PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TIEIX vs. TILIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.01.0

Performance

TIEIX vs. TILIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Equity Index Fund (TIEIX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX). The values are adjusted to include any dividend payments, if applicable.

800.00%900.00%1,000.00%1,100.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
884.74%
1,113.66%
TIEIX
TILIX

Key characteristics

Sharpe Ratio

TIEIX:

1.86

TILIX:

1.86

Sortino Ratio

TIEIX:

2.40

TILIX:

2.42

Omega Ratio

TIEIX:

1.36

TILIX:

1.34

Calmar Ratio

TIEIX:

2.90

TILIX:

2.48

Martin Ratio

TIEIX:

12.06

TILIX:

9.59

Ulcer Index

TIEIX:

2.06%

TILIX:

3.40%

Daily Std Dev

TIEIX:

13.36%

TILIX:

17.51%

Max Drawdown

TIEIX:

-55.55%

TILIX:

-51.32%

Current Drawdown

TIEIX:

-4.61%

TILIX:

-3.63%

Returns By Period

In the year-to-date period, TIEIX achieves a 22.84% return, which is significantly lower than TILIX's 31.02% return. Over the past 10 years, TIEIX has underperformed TILIX with an annualized return of 12.36%, while TILIX has yielded a comparatively higher 16.42% annualized return.


TIEIX

YTD

22.84%

1M

-2.22%

6M

8.27%

1Y

23.17%

5Y*

13.74%

10Y*

12.36%

TILIX

YTD

31.02%

1M

0.37%

6M

8.78%

1Y

31.15%

5Y*

18.60%

10Y*

16.42%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


TIEIX
TIAA-CREF Equity Index Fund
Expense ratio chart for TIEIX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for TILIX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

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.


Sharpe ratio
The chart of Sharpe ratio for TIEIX, currently valued at 1.86, compared to the broader market-1.000.001.002.003.004.001.861.86
The chart of Sortino ratio for TIEIX, currently valued at 2.40, compared to the broader market-2.000.002.004.006.008.0010.002.402.42
The chart of Omega ratio for TIEIX, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.003.501.361.34
The chart of Calmar ratio for TIEIX, currently valued at 2.90, compared to the broader market0.002.004.006.008.0010.0012.0014.002.902.48
The chart of Martin ratio for TIEIX, currently valued at 12.06, compared to the broader market0.0020.0040.0060.0012.069.59
TIEIX
TILIX

The current TIEIX Sharpe Ratio is 1.86, which is comparable to the TILIX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of TIEIX and TILIX, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.86
1.86
TIEIX
TILIX

Dividends

TIEIX vs. TILIX - Dividend Comparison

Neither TIEIX nor TILIX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
TIEIX
TIAA-CREF Equity Index Fund
0.00%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
0.00%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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.61%
-3.63%
TIEIX
TILIX

Volatility

TIEIX vs. TILIX - Volatility Comparison

The current volatility for TIAA-CREF Equity Index Fund (TIEIX) is 4.43%, while TIAA-CREF Large-Cap Growth Index Fund (TILIX) has a volatility of 5.83%. 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.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.43%
5.83%
TIEIX
TILIX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab