TCLNX vs. SPY
Compare and contrast key facts about TIAA-CREF Lifecycle 2030 Fund (TCLNX) and State Street SPDR S&P 500 ETF (SPY).
TCLNX is managed by TIAA Investments. It was launched on Oct 14, 2004. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
TCLNX vs. SPY - Performance Comparison
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TCLNX vs. SPY - 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% | 16.52% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, TCLNX achieves a -1.65% return, which is significantly higher than SPY's -3.65% return. Over the past 10 years, TCLNX has underperformed SPY with an annualized return of 7.72%, while SPY has yielded a comparatively higher 14.06% annualized 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%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
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TCLNX vs. SPY - Expense Ratio Comparison
TCLNX has a 0.51% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
TCLNX vs. SPY — Risk / Return Rank
TCLNX
SPY
TCLNX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle 2030 Fund (TCLNX) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 0.96 | +0.32 |
Sortino ratioReturn per unit of downside risk | 1.83 | 1.49 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.23 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 1.53 | +0.12 |
Martin ratioReturn relative to average drawdown | 6.99 | 7.27 | -0.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TCLNX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 0.96 | +0.32 |
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 | 0.79 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.56 | -0.13 |
Correlation
The correlation between TCLNX and SPY is 0.95, 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. SPY - Dividend Comparison
TCLNX's dividend yield for the trailing twelve months is around 4.81%, more than SPY's 1.13% 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% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
TCLNX vs. SPY - Drawdown Comparison
The maximum TCLNX drawdown since its inception was -51.89%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TCLNX and SPY.
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Drawdown Indicators
| TCLNX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -55.19% | +3.30% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -12.05% | +5.12% |
Max Drawdown (5Y)Largest decline over 5 years | -21.70% | -24.50% | +2.80% |
Max Drawdown (10Y)Largest decline over 10 years | -25.48% | -33.72% | +8.24% |
Current DrawdownCurrent decline from peak | -4.67% | -5.53% | +0.86% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -9.09% | +2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.64% | 2.54% | -0.90% |
Volatility
TCLNX vs. SPY - Volatility Comparison
The current volatility for TIAA-CREF Lifecycle 2030 Fund (TCLNX) is 3.72%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.35%. This indicates that TCLNX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TCLNX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 5.35% | -1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 5.81% | 9.50% | -3.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.63% | 19.06% | -9.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.81% | 17.06% | -7.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.06% | 17.92% | -6.86% |