TCLOX vs. TILGX
Compare and contrast key facts about TIAA-CREF Lifecycle 2040 Fund (TCLOX) and TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX).
TCLOX is managed by TIAA Investments. It was launched on Oct 14, 2004. TILGX is managed by TIAA Investments. It was launched on Mar 31, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TCLOX or TILGX.
Key characteristics
| TCLOX | TILGX | |
|---|---|---|
| YTD Return | 14.55% | 28.15% |
| 1Y Return | 23.69% | 39.56% |
| 3Y Return (Ann) | 3.63% | 7.43% |
| 5Y Return (Ann) | 9.14% | 17.66% |
| 10Y Return (Ann) | 8.27% | 15.15% |
| Sharpe Ratio | 2.26 | 2.22 |
| Sortino Ratio | 3.10 | 2.81 |
| Omega Ratio | 1.44 | 1.42 |
| Calmar Ratio | 2.29 | 2.90 |
| Martin Ratio | 15.40 | 11.39 |
| Ulcer Index | 1.54% | 3.47% |
| Daily Std Dev | 10.46% | 17.82% |
| Max Drawdown | -53.88% | -52.16% |
| Current Drawdown | -0.66% | 0.00% |
Correlation
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.
Performance
TCLOX vs. TILGX - Performance Comparison
In the year-to-date period, TCLOX achieves a 14.55% return, which is significantly lower than TILGX's 28.15% return. Over the past 10 years, TCLOX has underperformed TILGX with an annualized return of 8.27%, while TILGX has yielded a comparatively higher 15.15% 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. TILGX - Expense Ratio Comparison
TCLOX has a 0.49% expense ratio, which is higher than TILGX's 0.40% expense ratio.
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.
Dividends
TCLOX vs. TILGX - Dividend Comparison
TCLOX's dividend yield for the trailing twelve months is around 1.20%, more than TILGX's 0.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.17% | 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.
Volatility
TCLOX vs. TILGX - Volatility Comparison
The current volatility for TIAA-CREF Lifecycle 2040 Fund (TCLOX) is 2.52%, while TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) has a volatility of 4.97%. 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.