TGCEX vs. TILIX
Compare and contrast key facts about TCW Select Equities Fund (TGCEX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX).
TGCEX is managed by TCW. It was launched on Feb 26, 1993. TILIX is managed by TIAA Investments. It was launched on Oct 1, 2002.
Performance
TGCEX vs. TILIX - Performance Comparison
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TGCEX vs. TILIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TGCEX TCW Select Equities Fund | -14.71% | 10.77% | 30.65% | 44.34% | -36.51% | 25.84% | 39.32% | 36.03% | 2.42% | 32.85% |
TILIX TIAA-CREF Large-Cap Growth Index Fund | -13.04% | 18.41% | 33.31% | 42.64% | -29.22% | 27.63% | 38.43% | 36.30% | -1.66% | 28.49% |
Returns By Period
In the year-to-date period, TGCEX achieves a -14.71% return, which is significantly lower than TILIX's -13.04% return. Over the past 10 years, TGCEX has underperformed TILIX with an annualized return of 13.75%, while TILIX has yielded a comparatively higher 16.09% annualized return.
TGCEX
- 1D
- -0.23%
- 1M
- -8.35%
- YTD
- -14.71%
- 6M
- -16.07%
- 1Y
- 3.90%
- 3Y*
- 16.08%
- 5Y*
- 7.26%
- 10Y*
- 13.75%
TILIX
- 1D
- -0.44%
- 1M
- -8.64%
- YTD
- -13.04%
- 6M
- -12.14%
- 1Y
- 14.38%
- 3Y*
- 19.64%
- 5Y*
- 11.88%
- 10Y*
- 16.09%
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TGCEX vs. TILIX - Expense Ratio Comparison
TGCEX has a 0.77% expense ratio, which is higher than TILIX's 0.05% expense ratio.
Return for Risk
TGCEX vs. TILIX — Risk / Return Rank
TGCEX
TILIX
TGCEX vs. TILIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Select Equities Fund (TGCEX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX). 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.
| TGCEX | TILIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.17 | 0.65 | -0.48 |
Sortino ratioReturn per unit of downside risk | 0.42 | 1.10 | -0.68 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.15 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.06 | 0.67 | -0.62 |
Martin ratioReturn relative to average drawdown | 0.18 | 2.32 | -2.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TGCEX | TILIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.17 | 0.65 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.56 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.77 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.56 | -0.22 |
Correlation
The correlation between TGCEX and TILIX is 0.93, 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
TGCEX vs. TILIX - Dividend Comparison
TGCEX's dividend yield for the trailing twelve months is around 14.75%, more than TILIX's 5.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGCEX TCW Select Equities Fund | 14.75% | 12.58% | 15.71% | 12.24% | 20.14% | 12.87% | 7.11% | 9.06% | 16.70% | 26.37% | 6.68% | 7.52% |
TILIX TIAA-CREF Large-Cap Growth Index Fund | 5.07% | 4.41% | 3.25% | 1.90% | 11.00% | 8.76% | 1.91% | 2.38% | 4.01% | 0.68% | 1.33% | 1.32% |
Drawdowns
TGCEX vs. TILIX - Drawdown Comparison
The maximum TGCEX drawdown since its inception was -63.61%, which is greater than TILIX's maximum drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for TGCEX and TILIX.
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Drawdown Indicators
| TGCEX | TILIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.61% | -50.54% | -13.07% |
Max Drawdown (1Y)Largest decline over 1 year | -20.31% | -16.24% | -4.07% |
Max Drawdown (5Y)Largest decline over 5 years | -42.96% | -32.68% | -10.28% |
Max Drawdown (10Y)Largest decline over 10 years | -42.96% | -32.68% | -10.28% |
Current DrawdownCurrent decline from peak | -20.31% | -16.24% | -4.07% |
Average DrawdownAverage peak-to-trough decline | -16.74% | -7.77% | -8.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.46% | 4.73% | +1.73% |
Volatility
TGCEX vs. TILIX - Volatility Comparison
TCW Select Equities Fund (TGCEX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX) have volatilities of 5.60% and 5.34%, 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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Volatility by Period
| TGCEX | TILIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 5.34% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 12.54% | 11.80% | +0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.35% | 22.35% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.10% | 21.44% | +1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.48% | 21.01% | +1.47% |