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TCLTX vs. SWYDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TCLTX vs. SWYDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle 2020 Fund (TCLTX) and Schwab Target 2025 Index Fund (SWYDX). The values are adjusted to include any dividend payments, if applicable.

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TCLTX vs. SWYDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TCLTX
TIAA-CREF Lifecycle 2020 Fund
-2.54%12.09%8.17%11.68%-13.76%8.19%12.11%17.49%-5.43%12.89%
SWYDX
Schwab Target 2025 Index Fund
-2.02%12.60%8.62%14.47%-14.78%10.24%12.37%18.89%-6.38%14.53%

Returns By Period

In the year-to-date period, TCLTX achieves a -2.54% return, which is significantly lower than SWYDX's -2.02% return.


TCLTX

1D
0.00%
1M
-4.81%
YTD
-2.54%
6M
-0.65%
1Y
8.67%
3Y*
8.24%
5Y*
3.94%
10Y*
6.20%

SWYDX

1D
0.13%
1M
-4.69%
YTD
-2.02%
6M
-0.30%
1Y
9.34%
3Y*
9.24%
5Y*
4.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TCLTX vs. SWYDX - Expense Ratio Comparison

TCLTX has a 0.52% expense ratio, which is higher than SWYDX's 0.04% expense ratio.


Return for Risk

TCLTX vs. SWYDX — Risk / Return Rank

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

TCLTX
TCLTX Risk / Return Rank: 6767
Overall Rank
TCLTX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
TCLTX Sortino Ratio Rank: 6969
Sortino Ratio Rank
TCLTX Omega Ratio Rank: 6767
Omega Ratio Rank
TCLTX Calmar Ratio Rank: 6565
Calmar Ratio Rank
TCLTX Martin Ratio Rank: 6767
Martin Ratio Rank

SWYDX
SWYDX Risk / Return Rank: 7070
Overall Rank
SWYDX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SWYDX Sortino Ratio Rank: 7070
Sortino Ratio Rank
SWYDX Omega Ratio Rank: 6868
Omega Ratio Rank
SWYDX Calmar Ratio Rank: 6969
Calmar Ratio Rank
SWYDX 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.

TCLTX vs. SWYDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle 2020 Fund (TCLTX) and Schwab Target 2025 Index Fund (SWYDX). 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.


TCLTXSWYDXDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.19

+0.04

Sortino ratio

Return per unit of downside risk

1.74

1.72

+0.02

Omega ratio

Gain probability vs. loss probability

1.25

1.25

0.00

Calmar ratio

Return relative to maximum drawdown

1.52

1.56

-0.04

Martin ratio

Return relative to average drawdown

6.37

7.07

-0.70

TCLTX vs. SWYDX - Sharpe Ratio Comparison

The current TCLTX Sharpe Ratio is 1.23, which is comparable to the SWYDX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of TCLTX and SWYDX, 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


TCLTXSWYDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.19

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.53

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.68

-0.19

Correlation

The correlation between TCLTX and SWYDX is 0.96, 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

TCLTX vs. SWYDX - Dividend Comparison

TCLTX's dividend yield for the trailing twelve months is around 4.60%, less than SWYDX's 5.48% yield.


TTM20252024202320222021202020192018201720162015
TCLTX
TIAA-CREF Lifecycle 2020 Fund
4.60%4.49%3.33%2.38%5.36%7.49%4.91%3.36%6.53%2.44%5.09%4.63%
SWYDX
Schwab Target 2025 Index Fund
5.48%5.37%3.41%2.58%2.32%1.92%1.79%1.91%0.00%1.33%0.79%0.00%

Drawdowns

TCLTX vs. SWYDX - Drawdown Comparison

The maximum TCLTX drawdown since its inception was -44.15%, which is greater than SWYDX's maximum drawdown of -20.49%. Use the drawdown chart below to compare losses from any high point for TCLTX and SWYDX.


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Drawdown Indicators


TCLTXSWYDXDifference

Max Drawdown

Largest peak-to-trough decline

-44.15%

-20.49%

-23.66%

Max Drawdown (1Y)

Largest decline over 1 year

-5.39%

-5.83%

+0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-18.99%

-20.43%

+1.44%

Max Drawdown (10Y)

Largest decline over 10 years

-20.39%

Current Drawdown

Current decline from peak

-5.01%

-4.81%

-0.20%

Average Drawdown

Average peak-to-trough decline

-5.24%

-3.48%

-1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

1.29%

0.00%

Volatility

TCLTX vs. SWYDX - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle 2020 Fund (TCLTX) is 2.49%, while Schwab Target 2025 Index Fund (SWYDX) has a volatility of 2.69%. This indicates that TCLTX experiences smaller price fluctuations and is considered to be less risky than SWYDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TCLTXSWYDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.49%

2.69%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

4.26%

4.43%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

7.24%

8.02%

-0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.59%

9.16%

-1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.32%

9.85%

-1.53%