PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TCLOX vs. TILGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

TCLOX vs. TILGX - Performance Comparison

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

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.13%
11.04%
TCLOX
TILGX

Returns By Period

In the year-to-date period, TCLOX achieves a 14.42% return, which is significantly lower than TILGX's 25.61% return. Over the past 10 years, TCLOX has underperformed TILGX with an annualized return of 8.10%, while TILGX has yielded a comparatively higher 14.77% annualized return.


TCLOX

YTD

14.42%

1M

0.89%

6M

6.13%

1Y

20.25%

5Y (annualized)

9.04%

10Y (annualized)

8.10%

TILGX

YTD

25.61%

1M

3.20%

6M

11.04%

1Y

32.29%

5Y (annualized)

17.10%

10Y (annualized)

14.77%

Key characteristics


TCLOXTILGX
Sharpe Ratio1.951.81
Sortino Ratio2.672.34
Omega Ratio1.371.34
Calmar Ratio2.592.37
Martin Ratio13.019.27
Ulcer Index1.56%3.48%
Daily Std Dev10.36%17.88%
Max Drawdown-53.88%-52.16%
Current Drawdown-0.76%-2.01%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TCLOX vs. TILGX - Expense Ratio Comparison

TCLOX has a 0.49% expense ratio, which is higher than TILGX's 0.40% 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 TILGX: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Correlation

-0.50.00.51.00.9

The correlation between TCLOX and TILGX is 0.92, 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. TILGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle 2040 Fund (TCLOX) and TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX). 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-1.000.001.002.003.004.005.001.951.81
The chart of Sortino ratio for TCLOX, currently valued at 2.67, compared to the broader market0.005.0010.002.672.34
The chart of Omega ratio for TCLOX, currently valued at 1.37, compared to the broader market1.002.003.004.001.371.34
The chart of Calmar ratio for TCLOX, currently valued at 2.59, compared to the broader market0.005.0010.0015.0020.002.592.37
The chart of Martin ratio for TCLOX, currently valued at 13.01, compared to the broader market0.0020.0040.0060.0080.00100.0013.019.27
TCLOX
TILGX

The current TCLOX Sharpe Ratio is 1.95, which is comparable to the TILGX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of TCLOX and TILGX, 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 Ratio1.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.95
1.81
TCLOX
TILGX

Dividends

TCLOX vs. TILGX - Dividend Comparison

TCLOX's dividend yield for the trailing twelve months is around 1.20%, more than TILGX's 0.18% 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%
TILGX
TIAA-CREF Large-Cap Growth Fund Institutional Class
0.18%0.22%0.42%0.14%0.50%0.42%0.69%0.48%0.61%0.37%0.33%0.37%

Drawdowns

TCLOX vs. TILGX - Drawdown Comparison

The maximum TCLOX drawdown since its inception was -53.88%, roughly equal to the maximum TILGX drawdown of -52.16%. Use the drawdown chart below to compare losses from any high point for TCLOX and TILGX. 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%
-2.01%
TCLOX
TILGX

Volatility

TCLOX vs. TILGX - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle 2040 Fund (TCLOX) is 2.37%, while TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) has a volatility of 5.25%. This indicates that TCLOX experiences smaller price fluctuations and is considered to be less risky than TILGX 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%
5.25%
TCLOX
TILGX