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TFITX vs. TLZIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TFITX vs. TLZIX - 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 2040 Fund (TLZIX). The values are adjusted to include any dividend payments, if applicable.

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TFITX vs. TLZIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TFITX
TIAA-CREF Lifecycle Index 2065 Fund
-4.47%21.24%15.76%21.16%-17.62%18.06%10.38%
TLZIX
TIAA-CREF Lifecycle Index 2040 Fund
-3.64%18.86%13.52%18.98%-16.69%14.86%8.97%

Returns By Period

In the year-to-date period, TFITX achieves a -4.47% return, which is significantly lower than TLZIX's -3.64% return.


TFITX

1D
-0.31%
1M
-8.55%
YTD
-4.47%
6M
-1.64%
1Y
16.56%
3Y*
14.96%
5Y*
8.54%
10Y*

TLZIX

1D
-0.15%
1M
-7.35%
YTD
-3.64%
6M
-1.14%
1Y
14.57%
3Y*
13.26%
5Y*
7.37%
10Y*
9.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TFITX vs. TLZIX - Expense Ratio Comparison

TFITX has a 0.11% expense ratio, which is higher than TLZIX'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%.


Return for Risk

TFITX vs. TLZIX — Risk / Return Rank

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

TFITX
TFITX Risk / Return Rank: 5959
Overall Rank
TFITX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
TFITX Sortino Ratio Rank: 6161
Sortino Ratio Rank
TFITX Omega Ratio Rank: 6161
Omega Ratio Rank
TFITX Calmar Ratio Rank: 5252
Calmar Ratio Rank
TFITX Martin Ratio Rank: 6262
Martin Ratio Rank

TLZIX
TLZIX Risk / Return Rank: 6363
Overall Rank
TLZIX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
TLZIX Sortino Ratio Rank: 6565
Sortino Ratio Rank
TLZIX Omega Ratio Rank: 6464
Omega Ratio Rank
TLZIX Calmar Ratio Rank: 5757
Calmar Ratio Rank
TLZIX Martin Ratio Rank: 6666
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.

TFITX vs. TLZIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2065 Fund (TFITX) and TIAA-CREF Lifecycle Index 2040 Fund (TLZIX). 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.


TFITXTLZIXDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.12

-0.06

Sortino ratio

Return per unit of downside risk

1.56

1.63

-0.07

Omega ratio

Gain probability vs. loss probability

1.23

1.24

-0.01

Calmar ratio

Return relative to maximum drawdown

1.25

1.34

-0.09

Martin ratio

Return relative to average drawdown

5.91

6.27

-0.36

TFITX vs. TLZIX - Sharpe Ratio Comparison

The current TFITX Sharpe Ratio is 1.06, which is comparable to the TLZIX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of TFITX and TLZIX, 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


TFITXTLZIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.12

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.58

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.69

+0.04

Correlation

The correlation between TFITX and TLZIX is 1.00, 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

TFITX vs. TLZIX - Dividend Comparison

TFITX's dividend yield for the trailing twelve months is around 2.55%, less than TLZIX's 3.96% yield.


TTM20252024202320222021202020192018201720162015
TFITX
TIAA-CREF Lifecycle Index 2065 Fund
2.55%2.44%2.12%2.05%2.09%1.84%1.55%0.00%0.00%0.00%0.00%0.00%
TLZIX
TIAA-CREF Lifecycle Index 2040 Fund
3.96%3.82%2.49%2.11%2.62%2.93%1.95%2.26%2.68%0.18%2.64%0.31%

Drawdowns

TFITX vs. TLZIX - Drawdown Comparison

The maximum TFITX drawdown since its inception was -25.64%, smaller than the maximum TLZIX drawdown of -28.82%. Use the drawdown chart below to compare losses from any high point for TFITX and TLZIX.


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Drawdown Indicators


TFITXTLZIXDifference

Max Drawdown

Largest peak-to-trough decline

-25.64%

-28.82%

+3.18%

Max Drawdown (1Y)

Largest decline over 1 year

-11.17%

-9.49%

-1.68%

Max Drawdown (5Y)

Largest decline over 5 years

-25.64%

-24.21%

-1.43%

Max Drawdown (10Y)

Largest decline over 10 years

-28.82%

Current Drawdown

Current decline from peak

-9.12%

-7.77%

-1.35%

Average Drawdown

Average peak-to-trough decline

-5.40%

-4.04%

-1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

2.09%

+0.38%

Volatility

TFITX vs. TLZIX - Volatility Comparison

TIAA-CREF Lifecycle Index 2065 Fund (TFITX) has a higher volatility of 4.86% compared to TIAA-CREF Lifecycle Index 2040 Fund (TLZIX) at 4.18%. This indicates that TFITX's price experiences larger fluctuations and is considered to be riskier than TLZIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TFITXTLZIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

4.18%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

8.87%

7.43%

+1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

15.78%

13.17%

+2.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.87%

12.79%

+2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.84%

13.89%

+0.95%