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TIBFX vs. TILGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

TIBFX vs. TILGX - Performance Comparison

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

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.48%
11.58%
TIBFX
TILGX

Returns By Period

In the year-to-date period, TIBFX achieves a 3.24% return, which is significantly lower than TILGX's 26.08% return. Over the past 10 years, TIBFX has underperformed TILGX with an annualized return of 1.68%, while TILGX has yielded a comparatively higher 14.91% annualized return.


TIBFX

YTD

3.24%

1M

-1.02%

6M

3.48%

1Y

8.58%

5Y (annualized)

0.28%

10Y (annualized)

1.68%

TILGX

YTD

26.08%

1M

2.44%

6M

11.58%

1Y

32.78%

5Y (annualized)

17.21%

10Y (annualized)

14.91%

Key characteristics


TIBFXTILGX
Sharpe Ratio1.641.92
Sortino Ratio2.432.46
Omega Ratio1.291.36
Calmar Ratio0.622.52
Martin Ratio6.259.89
Ulcer Index1.39%3.48%
Daily Std Dev5.31%17.93%
Max Drawdown-19.55%-52.16%
Current Drawdown-6.56%-1.65%

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TIBFX vs. TILGX - Expense Ratio Comparison

TIBFX has a 0.30% expense ratio, which is lower than TILGX's 0.40% expense ratio.


TILGX
TIAA-CREF Large-Cap Growth Fund Institutional Class
Expense ratio chart for TILGX: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for TIBFX: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Correlation

-0.50.00.51.0-0.1

The correlation between TIBFX and TILGX is -0.11. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Risk-Adjusted Performance

TIBFX vs. TILGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Core Plus Bond Fund Institutional Class (TIBFX) 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.


Sharpe ratio
The chart of Sharpe ratio for TIBFX, currently valued at 1.64, compared to the broader market0.002.004.001.641.92
The chart of Sortino ratio for TIBFX, currently valued at 2.43, compared to the broader market0.005.0010.002.432.46
The chart of Omega ratio for TIBFX, currently valued at 1.29, compared to the broader market1.002.003.004.001.291.36
The chart of Calmar ratio for TIBFX, currently valued at 0.62, compared to the broader market0.005.0010.0015.0020.0025.000.622.52
The chart of Martin ratio for TIBFX, currently valued at 6.25, compared to the broader market0.0020.0040.0060.0080.00100.006.259.89
TIBFX
TILGX

The current TIBFX Sharpe Ratio is 1.64, which is comparable to the TILGX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of TIBFX 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.

Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.64
1.92
TIBFX
TILGX

Dividends

TIBFX vs. TILGX - Dividend Comparison

TIBFX's dividend yield for the trailing twelve months is around 4.55%, more than TILGX's 0.17% yield.


TTM20232022202120202019201820172016201520142013
TIBFX
TIAA-CREF Core Plus Bond Fund Institutional Class
4.55%4.19%3.49%2.38%2.75%3.05%3.38%3.10%3.18%3.02%2.73%2.76%
TILGX
TIAA-CREF Large-Cap Growth Fund Institutional Class
0.17%0.22%0.42%0.14%0.50%0.42%0.69%0.48%0.61%0.37%0.33%0.37%

Drawdowns

TIBFX vs. TILGX - Drawdown Comparison

The maximum TIBFX drawdown since its inception was -19.55%, smaller than the maximum TILGX drawdown of -52.16%. Use the drawdown chart below to compare losses from any high point for TIBFX and TILGX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.56%
-1.65%
TIBFX
TILGX

Volatility

TIBFX vs. TILGX - Volatility Comparison

The current volatility for TIAA-CREF Core Plus Bond Fund Institutional Class (TIBFX) is 1.42%, while TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) has a volatility of 5.55%. This indicates that TIBFX 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.


0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
1.42%
5.55%
TIBFX
TILGX