TIEIX vs. TILIX
Compare and contrast key facts about TIAA-CREF Equity Index Fund (TIEIX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX).
TIEIX is managed by TIAA Investments. It was launched on Jul 1, 1999. TILIX is managed by TIAA Investments. It was launched on Oct 1, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TIEIX or TILIX.
Performance
TIEIX vs. TILIX - Performance Comparison
Returns By Period
In the year-to-date period, TIEIX achieves a 24.77% return, which is significantly lower than TILIX's 30.25% return. Over the past 10 years, TIEIX has underperformed TILIX with an annualized return of 12.65%, while TILIX has yielded a comparatively higher 16.43% annualized return.
TIEIX
24.77%
1.77%
12.54%
32.60%
14.99%
12.65%
TILIX
30.25%
2.26%
14.44%
36.45%
19.50%
16.43%
Key characteristics
| TIEIX | TILIX | |
|---|---|---|
| Sharpe Ratio | 2.47 | 2.13 |
| Sortino Ratio | 3.19 | 2.78 |
| Omega Ratio | 1.48 | 1.39 |
| Calmar Ratio | 3.77 | 2.74 |
| Martin Ratio | 16.57 | 10.76 |
| Ulcer Index | 1.94% | 3.35% |
| Daily Std Dev | 13.02% | 16.91% |
| Max Drawdown | -55.55% | -51.32% |
| Current Drawdown | -1.50% | -1.47% |
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TIEIX vs. TILIX - Expense Ratio Comparison
Both TIEIX and TILIX have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between TIEIX and TILIX 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.
Risk-Adjusted Performance
TIEIX vs. TILIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Equity Index Fund (TIEIX) 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.
Dividends
TIEIX vs. TILIX - Dividend Comparison
TIEIX's dividend yield for the trailing twelve months is around 1.18%, more than TILIX's 0.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIEIX TIAA-CREF Equity Index Fund | 1.18% | 1.47% | 1.58% | 1.21% | 1.44% | 1.79% | 2.04% | 1.70% | 1.98% | 2.07% | 1.82% | 1.69% |
TILIX TIAA-CREF Large-Cap Growth Index Fund | 0.58% | 0.76% | 1.10% | 0.87% | 0.71% | 1.09% | 1.43% | 1.22% | 1.33% | 1.49% | 1.39% | 1.37% |
Drawdowns
TIEIX vs. TILIX - Drawdown Comparison
The maximum TIEIX drawdown since its inception was -55.55%, which is greater than TILIX's maximum drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for TIEIX and TILIX. For additional features, visit the drawdowns tool.
Volatility
TIEIX vs. TILIX - Volatility Comparison
The current volatility for TIAA-CREF Equity Index Fund (TIEIX) is 4.24%, while TIAA-CREF Large-Cap Growth Index Fund (TILIX) has a volatility of 5.59%. This indicates that TIEIX experiences smaller price fluctuations and is considered to be less risky than TILIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.