TCLOX vs. JLGMX
Compare and contrast key facts about TIAA-CREF Lifecycle 2040 Fund (TCLOX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX).
TCLOX is managed by TIAA Investments. It was launched on Oct 14, 2004. JLGMX is a passively managed fund by JPMorgan that tracks the performance of the Russell 1000 Growth Index. It was launched on Nov 30, 2010.
Performance
TCLOX vs. JLGMX - Performance Comparison
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TCLOX vs. JLGMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TCLOX TIAA-CREF Lifecycle 2040 Fund | -2.32% | 16.72% | 12.55% | 18.04% | -16.86% | 13.93% | 16.06% | 24.38% | -9.26% | 20.21% |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | -8.48% | 14.38% | 35.40% | 34.95% | -25.20% | 18.48% | 56.39% | 39.47% | 0.74% | 38.41% |
Returns By Period
In the year-to-date period, TCLOX achieves a -2.32% return, which is significantly higher than JLGMX's -8.48% return. Over the past 10 years, TCLOX has underperformed JLGMX with an annualized return of 9.33%, while JLGMX has yielded a comparatively higher 18.24% annualized return.
TCLOX
- 1D
- 2.27%
- 1M
- -5.01%
- YTD
- -2.32%
- 6M
- -0.08%
- 1Y
- 15.00%
- 3Y*
- 12.76%
- 5Y*
- 6.42%
- 10Y*
- 9.33%
JLGMX
- 1D
- 3.48%
- 1M
- -4.87%
- YTD
- -8.48%
- 6M
- -10.35%
- 1Y
- 12.67%
- 3Y*
- 20.55%
- 5Y*
- 10.71%
- 10Y*
- 18.24%
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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.
Return for Risk
TCLOX vs. JLGMX — Risk / Return Rank
TCLOX
JLGMX
TCLOX vs. JLGMX - Risk-Adjusted Trends 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.
| TCLOX | JLGMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.17 | 0.64 | +0.54 |
Sortino ratioReturn per unit of downside risk | 1.71 | 1.05 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.15 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 0.81 | +0.70 |
Martin ratioReturn relative to average drawdown | 6.56 | 2.47 | +4.09 |
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
| TCLOX | JLGMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 0.64 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.53 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.85 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.80 | -0.36 |
Correlation
The correlation between TCLOX and JLGMX is 0.89, 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
TCLOX vs. JLGMX - Dividend Comparison
TCLOX's dividend yield for the trailing twelve months is around 5.05%, less than JLGMX's 12.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TCLOX TIAA-CREF Lifecycle 2040 Fund | 5.05% | 4.93% | 2.49% | 1.37% | 5.82% | 8.32% | 5.54% | 3.87% | 7.20% | 2.84% | 5.28% | 5.77% |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | 12.06% | 11.04% | 2.12% | 0.31% | 3.49% | 14.25% | 5.14% | 12.65% | 15.59% | 14.44% | 9.71% | 4.43% |
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 -31.82%. Use the drawdown chart below to compare losses from any high point for TCLOX and JLGMX.
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Drawdown Indicators
| TCLOX | JLGMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.88% | -31.82% | -22.06% |
Max Drawdown (1Y)Largest decline over 1 year | -9.26% | -16.73% | +7.47% |
Max Drawdown (5Y)Largest decline over 5 years | -24.27% | -31.13% | +6.86% |
Max Drawdown (10Y)Largest decline over 10 years | -30.12% | -31.82% | +1.70% |
Current DrawdownCurrent decline from peak | -6.00% | -13.83% | +7.83% |
Average DrawdownAverage peak-to-trough decline | -7.64% | -5.82% | -1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 5.51% | -3.37% |
Volatility
TCLOX vs. JLGMX - Volatility Comparison
The current volatility for TIAA-CREF Lifecycle 2040 Fund (TCLOX) is 4.90%, while JPMorgan Large Cap Growth Fund Class R6 (JLGMX) has a volatility of 6.48%. 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.
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Volatility by Period
| TCLOX | JLGMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 6.48% | -1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 7.83% | 12.54% | -4.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.22% | 21.14% | -7.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.81% | 20.25% | -7.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.21% | 21.54% | -7.33% |