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TFITX vs. TLXIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TFITX and TLXIX 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.


Performance

TFITX vs. TLXIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle Index 2065 Fund (TFITX) and TIAA-CREF Lifecycle Index 2045 Fund (TLXIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TFITX:

0.77

TLXIX:

0.80

Sortino Ratio

TFITX:

1.14

TLXIX:

1.20

Omega Ratio

TFITX:

1.17

TLXIX:

1.17

Calmar Ratio

TFITX:

0.80

TLXIX:

0.83

Martin Ratio

TFITX:

3.42

TLXIX:

3.52

Ulcer Index

TFITX:

3.64%

TLXIX:

3.35%

Daily Std Dev

TFITX:

15.46%

TLXIX:

13.97%

Max Drawdown

TFITX:

-25.69%

TLXIX:

-31.08%

Current Drawdown

TFITX:

-1.00%

TLXIX:

-0.83%

Returns By Period

The year-to-date returns for both stocks are quite close, with TFITX having a 4.44% return and TLXIX slightly lower at 4.24%.


TFITX

YTD

4.44%

1M

8.65%

6M

2.89%

1Y

11.78%

5Y*

N/A

10Y*

N/A

TLXIX

YTD

4.24%

1M

7.95%

6M

2.66%

1Y

11.10%

5Y*

12.80%

10Y*

8.67%

*Annualized

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TFITX vs. TLXIX - Expense Ratio Comparison

TFITX has a 0.11% expense ratio, which is higher than TLXIX's 0.10% 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%.


Risk-Adjusted Performance

TFITX vs. TLXIX — Risk-Adjusted Performance Rank

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

TFITX
The Risk-Adjusted Performance Rank of TFITX is 7474
Overall Rank
The Sharpe Ratio Rank of TFITX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of TFITX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of TFITX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of TFITX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of TFITX is 7777
Martin Ratio Rank

TLXIX
The Risk-Adjusted Performance Rank of TLXIX is 7575
Overall Rank
The Sharpe Ratio Rank of TLXIX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of TLXIX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of TLXIX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of TLXIX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of TLXIX is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TFITX vs. TLXIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2065 Fund (TFITX) and TIAA-CREF Lifecycle Index 2045 Fund (TLXIX). 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.


The current TFITX Sharpe Ratio is 0.77, which is comparable to the TLXIX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of TFITX and TLXIX, 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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Dividends

TFITX vs. TLXIX - Dividend Comparison

TFITX's dividend yield for the trailing twelve months is around 2.03%, less than TLXIX's 2.13% yield.


TTM20242023202220212020201920182017201620152014
TFITX
TIAA-CREF Lifecycle Index 2065 Fund
2.03%2.12%2.05%2.09%1.84%1.55%0.00%0.00%0.00%0.00%0.00%0.00%
TLXIX
TIAA-CREF Lifecycle Index 2045 Fund
2.13%2.22%2.07%2.00%1.89%1.60%2.15%2.41%1.93%2.10%2.19%2.21%

Drawdowns

TFITX vs. TLXIX - Drawdown Comparison

The maximum TFITX drawdown since its inception was -25.69%, smaller than the maximum TLXIX drawdown of -31.08%. Use the drawdown chart below to compare losses from any high point for TFITX and TLXIX. For additional features, visit the drawdowns tool.


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Volatility

TFITX vs. TLXIX - Volatility Comparison

TIAA-CREF Lifecycle Index 2065 Fund (TFITX) has a higher volatility of 4.42% compared to TIAA-CREF Lifecycle Index 2045 Fund (TLXIX) at 4.06%. This indicates that TFITX's price experiences larger fluctuations and is considered to be riskier than TLXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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