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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TCLOX or JLGMX.
Key characteristics
| TCLOX | JLGMX | |
|---|---|---|
| YTD Return | 15.30% | 34.52% |
| 1Y Return | 25.77% | 47.13% |
| 3Y Return (Ann) | 3.83% | 4.54% |
| 5Y Return (Ann) | 9.29% | 14.35% |
| 10Y Return (Ann) | 8.34% | 9.37% |
| Sharpe Ratio | 2.39 | 2.55 |
| Sortino Ratio | 3.26 | 3.32 |
| Omega Ratio | 1.46 | 1.46 |
| Calmar Ratio | 2.23 | 1.94 |
| Martin Ratio | 16.31 | 13.37 |
| Ulcer Index | 1.54% | 3.43% |
| Daily Std Dev | 10.49% | 18.02% |
| Max Drawdown | -53.88% | -39.64% |
| Current Drawdown | 0.00% | 0.00% |
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.
Performance
TCLOX vs. JLGMX - Performance Comparison
In the year-to-date period, TCLOX achieves a 15.30% return, which is significantly lower than JLGMX's 34.52% return. Over the past 10 years, TCLOX has underperformed JLGMX with an annualized return of 8.34%, while JLGMX has yielded a comparatively higher 9.37% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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.
Dividends
TCLOX vs. JLGMX - Dividend Comparison
TCLOX's dividend yield for the trailing twelve months is around 1.19%, more than JLGMX's 0.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TCLOX TIAA-CREF Lifecycle 2040 Fund | 1.19% | 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.
Volatility
TCLOX vs. JLGMX - Volatility Comparison
The current volatility for TIAA-CREF Lifecycle 2040 Fund (TCLOX) is 2.53%, while JPMorgan Large Cap Growth Fund Class R6 (JLGMX) has a volatility of 4.80%. 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.