TCLNX vs. PDAHX

Last updated Apr 2, 2026

Compare and contrast key facts about TIAA-CREF Lifecycle 2030 Fund (TCLNX) and Prudential Day One Income Fund (PDAHX).

TCLNX is managed by TIAA Investments. It was launched on Oct 14, 2004. PDAHX is managed by PGIM. It was launched on Dec 12, 2016.

Performance

TCLNX vs. PDAHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle 2030 Fund (TCLNX) and Prudential Day One Income Fund (PDAHX). The values are adjusted to include any dividend payments, if applicable.

TCLNX vs. PDAHX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TCLNX TIAA-CREF Lifecycle 2030 Fund	-1.65%	13.93%	9.81%	14.38%	-15.45%	10.92%	14.22%	20.95%	-7.31%	15.76%
PDAHX Prudential Day One Income Fund	1.03%	10.37%	8.27%	8.89%	-11.69%	9.21%	8.22%	13.58%	-3.26%	8.25%

Returns By Period

In the year-to-date period, TCLNX achieves a -1.65% return, which is significantly lower than PDAHX's 1.03% return.

TCLNX

• 1D: 1.70%
• 1M: -3.93%
• YTD: -1.65%
• 6M: 0.23%
• 1Y: 11.91%
• 3Y*: 10.34%
• 5Y*: 4.97%
• 10Y*: 7.72%

PDAHX

• 1D: 0.95%
• 1M: -2.04%
• YTD: 1.03%
• 6M: 2.12%
• 1Y: 9.03%
• 3Y*: 8.37%
• 5Y*: 4.54%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TCLNX vs. PDAHX - Expense Ratio Comparison

TCLNX has a 0.51% expense ratio, which is higher than PDAHX's 0.16% expense ratio.

TCLNX

TIAA-CREF Lifecycle 2030 Fund

PDAHX

Prudential Day One Income Fund

Return for Risk

TCLNX vs. PDAHX — Risk / Return Rank

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

TCLNX

TCLNX Risk / Return Rank: 66
TCLNX Sharpe Ratio Rank: 67
TCLNX Sortino Ratio Rank: 68
TCLNX Omega Ratio Rank: 65
TCLNX Calmar Ratio Rank: 64
TCLNX Martin Ratio Rank: 66

PDAHX

PDAHX Risk / Return Rank: 81
PDAHX Sharpe Ratio Rank: 80
PDAHX Sortino Ratio Rank: 81
PDAHX Omega Ratio Rank: 81
PDAHX Calmar Ratio Rank: 78
PDAHX Martin Ratio Rank: 87

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TCLNX vs. PDAHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle 2030 Fund (TCLNX) and Prudential Day One Income Fund (PDAHX). 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.

	TCLNX	PDAHX	Difference
Sharpe ratio Return per unit of total volatility	1.28	1.59	-0.31
Sortino ratio Return per unit of downside risk	1.83	2.23	-0.40
Omega ratio Gain probability vs. loss probability	1.27	1.34	-0.07
Calmar ratio Return relative to maximum drawdown	1.66	2.08	-0.42
Martin ratio Return relative to average drawdown	6.99	9.97	-2.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TCLNX vs. PDAHX - Sharpe Ratio Comparison

The current TCLNX Sharpe Ratio is 1.28, which is comparable to the PDAHX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of TCLNX and PDAHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TCLNX	PDAHX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.28	1.59	-0.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	0.70	-0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.70	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.85	-0.42

Correlation

The correlation between TCLNX and PDAHX is 0.84, 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

TCLNX vs. PDAHX - Dividend Comparison

TCLNX's dividend yield for the trailing twelve months is around 4.81%, which matches PDAHX's 4.80% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TCLNX TIAA-CREF Lifecycle 2030 Fund	4.81%	4.73%	3.11%	1.85%	5.67%	7.57%	4.92%	3.60%	6.59%	2.46%	5.13%	4.95%
PDAHX Prudential Day One Income Fund	4.80%	4.92%	7.35%	3.54%	7.78%	7.72%	2.22%	4.25%	3.70%	1.88%	0.00%	0.00%

Drawdowns

TCLNX vs. PDAHX - Drawdown Comparison

The maximum TCLNX drawdown since its inception was -51.89%, which is greater than PDAHX's maximum drawdown of -15.65%. Use the drawdown chart below to compare losses from any high point for TCLNX and PDAHX.

Drawdown Indicators

	TCLNX	PDAHX	Difference
Max Drawdown Largest peak-to-trough decline	-51.89%	-15.65%	-36.24%
Max Drawdown (1Y) Largest decline over 1 year	-6.93%	-4.60%	-2.33%
Max Drawdown (5Y) Largest decline over 5 years	-21.70%	-15.65%	-6.05%
Max Drawdown (10Y) Largest decline over 10 years	-25.48%	—	—
Current Drawdown Current decline from peak	-4.67%	-2.31%	-2.36%
Average Drawdown Average peak-to-trough decline	-6.95%	-2.71%	-4.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.64%	0.96%	+0.68%

Volatility

TCLNX vs. PDAHX - Volatility Comparison

TIAA-CREF Lifecycle 2030 Fund (TCLNX) has a higher volatility of 3.72% compared to Prudential Day One Income Fund (PDAHX) at 2.16%. This indicates that TCLNX's price experiences larger fluctuations and is considered to be riskier than PDAHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TCLNX	PDAHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.72%	2.16%	+1.56%
Volatility (6M) Calculated over the trailing 6-month period	5.81%	3.27%	+2.54%
Volatility (1Y) Calculated over the trailing 1-year period	9.63%	5.84%	+3.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.81%	6.54%	+3.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.06%	6.41%	+4.65%