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TCLOX vs. JLGMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

TCLOX vs. JLGMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle 2040 Fund (TCLOX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.13%
12.38%
TCLOX
JLGMX

Returns By Period

In the year-to-date period, TCLOX achieves a 14.42% return, which is significantly lower than JLGMX's 33.65% return. Over the past 10 years, TCLOX has underperformed JLGMX with an annualized return of 8.10%, while JLGMX has yielded a comparatively higher 9.18% annualized return.


TCLOX

YTD

14.42%

1M

0.89%

6M

6.13%

1Y

20.25%

5Y (annualized)

9.04%

10Y (annualized)

8.10%

JLGMX

YTD

33.65%

1M

3.37%

6M

12.38%

1Y

38.73%

5Y (annualized)

13.56%

10Y (annualized)

9.18%

Key characteristics


TCLOXJLGMX
Sharpe Ratio1.952.16
Sortino Ratio2.672.85
Omega Ratio1.371.39
Calmar Ratio2.591.87
Martin Ratio13.0111.24
Ulcer Index1.56%3.44%
Daily Std Dev10.36%17.96%
Max Drawdown-53.88%-39.64%
Current Drawdown-0.76%-0.95%

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TCLOX vs. JLGMX - Expense Ratio Comparison

TCLOX has a 0.49% expense ratio, which is higher than JLGMX's 0.44% expense ratio.


TCLOX
TIAA-CREF Lifecycle 2040 Fund
Expense ratio chart for TCLOX: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for JLGMX: current value at 0.44% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.44%

Correlation

-0.50.00.51.00.9

The correlation between TCLOX and JLGMX is 0.88, 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.

Risk-Adjusted Performance

TCLOX vs. JLGMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle 2040 Fund (TCLOX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). 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.


Sharpe ratio
The chart of Sharpe ratio for TCLOX, currently valued at 1.95, compared to the broader market-1.000.001.002.003.004.005.001.952.16
The chart of Sortino ratio for TCLOX, currently valued at 2.67, compared to the broader market0.005.0010.002.672.85
The chart of Omega ratio for TCLOX, currently valued at 1.37, compared to the broader market1.002.003.004.001.371.39
The chart of Calmar ratio for TCLOX, currently valued at 2.59, compared to the broader market0.005.0010.0015.0020.002.591.87
The chart of Martin ratio for TCLOX, currently valued at 13.01, compared to the broader market0.0020.0040.0060.0080.00100.0013.0111.24
TCLOX
JLGMX

The current TCLOX Sharpe Ratio is 1.95, which is comparable to the JLGMX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of TCLOX and JLGMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.95
2.16
TCLOX
JLGMX

Dividends

TCLOX vs. JLGMX - Dividend Comparison

TCLOX's dividend yield for the trailing twelve months is around 1.20%, more than JLGMX's 0.23% yield.


TTM20232022202120202019201820172016201520142013
TCLOX
TIAA-CREF Lifecycle 2040 Fund
1.20%1.37%1.05%2.36%1.76%1.09%1.97%1.91%1.28%1.42%2.36%2.88%
JLGMX
JPMorgan Large Cap Growth Fund Class R6
0.23%0.31%0.61%0.00%0.12%0.26%0.08%0.00%0.00%0.00%0.00%0.09%

Drawdowns

TCLOX vs. JLGMX - Drawdown Comparison

The maximum TCLOX drawdown since its inception was -53.88%, which is greater than JLGMX's maximum drawdown of -39.64%. Use the drawdown chart below to compare losses from any high point for TCLOX and JLGMX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.76%
-0.95%
TCLOX
JLGMX

Volatility

TCLOX vs. JLGMX - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle 2040 Fund (TCLOX) is 2.37%, while JPMorgan Large Cap Growth Fund Class R6 (JLGMX) has a volatility of 4.99%. This indicates that TCLOX experiences smaller price fluctuations and is considered to be less risky than JLGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
2.37%
4.99%
TCLOX
JLGMX