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TCLOX vs. VFORX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TCLOX vs. VFORX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle 2040 Fund (TCLOX) and Vanguard Target Retirement 2040 Fund (VFORX). The values are adjusted to include any dividend payments, if applicable.

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TCLOX vs. VFORX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TCLOX
TIAA-CREF Lifecycle 2040 Fund
-4.48%16.72%12.55%18.04%-16.86%13.93%16.06%24.38%-9.26%20.21%
VFORX
Vanguard Target Retirement 2040 Fund
-3.32%18.77%12.90%18.56%-17.00%14.55%15.48%23.86%-7.32%18.45%

Returns By Period

In the year-to-date period, TCLOX achieves a -4.48% return, which is significantly lower than VFORX's -3.32% return. Both investments have delivered pretty close results over the past 10 years, with TCLOX having a 9.08% annualized return and VFORX not far ahead at 9.48%.


TCLOX

1D
-0.22%
1M
-7.58%
YTD
-4.48%
6M
-2.00%
1Y
12.84%
3Y*
11.92%
5Y*
6.18%
10Y*
9.08%

VFORX

1D
-0.14%
1M
-7.37%
YTD
-3.32%
6M
-0.71%
1Y
15.06%
3Y*
13.11%
5Y*
7.08%
10Y*
9.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TCLOX vs. VFORX - Expense Ratio Comparison

TCLOX has a 0.49% expense ratio, which is higher than VFORX's 0.08% expense ratio.


Return for Risk

TCLOX vs. VFORX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TCLOX
TCLOX Risk / Return Rank: 5353
Overall Rank
TCLOX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
TCLOX Sortino Ratio Rank: 5454
Sortino Ratio Rank
TCLOX Omega Ratio Rank: 5454
Omega Ratio Rank
TCLOX Calmar Ratio Rank: 4848
Calmar Ratio Rank
TCLOX Martin Ratio Rank: 5454
Martin Ratio Rank

VFORX
VFORX Risk / Return Rank: 7171
Overall Rank
VFORX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VFORX Sortino Ratio Rank: 7272
Sortino Ratio Rank
VFORX Omega Ratio Rank: 7070
Omega Ratio Rank
VFORX Calmar Ratio Rank: 6969
Calmar Ratio Rank
VFORX Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TCLOX vs. VFORX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle 2040 Fund (TCLOX) and Vanguard Target Retirement 2040 Fund (VFORX). 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.


TCLOXVFORXDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.22

-0.22

Sortino ratio

Return per unit of downside risk

1.46

1.76

-0.30

Omega ratio

Gain probability vs. loss probability

1.21

1.26

-0.04

Calmar ratio

Return relative to maximum drawdown

1.19

1.55

-0.37

Martin ratio

Return relative to average drawdown

5.25

7.04

-1.79

TCLOX vs. VFORX - Sharpe Ratio Comparison

The current TCLOX Sharpe Ratio is 1.00, which is comparable to the VFORX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of TCLOX and VFORX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TCLOXVFORXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.22

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.58

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.70

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.46

-0.03

Correlation

The correlation between TCLOX and VFORX is 0.99, 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. VFORX - Dividend Comparison

TCLOX's dividend yield for the trailing twelve months is around 5.16%, more than VFORX's 2.86% yield.


TTM20252024202320222021202020192018201720162015
TCLOX
TIAA-CREF Lifecycle 2040 Fund
5.16%4.93%2.49%1.37%5.82%8.32%5.54%3.87%7.20%2.84%5.28%5.77%
VFORX
Vanguard Target Retirement 2040 Fund
2.86%2.77%2.86%2.38%2.60%20.68%2.06%2.28%2.58%0.04%2.40%2.99%

Drawdowns

TCLOX vs. VFORX - Drawdown Comparison

The maximum TCLOX drawdown since its inception was -53.88%, roughly equal to the maximum VFORX drawdown of -51.63%. Use the drawdown chart below to compare losses from any high point for TCLOX and VFORX.


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Drawdown Indicators


TCLOXVFORXDifference

Max Drawdown

Largest peak-to-trough decline

-53.88%

-51.63%

-2.25%

Max Drawdown (1Y)

Largest decline over 1 year

-9.26%

-8.88%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-24.27%

-24.32%

+0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-30.12%

-29.35%

-0.77%

Current Drawdown

Current decline from peak

-8.09%

-7.70%

-0.39%

Average Drawdown

Average peak-to-trough decline

-7.64%

-6.82%

-0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

1.96%

+0.20%

Volatility

TCLOX vs. VFORX - Volatility Comparison

TIAA-CREF Lifecycle 2040 Fund (TCLOX) and Vanguard Target Retirement 2040 Fund (VFORX) have volatilities of 4.15% and 4.11%, 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.


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Volatility by Period


TCLOXVFORXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

4.11%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

7.50%

7.24%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

13.06%

12.42%

+0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.77%

12.35%

+0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.19%

13.64%

+0.55%