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TCSIX vs. TILGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


TCSIXTILGX
YTD Return9.29%28.15%
1Y Return16.51%39.56%
3Y Return (Ann)1.87%7.43%
5Y Return (Ann)5.35%17.66%
10Y Return (Ann)5.27%15.15%
Sharpe Ratio2.812.22
Sortino Ratio4.232.81
Omega Ratio1.551.42
Calmar Ratio1.712.90
Martin Ratio18.0011.39
Ulcer Index0.92%3.47%
Daily Std Dev5.87%17.82%
Max Drawdown-19.12%-52.16%
Current Drawdown-0.84%0.00%

Correlation

-0.50.00.51.00.9

The correlation between TCSIX and TILGX is 0.86, 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

TCSIX vs. TILGX - Performance Comparison

In the year-to-date period, TCSIX achieves a 9.29% return, which is significantly lower than TILGX's 28.15% return. Over the past 10 years, TCSIX has underperformed TILGX with an annualized return of 5.27%, 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.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
5.27%
15.09%
TCSIX
TILGX

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TCSIX vs. TILGX - Expense Ratio Comparison

TCSIX has a 0.10% expense ratio, which is lower than TILGX's 0.40% expense ratio.


TILGX
TIAA-CREF Large-Cap Growth Fund Institutional Class
Expense ratio chart for TILGX: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for TCSIX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

TCSIX vs. TILGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifestyle Conservative Fund (TCSIX) 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.


TCSIX
Sharpe ratio
The chart of Sharpe ratio for TCSIX, currently valued at 2.81, compared to the broader market0.002.004.002.81
Sortino ratio
The chart of Sortino ratio for TCSIX, currently valued at 4.23, compared to the broader market0.005.0010.004.23
Omega ratio
The chart of Omega ratio for TCSIX, currently valued at 1.55, compared to the broader market1.002.003.004.001.55
Calmar ratio
The chart of Calmar ratio for TCSIX, currently valued at 1.71, compared to the broader market0.005.0010.0015.0020.0025.001.71
Martin ratio
The chart of Martin ratio for TCSIX, currently valued at 18.00, compared to the broader market0.0020.0040.0060.0080.00100.0018.00
TILGX
Sharpe ratio
The chart of Sharpe ratio for TILGX, currently valued at 2.22, compared to the broader market0.002.004.002.22
Sortino ratio
The chart of Sortino ratio for TILGX, currently valued at 2.81, compared to the broader market0.005.0010.002.81
Omega ratio
The chart of Omega ratio for TILGX, currently valued at 1.42, compared to the broader market1.002.003.004.001.42
Calmar ratio
The chart of Calmar ratio for TILGX, currently valued at 2.90, compared to the broader market0.005.0010.0015.0020.0025.002.90
Martin ratio
The chart of Martin ratio for TILGX, currently valued at 11.39, compared to the broader market0.0020.0040.0060.0080.00100.0011.39

TCSIX vs. TILGX - Sharpe Ratio Comparison

The current TCSIX Sharpe Ratio is 2.81, which is comparable to the TILGX Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of TCSIX and TILGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.81
2.22
TCSIX
TILGX

Dividends

TCSIX vs. TILGX - Dividend Comparison

TCSIX's dividend yield for the trailing twelve months is around 3.11%, more than TILGX's 0.17% yield.


TTM20232022202120202019201820172016201520142013
TCSIX
TIAA-CREF Lifestyle Conservative Fund
3.11%2.95%2.85%2.76%2.38%1.84%2.78%2.57%2.27%2.30%2.62%2.56%
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

TCSIX vs. TILGX - Drawdown Comparison

The maximum TCSIX drawdown since its inception was -19.12%, smaller than the maximum TILGX drawdown of -52.16%. Use the drawdown chart below to compare losses from any high point for TCSIX and TILGX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.84%
0
TCSIX
TILGX

Volatility

TCSIX vs. TILGX - Volatility Comparison

The current volatility for TIAA-CREF Lifestyle Conservative Fund (TCSIX) is 1.49%, while TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) has a volatility of 4.97%. This indicates that TCSIX 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.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
1.49%
4.97%
TCSIX
TILGX