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

Correlation

The correlation between TFITX and TVIIX 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. TVIIX - 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 2060 Fund (TVIIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TFITX:

0.73

TVIIX:

0.75

Sortino Ratio

TFITX:

0.94

TVIIX:

0.98

Omega Ratio

TFITX:

1.14

TVIIX:

1.14

Calmar Ratio

TFITX:

0.64

TVIIX:

0.65

Martin Ratio

TFITX:

2.76

TVIIX:

2.79

Ulcer Index

TFITX:

3.64%

TVIIX:

3.59%

Daily Std Dev

TFITX:

15.49%

TVIIX:

15.02%

Max Drawdown

TFITX:

-25.69%

TVIIX:

-32.04%

Current Drawdown

TFITX:

-1.67%

TVIIX:

-1.67%

Returns By Period

The year-to-date returns for both stocks are quite close, with TFITX having a 3.95% return and TVIIX slightly lower at 3.94%.


TFITX

YTD

3.95%

1M

5.36%

6M

2.19%

1Y

10.60%

3Y*

12.64%

5Y*

N/A

10Y*

N/A

TVIIX

YTD

3.94%

1M

5.33%

6M

2.20%

1Y

10.53%

3Y*

12.54%

5Y*

12.97%

10Y*

9.48%

*Annualized

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TFITX vs. TVIIX - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TFITX vs. TVIIX — 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 6868
Overall Rank
The Sharpe Ratio Rank of TFITX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of TFITX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of TFITX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of TFITX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of TFITX is 7272
Martin Ratio Rank

TVIIX
The Risk-Adjusted Performance Rank of TVIIX is 6868
Overall Rank
The Sharpe Ratio Rank of TVIIX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of TVIIX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of TVIIX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of TVIIX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of TVIIX is 7171
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. TVIIX - 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 2060 Fund (TVIIX). 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 0.73, which is comparable to the TVIIX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of TFITX and TVIIX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

TFITX vs. TVIIX - Dividend Comparison

TFITX's dividend yield for the trailing twelve months is around 2.03%, less than TVIIX's 2.08% yield.


TTM20242023202220212020201920182017201620152014
TFITX
TIAA-CREF Lifecycle Index 2065 Fund
2.03%2.11%2.05%2.10%1.84%1.55%0.00%0.00%0.00%0.00%0.00%0.00%
TVIIX
TIAA-CREF Lifecycle Index 2060 Fund
2.08%2.16%2.13%2.22%1.92%1.63%2.72%2.81%2.03%2.69%2.63%2.13%

Drawdowns

TFITX vs. TVIIX - Drawdown Comparison

The maximum TFITX drawdown since its inception was -25.69%, smaller than the maximum TVIIX drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for TFITX and TVIIX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TFITX vs. TVIIX - Volatility Comparison

TIAA-CREF Lifecycle Index 2065 Fund (TFITX) and TIAA-CREF Lifecycle Index 2060 Fund (TVIIX) have volatilities of 3.26% and 3.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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