TCLNX vs. WELL

Last updated Jun 4, 2026

TCLNX (TIAA-CREF Lifecycle 2030 Fund) is Target Retirement Date fund managed by TIAA Investments, while WELL (Welltower Inc.) is a stock. Over the past 10 years, TCLNX returned 8.29%/yr vs 14.94%/yr for WELL. At a 0.45 correlation, their price movements are largely independent.

Performance

TCLNX vs. WELL - Performance Comparison

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

Returns By Period

In the year-to-date period, TCLNX achieves a 6.22% return, which is significantly lower than WELL's 8.28% return. Over the past 10 years, TCLNX has underperformed WELL with an annualized return of 8.29%, while WELL has yielded a comparatively higher 14.94% annualized return.

TCLNX

• 1D: 0.35%
• 1M: 2.89%
• YTD: 6.22%
• 6M: 6.60%
• 1Y: 16.68%
• 3Y*: 12.62%
• 5Y*: 5.92%
• 10Y*: 8.29%

WELL

• 1D: 2.17%
• 1M: -7.77%
• YTD: 8.28%
• 6M: -0.46%
• 1Y: 33.15%
• 3Y*: 41.00%
• 5Y*: 24.18%
• 10Y*: 14.94%

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

TCLNX vs. WELL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TCLNX TIAA-CREF Lifecycle 2030 Fund	6.22%	13.93%	9.81%	14.38%	-15.45%	10.92%	14.22%	20.95%	-7.31%	16.52%
WELL Welltower Inc.	8.28%	49.86%	43.07%	41.79%	-21.18%	36.98%	-17.19%	23.04%	15.31%	0.22%

Correlation

The correlation between TCLNX and WELL is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (10Y) Calculated over the trailing 10-year period	0.33
Correlation (All Time) Calculated using the full available price history since Oct 7, 2004	0.45

Over the past year, the correlation between TCLNX and WELL has dropped to 0.09 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.

Return for Risk

TCLNX vs. WELL — Risk / Return Rank

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

TCLNX

TCLNX Risk / Return Rank: 58
TCLNX Sharpe Ratio Rank: 60
TCLNX Sortino Ratio Rank: 61
TCLNX Omega Ratio Rank: 59
TCLNX Calmar Ratio Rank: 51
TCLNX Martin Ratio Rank: 60

WELL

WELL Risk / Return Rank: 79
WELL Sharpe Ratio Rank: 82
WELL Sortino Ratio Rank: 77
WELL Omega Ratio Rank: 76
WELL Calmar Ratio Rank: 79
WELL Martin Ratio Rank: 79

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. WELL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle 2030 Fund (TCLNX) and Welltower Inc. (WELL). 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	WELL	Difference
Sharpe ratio Return per unit of total volatility	2.28	1.59	+0.69
Sortino ratio Return per unit of downside risk	3.29	2.16	+1.12
Omega ratio Gain probability vs. loss probability	1.43	1.28	+0.15
Calmar ratio Return relative to maximum drawdown	2.72	2.64	+0.08
Martin ratio Return relative to average drawdown	11.99	6.62	+5.37
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. WELL - Sharpe Ratio Comparison

The current TCLNX Sharpe Ratio is 2.28, which is higher than the WELL Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of TCLNX and WELL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TCLNX	WELL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	1.59	+0.69
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	1.03	-0.42
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	0.47	+0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.56	-0.10

Drawdowns

TCLNX vs. WELL - Drawdown Comparison

The maximum TCLNX drawdown since its inception was -51.89%, smaller than the maximum WELL drawdown of -63.33%. Use the drawdown chart below to compare losses from any high point for TCLNX and WELL.

Drawdown Indicators

	TCLNX	WELL	Difference
Max Drawdown Largest peak-to-trough decline	-51.89%	-63.33%	+11.44%
Max Drawdown (1Y) Largest decline over 1 year	-6.26%	-12.61%	+6.35%
Max Drawdown (3Y) Largest decline over 3 years	-9.61%	-12.99%	+3.38%
Max Drawdown (5Y) Largest decline over 5 years	-21.70%	-40.78%	+19.08%
Max Drawdown (10Y) Largest decline over 10 years	-25.48%	-63.33%	+37.85%
Current Drawdown Current decline from peak	0.00%	-9.33%	+9.33%
Average Drawdown Average peak-to-trough decline	-6.90%	-10.32%	+3.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.42%	5.02%	-3.60%

Volatility

TCLNX vs. WELL - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle 2030 Fund (TCLNX) is 2.35%, while Welltower Inc. (WELL) has a volatility of 7.54%. This indicates that TCLNX experiences smaller price fluctuations and is considered to be less risky than WELL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TCLNX	WELL	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.35%	7.54%	-5.19%
Volatility (6M) Calculated over the trailing 6-month period	6.04%	16.49%	-10.45%
Volatility (1Y) Calculated over the trailing 1-year period	7.50%	21.07%	-13.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.82%	23.68%	-13.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.07%	31.86%	-20.79%

Dividends

TCLNX vs. WELL - Dividend Comparison

TCLNX's dividend yield for the trailing twelve months is around 4.45%, more than WELL's 1.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TCLNX TIAA-CREF Lifecycle 2030 Fund	4.45%	4.73%	3.11%	1.85%	5.67%	7.57%	4.92%	3.60%	6.59%	2.46%	5.13%	4.95%
WELL Welltower Inc.	1.48%	1.52%	2.03%	2.71%	3.72%	2.84%	4.18%	4.26%	5.01%	5.46%	5.14%	4.85%

Frequently Asked Questions

Can I hold both TCLNX and WELL in my portfolio?

TCLNX and WELL have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TCLNX or WELL?

WELL has higher volatility (7.54%) compared to TCLNX (2.35%). In terms of maximum drawdown, TCLNX dropped -51.89% vs WELL's -63.33%.

Which has better risk-adjusted returns?

TCLNX currently has the higher Sharpe Ratio (2.28 vs 1.59), 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.