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TCSIX vs. TISPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TCSIX vs. TISPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifestyle Conservative Fund (TCSIX) and TIAA-CREF S&P 500 Index Fund (TISPX). The values are adjusted to include any dividend payments, if applicable.

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TCSIX vs. TISPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TCSIX
TIAA-CREF Lifestyle Conservative Fund
-3.13%12.00%8.33%12.70%-13.68%6.46%12.14%15.49%-4.45%10.60%
TISPX
TIAA-CREF S&P 500 Index Fund
-4.34%17.79%24.94%26.22%-18.13%28.66%18.34%31.44%-4.52%19.58%

Returns By Period

In the year-to-date period, TCSIX achieves a -3.13% return, which is significantly higher than TISPX's -4.34% return. Over the past 10 years, TCSIX has underperformed TISPX with an annualized return of 5.68%, while TISPX has yielded a comparatively higher 13.81% annualized return.


TCSIX

1D
0.08%
1M
-5.52%
YTD
-3.13%
6M
-1.31%
1Y
7.92%
3Y*
8.29%
5Y*
3.78%
10Y*
5.68%

TISPX

1D
2.93%
1M
-5.02%
YTD
-4.34%
6M
-2.19%
1Y
17.27%
3Y*
18.25%
5Y*
11.75%
10Y*
13.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TCSIX vs. TISPX - Expense Ratio Comparison

TCSIX has a 0.10% expense ratio, which is higher than TISPX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

TCSIX vs. TISPX — Risk / Return Rank

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

TCSIX
TCSIX Risk / Return Rank: 6060
Overall Rank
TCSIX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
TCSIX Sortino Ratio Rank: 6262
Sortino Ratio Rank
TCSIX Omega Ratio Rank: 6060
Omega Ratio Rank
TCSIX Calmar Ratio Rank: 5555
Calmar Ratio Rank
TCSIX Martin Ratio Rank: 6060
Martin Ratio Rank

TISPX
TISPX Risk / Return Rank: 5555
Overall Rank
TISPX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
TISPX Sortino Ratio Rank: 5252
Sortino Ratio Rank
TISPX Omega Ratio Rank: 5555
Omega Ratio Rank
TISPX Calmar Ratio Rank: 5252
Calmar Ratio Rank
TISPX Martin Ratio Rank: 6565
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.

TCSIX vs. TISPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifestyle Conservative Fund (TCSIX) and TIAA-CREF S&P 500 Index Fund (TISPX). 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.


TCSIXTISPXDifference

Sharpe ratio

Return per unit of total volatility

1.13

0.98

+0.16

Sortino ratio

Return per unit of downside risk

1.59

1.49

+0.10

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.31

1.32

-0.02

Martin ratio

Return relative to average drawdown

5.78

6.36

-0.58

TCSIX vs. TISPX - Sharpe Ratio Comparison

The current TCSIX Sharpe Ratio is 1.13, which is comparable to the TISPX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of TCSIX and TISPX, 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


TCSIXTISPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

0.98

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.70

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.77

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.59

+0.25

Correlation

The correlation between TCSIX and TISPX is 0.91, 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

TCSIX vs. TISPX - Dividend Comparison

TCSIX's dividend yield for the trailing twelve months is around 5.09%, more than TISPX's 2.46% yield.


TTM20252024202320222021202020192018201720162015
TCSIX
TIAA-CREF Lifestyle Conservative Fund
5.09%5.59%3.28%2.96%6.28%7.32%4.75%3.57%4.36%1.77%3.57%2.56%
TISPX
TIAA-CREF S&P 500 Index Fund
2.46%2.35%1.52%1.48%1.91%1.77%1.53%2.16%2.94%0.36%2.39%0.65%

Drawdowns

TCSIX vs. TISPX - Drawdown Comparison

The maximum TCSIX drawdown since its inception was -19.12%, smaller than the maximum TISPX drawdown of -55.16%. Use the drawdown chart below to compare losses from any high point for TCSIX and TISPX.


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Drawdown Indicators


TCSIXTISPXDifference

Max Drawdown

Largest peak-to-trough decline

-19.12%

-55.16%

+36.04%

Max Drawdown (1Y)

Largest decline over 1 year

-5.73%

-12.11%

+6.38%

Max Drawdown (5Y)

Largest decline over 5 years

-19.12%

-24.48%

+5.36%

Max Drawdown (10Y)

Largest decline over 10 years

-19.12%

-33.75%

+14.63%

Current Drawdown

Current decline from peak

-5.66%

-6.23%

+0.57%

Average Drawdown

Average peak-to-trough decline

-2.68%

-6.76%

+4.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

2.52%

-1.23%

Volatility

TCSIX vs. TISPX - Volatility Comparison

The current volatility for TIAA-CREF Lifestyle Conservative Fund (TCSIX) is 2.75%, while TIAA-CREF S&P 500 Index Fund (TISPX) has a volatility of 5.34%. This indicates that TCSIX experiences smaller price fluctuations and is considered to be less risky than TISPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TCSIXTISPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.75%

5.34%

-2.59%

Volatility (6M)

Calculated over the trailing 6-month period

4.45%

9.53%

-5.08%

Volatility (1Y)

Calculated over the trailing 1-year period

7.23%

18.33%

-11.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.31%

16.90%

-9.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.45%

18.05%

-10.60%