TCLOX vs. TISCX
TCLOX (TIAA-CREF Lifecycle 2040 Fund) and TISCX (TIAA-CREF Social Choice Equity Fund) are both mutual funds - TCLOX is a Target Retirement Date fund managed by TIAA, while TISCX is a Large Cap Blend Equities fund managed by TIAA. Over the past 10 years, TCLOX returned 9.76%/yr vs 13.80%/yr for TISCX. Their 0.96 correlation means they have historically moved very closely together. TCLOX charges 0.49%/yr vs 0.17%/yr for TISCX.
Performance
TCLOX vs. TISCX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TCLOX achieves a 6.75% return, which is significantly lower than TISCX's 11.18% return. Over the past 10 years, TCLOX has underperformed TISCX with an annualized return of 9.76%, while TISCX has yielded a comparatively higher 13.80% annualized return.
TCLOX
- 1D
- 1.77%
- 1M
- -0.38%
- 6M
- 4.54%
- YTD
- 6.75%
- 1Y
- 16.08%
- 3Y*
- 13.07%
- 5Y*
- 7.11%
- 10Y*
- 9.76%
- ALL TIME*
- 7.52%
TISCX
- 1D
- 1.02%
- 1M
- -1.25%
- 6M
- 9.45%
- YTD
- 11.18%
- 1Y
- 18.66%
- 3Y*
- 17.38%
- 5Y*
- 10.65%
- 10Y*
- 13.80%
- ALL TIME*
- 8.18%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TCLOX vs. TISCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TCLOX TIAA-CREF Lifecycle 2040 Fund | 6.75% | 16.72% | 12.55% | 18.04% | -16.86% | 13.93% | 16.06% | 24.38% | -9.26% | 20.21% |
TISCX TIAA-CREF Social Choice Equity Fund | 11.18% | 16.51% | 18.23% | 22.53% | -17.80% | 26.54% | 20.34% | 31.55% | -5.74% | 19.01% |
Correlation
The correlation between TCLOX and TISCX is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2004 | 0.96 |
The correlation between TCLOX and TISCX has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TCLOX vs. TISCX — Risk / Return Rank
TCLOX
TISCX
TCLOX vs. TISCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle 2040 Fund (TCLOX) and TIAA-CREF Social Choice Equity Fund (TISCX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TCLOX | TISCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.84 | 1.86 | -0.03 |
| Martin ratioReturn relative to average drawdown | 7.73 | 7.45 | +0.27 |
Loading charts...
Drawdowns
TCLOX vs. TISCX - Drawdown Comparison
The maximum TCLOX drawdown since its inception was -53.88%, roughly equal to the maximum TISCX drawdown of -54.65%. Use the drawdown chart below to compare losses from any high point for TCLOX and TISCX.
Loading charts...
Drawdown Indicators
| TCLOX | TISCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.88% | -54.65% | +0.77% |
Max Drawdown (1Y)Largest decline over 1 year | -8.09% | -8.76% | +0.67% |
Max Drawdown (3Y)Largest decline over 3 years | -13.40% | -28.29% | +14.89% |
Max Drawdown (5Y)Largest decline over 5 years | -24.27% | -28.29% | +4.02% |
Max Drawdown (10Y)Largest decline over 10 years | -30.12% | -34.89% | +4.77% |
Current DrawdownCurrent decline from peak | -1.24% | -2.50% | +1.26% |
Average DrawdownAverage peak-to-trough decline | -7.54% | -10.04% | +2.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 2.19% | -0.27% |
Volatility
TCLOX vs. TISCX - Volatility Comparison
TIAA-CREF Lifecycle 2040 Fund (TCLOX) and TIAA-CREF Social Choice Equity Fund (TISCX) have volatilities of 3.25% and 3.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TCLOX | TISCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.25% | 3.21% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 10.63% | -1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.95% | 13.57% | -2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.96% | 19.41% | -6.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.14% | 19.37% | -5.23% |
TCLOX vs. TISCX - Expense Ratio Comparison
TCLOX has a 0.49% expense ratio, which is higher than TISCX's 0.17% expense ratio.
Dividends
TCLOX vs. TISCX - Dividend Comparison
TCLOX's dividend yield for the trailing twelve months is around 4.62%, less than TISCX's 6.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TCLOX TIAA-CREF Lifecycle 2040 Fund | 4.62% | 4.93% | 2.49% | 1.37% | 5.82% | 8.32% | 5.54% | 3.87% | 7.20% | 2.84% | 5.28% | 5.77% |
TISCX TIAA-CREF Social Choice Equity Fund | 6.97% | 7.75% | 16.74% | 5.64% | 4.99% | 9.46% | 1.38% | 4.84% | 9.85% | 2.38% | 6.84% | 3.51% |
Frequently Asked Questions
With a correlation of 0.92, TCLOX and TISCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
TCLOX has higher volatility (3.25%) compared to TISCX (3.21%). In terms of maximum drawdown, TCLOX dropped -53.88% vs TISCX's -54.65%.
TCLOX currently has the higher Sharpe Ratio (1.36 vs 1.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for TCLOX and TISCX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer