TGRNX vs. LCTIX
TGRNX (TIAA-CREF Green Bond Fund) and LCTIX (Leader Capital High Quality Income Fund Institutional Shares) are both Intermediate Core-Plus Bond funds. Over the past 5 years, TGRNX returned -0.10%/yr vs 5.18%/yr for LCTIX. Their 0.14 correlation means their historical movements had little consistent relationship. TGRNX charges 0.45%/yr vs 1.08%/yr for LCTIX.
Performance
TGRNX vs. LCTIX - Performance Comparison
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Returns By Period
In the year-to-date period, TGRNX achieves a -0.19% return, which is significantly lower than LCTIX's 1.41% return.
TGRNX
- 1D
- -0.22%
- 1M
- -1.10%
- 6M
- -0.44%
- YTD
- -0.19%
- 1Y
- 2.15%
- 3Y*
- 4.47%
- 5Y*
- -0.10%
- 10Y*
- —
- ALL TIME*
- 2.41%
LCTIX
- 1D
- -0.09%
- 1M
- -1.00%
- 6M
- 0.79%
- YTD
- 1.41%
- 1Y
- 3.68%
- 3Y*
- 5.49%
- 5Y*
- 5.18%
- 10Y*
- 5.21%
- ALL TIME*
- 4.13%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TGRNX vs. LCTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TGRNX TIAA-CREF Green Bond Fund | -0.19% | 6.76% | 3.08% | 5.73% | -13.43% | -0.60% | 8.57% | 9.15% | 1.43% |
LCTIX Leader Capital High Quality Income Fund Institutional Shares | 1.41% | 5.12% | 6.49% | 8.47% | 2.64% | 2.41% | 12.94% | 1.55% | 1.55% |
Correlation
The correlation between TGRNX and LCTIX is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.58 |
Correlation (3Y) Balances recent behavior with more history. | 0.33 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.22 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2018 | 0.14 |
Over the past year, TGRNX and LCTIX have become more correlated (0.58) than their long-term average of 0.14, meaning their price movements have been converging.
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Return for Risk
TGRNX vs. LCTIX — Risk / Return Rank
TGRNX
LCTIX
TGRNX vs. LCTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Green Bond Fund (TGRNX) and Leader Capital High Quality Income Fund Institutional Shares (LCTIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TGRNX | LCTIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.97 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.52 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 3.15 | -2.05 |
| Martin ratioReturn relative to average drawdown | 3.23 | 11.90 | -8.67 |
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Drawdowns
TGRNX vs. LCTIX - Drawdown Comparison
The maximum TGRNX drawdown since its inception was -17.85%, smaller than the maximum LCTIX drawdown of -24.76%. Use the drawdown chart below to compare losses from any high point for TGRNX and LCTIX.
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Drawdown Indicators
| TGRNX | LCTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.85% | -24.76% | +6.91% |
Max Drawdown (1Y)Largest decline over 1 year | -2.47% | -1.17% | -1.30% |
Max Drawdown (3Y)Largest decline over 3 years | -3.36% | -1.29% | -2.07% |
Max Drawdown (5Y)Largest decline over 5 years | -17.70% | -3.70% | -14.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.61% | — |
Current DrawdownCurrent decline from peak | -1.63% | -1.00% | -0.63% |
Average DrawdownAverage peak-to-trough decline | -5.13% | -3.81% | -1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.84% | 0.31% | +0.53% |
Volatility
TGRNX vs. LCTIX - Volatility Comparison
TIAA-CREF Green Bond Fund (TGRNX) has a higher volatility of 0.82% compared to Leader Capital High Quality Income Fund Institutional Shares (LCTIX) at 0.64%. This indicates that TGRNX's price experiences larger fluctuations and is considered to be riskier than LCTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TGRNX | LCTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.82% | 0.64% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 2.45% | 1.61% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.09% | 2.10% | +0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.84% | 2.24% | +2.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.78% | 6.28% | -1.50% |
TGRNX vs. LCTIX - Expense Ratio Comparison
TGRNX has a 0.45% expense ratio, which is lower than LCTIX's 1.08% expense ratio.
Dividends
TGRNX vs. LCTIX - Dividend Comparison
TGRNX's dividend yield for the trailing twelve months is around 3.96%, less than LCTIX's 5.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
LCTIX Leader Capital High Quality Income Fund Institutional Shares | 5.21% | 5.90% | 5.91% | 5.50% | 2.31% | 1.93% | 1.73% | 2.92% | 3.67% | 2.56% |
TGRNX TIAA-CREF Green Bond Fund | 3.96% | 4.31% | 4.48% | 3.30% | 2.69% | 2.76% | 4.20% | 4.38% | 0.43% | 0.00% |
Frequently Asked Questions
TGRNX and LCTIX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TGRNX has higher volatility (0.82%) compared to LCTIX (0.64%). In terms of maximum drawdown, TGRNX dropped -17.85% vs LCTIX's -24.76%.
LCTIX currently has the higher Sharpe Ratio (1.81 vs 0.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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