volatility
TCLIX vs. TIGRX - Volatility Comparison
The current volatility for TIAA-CREF Lifecycle 2015 Fund (TCLIX) is 1.72%, while TIAA-CREF Growth & Income Fund (TIGRX) has a volatility of 3.68%. This indicates that TCLIX experiences smaller price fluctuations and is considered to be less risky than TIGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TCLIX | TIGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.72% | 3.68% | -1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 4.87% | 11.35% | -6.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.81% | 14.34% | -8.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.02% | 22.67% | -15.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.44% | 21.37% | -13.93% |
TCLIX vs. TIGRX - Expense Ratio Comparison
TCLIX has a 0.52% expense ratio, which is higher than TIGRX's 0.40% expense ratio.
Dividends
TCLIX vs. TIGRX - Dividend Comparison
TCLIX's dividend yield for the trailing twelve months is around 4.03%, less than TIGRX's 13.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TIGRX TIAA-CREF Growth & Income Fund | 13.24% | 14.09% | 11.70% | 24.27% | 9.52% | 19.80% | 7.44% | 6.61% | 9.98% | 4.60% | 3.06% | 8.41% |
Frequently Asked Questions
TCLIX and TIGRX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TIGRX has higher volatility (3.68%) compared to TCLIX (1.72%). In terms of maximum drawdown, TCLIX dropped -39.84% vs TIGRX's -49.52%.
TCLIX currently has the higher Sharpe Ratio (1.58 vs 0.86), 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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