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TGRNX vs. TILGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TGRNX vs. TILGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Green Bond Fund (TGRNX) and TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX). The values are adjusted to include any dividend payments, if applicable.

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TGRNX vs. TILGX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TGRNX
TIAA-CREF Green Bond Fund
-0.50%6.76%3.08%5.73%-13.43%-0.60%8.57%9.15%1.43%
TILGX
TIAA-CREF Large-Cap Growth Fund Institutional Class
-8.83%15.25%29.23%47.05%-32.76%16.84%44.23%30.76%-7.03%

Returns By Period

In the year-to-date period, TGRNX achieves a -0.50% return, which is significantly higher than TILGX's -8.83% return.


TGRNX

1D
0.22%
1M
-1.51%
YTD
-0.50%
6M
0.25%
1Y
3.91%
3Y*
3.90%
5Y*
0.40%
10Y*

TILGX

1D
3.55%
1M
-5.15%
YTD
-8.83%
6M
-8.00%
1Y
17.43%
3Y*
19.48%
5Y*
8.44%
10Y*
14.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TGRNX vs. TILGX - Expense Ratio Comparison

TGRNX has a 0.45% expense ratio, which is higher than TILGX's 0.40% expense ratio.


Return for Risk

TGRNX vs. TILGX — Risk / Return Rank

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

TGRNX
TGRNX Risk / Return Rank: 6464
Overall Rank
TGRNX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
TGRNX Sortino Ratio Rank: 6666
Sortino Ratio Rank
TGRNX Omega Ratio Rank: 5050
Omega Ratio Rank
TGRNX Calmar Ratio Rank: 7676
Calmar Ratio Rank
TGRNX Martin Ratio Rank: 6666
Martin Ratio Rank

TILGX
TILGX Risk / Return Rank: 3636
Overall Rank
TILGX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
TILGX Sortino Ratio Rank: 4242
Sortino Ratio Rank
TILGX Omega Ratio Rank: 3838
Omega Ratio Rank
TILGX Calmar Ratio Rank: 3535
Calmar Ratio Rank
TILGX Martin Ratio Rank: 3030
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.

TGRNX vs. TILGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Green Bond Fund (TGRNX) and TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX). 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.


TGRNXTILGXDifference

Sharpe ratio

Return per unit of total volatility

1.25

0.83

+0.42

Sortino ratio

Return per unit of downside risk

1.83

1.34

+0.48

Omega ratio

Gain probability vs. loss probability

1.23

1.19

+0.04

Calmar ratio

Return relative to maximum drawdown

2.02

1.00

+1.01

Martin ratio

Return relative to average drawdown

7.18

3.43

+3.76

TGRNX vs. TILGX - Sharpe Ratio Comparison

The current TGRNX Sharpe Ratio is 1.25, which is higher than the TILGX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of TGRNX and TILGX, 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


TGRNXTILGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

0.83

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.39

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.53

-0.02

Correlation

The correlation between TGRNX and TILGX is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TGRNX vs. TILGX - Dividend Comparison

TGRNX's dividend yield for the trailing twelve months is around 3.97%, less than TILGX's 15.22% yield.


TTM20252024202320222021202020192018201720162015
TGRNX
TIAA-CREF Green Bond Fund
3.97%4.31%4.48%3.30%2.69%2.76%4.20%4.38%0.43%0.00%0.00%0.00%
TILGX
TIAA-CREF Large-Cap Growth Fund Institutional Class
15.22%13.87%6.41%0.22%0.42%10.49%37.04%4.41%14.12%3.83%1.82%3.80%

Drawdowns

TGRNX vs. TILGX - Drawdown Comparison

The maximum TGRNX drawdown since its inception was -17.85%, smaller than the maximum TILGX drawdown of -52.16%. Use the drawdown chart below to compare losses from any high point for TGRNX and TILGX.


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Drawdown Indicators


TGRNXTILGXDifference

Max Drawdown

Largest peak-to-trough decline

-17.85%

-52.16%

+34.31%

Max Drawdown (1Y)

Largest decline over 1 year

-2.47%

-15.19%

+12.72%

Max Drawdown (5Y)

Largest decline over 5 years

-17.85%

-37.86%

+20.01%

Max Drawdown (10Y)

Largest decline over 10 years

-37.86%

Current Drawdown

Current decline from peak

-1.94%

-12.17%

+10.23%

Average Drawdown

Average peak-to-trough decline

-5.32%

-8.90%

+3.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

4.44%

-3.75%

Volatility

TGRNX vs. TILGX - Volatility Comparison

The current volatility for TIAA-CREF Green Bond Fund (TGRNX) is 1.13%, while TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) has a volatility of 6.44%. This indicates that TGRNX experiences smaller price fluctuations and is considered to be less risky than TILGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TGRNXTILGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

6.44%

-5.31%

Volatility (6M)

Calculated over the trailing 6-month period

2.06%

12.66%

-10.60%

Volatility (1Y)

Calculated over the trailing 1-year period

3.36%

22.33%

-18.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.82%

21.94%

-17.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.84%

21.59%

-16.75%