TCLOX vs. TISBX
Compare and contrast key facts about TIAA-CREF Lifecycle 2040 Fund (TCLOX) and TIAA-CREF Small-Cap Blend Index Fund (TISBX).
TCLOX is managed by TIAA Investments. It was launched on Oct 14, 2004. TISBX is managed by TIAA Investments. It was launched on Oct 1, 2002.
Performance
TCLOX vs. TISBX - Performance Comparison
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TCLOX vs. TISBX - 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% |
TISBX TIAA-CREF Small-Cap Blend Index Fund | 0.89% | 12.72% | 11.60% | 17.07% | -20.31% | 14.85% | 20.14% | 25.61% | -10.99% | 13.14% |
Returns By Period
In the year-to-date period, TCLOX achieves a -2.32% return, which is significantly lower than TISBX's 0.89% return. Both investments have delivered pretty close results over the past 10 years, with TCLOX having a 9.33% annualized return and TISBX not far ahead at 9.78%.
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%
TISBX
- 1D
- 3.45%
- 1M
- -5.85%
- YTD
- 0.89%
- 6M
- 2.81%
- 1Y
- 25.58%
- 3Y*
- 13.07%
- 5Y*
- 3.52%
- 10Y*
- 9.78%
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TCLOX vs. TISBX - Expense Ratio Comparison
TCLOX has a 0.49% expense ratio, which is higher than TISBX's 0.05% expense ratio.
Return for Risk
TCLOX vs. TISBX — Risk / Return Rank
TCLOX
TISBX
TCLOX vs. TISBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle 2040 Fund (TCLOX) and TIAA-CREF Small-Cap Blend Index Fund (TISBX). 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 | TISBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.17 | 1.11 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.71 | 1.65 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.61 | -0.09 |
Martin ratioReturn relative to average drawdown | 6.56 | 6.05 | +0.51 |
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 | TISBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 1.11 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.16 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.42 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.36 | +0.08 |
Correlation
The correlation between TCLOX and TISBX 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.
Dividends
TCLOX vs. TISBX - Dividend Comparison
TCLOX's dividend yield for the trailing twelve months is around 5.05%, more than TISBX's 4.09% 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% |
TISBX TIAA-CREF Small-Cap Blend Index Fund | 4.09% | 4.12% | 6.82% | 3.09% | 1.97% | 8.96% | 2.65% | 5.16% | 9.29% | 4.49% | 4.03% | 4.77% |
Drawdowns
TCLOX vs. TISBX - Drawdown Comparison
The maximum TCLOX drawdown since its inception was -53.88%, roughly equal to the maximum TISBX drawdown of -56.50%. Use the drawdown chart below to compare losses from any high point for TCLOX and TISBX.
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Drawdown Indicators
| TCLOX | TISBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.88% | -56.50% | +2.62% |
Max Drawdown (1Y)Largest decline over 1 year | -9.26% | -13.90% | +4.64% |
Max Drawdown (5Y)Largest decline over 5 years | -24.27% | -31.89% | +7.62% |
Max Drawdown (10Y)Largest decline over 10 years | -30.12% | -41.69% | +11.57% |
Current DrawdownCurrent decline from peak | -6.00% | -7.88% | +1.88% |
Average DrawdownAverage peak-to-trough decline | -7.64% | -9.74% | +2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 3.70% | -1.56% |
Volatility
TCLOX vs. TISBX - Volatility Comparison
The current volatility for TIAA-CREF Lifecycle 2040 Fund (TCLOX) is 4.90%, while TIAA-CREF Small-Cap Blend Index Fund (TISBX) has a volatility of 7.49%. This indicates that TCLOX experiences smaller price fluctuations and is considered to be less risky than TISBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TCLOX | TISBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 7.49% | -2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 7.83% | 14.50% | -6.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.22% | 23.37% | -10.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.81% | 22.58% | -9.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.21% | 23.39% | -9.18% |