TIGRX vs. ^IXIC

Last updated Apr 1, 2026

Compare and contrast key facts about TIAA-CREF Growth & Income Fund (TIGRX) and NASDAQ Composite (^IXIC).

TIGRX is managed by TIAA Investments. It was launched on Jul 1, 1999.

Performance

TIGRX vs. ^IXIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Growth & Income Fund (TIGRX) and NASDAQ Composite (^IXIC). The values are adjusted to include any dividend payments, if applicable.

TIGRX vs. ^IXIC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TIGRX TIAA-CREF Growth & Income Fund	-9.56%	13.92%	29.01%	32.97%	-22.15%	25.55%	20.49%	30.29%	-7.33%	23.72%
^IXIC NASDAQ Composite	-7.11%	20.36%	28.64%	43.42%	-33.10%	21.39%	43.64%	35.23%	-3.88%	28.24%

Returns By Period

In the year-to-date period, TIGRX achieves a -9.56% return, which is significantly lower than ^IXIC's -7.11% return. Over the past 10 years, TIGRX has underperformed ^IXIC with an annualized return of 13.02%, while ^IXIC has yielded a comparatively higher 15.95% annualized return.

TIGRX

• 1D: -0.44%
• 1M: -8.77%
• YTD: -9.56%
• 6M: -7.17%
• 1Y: 10.23%
• 3Y*: 17.01%
• 5Y*: 10.35%
• 10Y*: 13.02%

^IXIC

• 1D: 3.83%
• 1M: -4.75%
• YTD: -7.11%
• 6M: -4.72%
• 1Y: 24.81%
• 3Y*: 20.89%
• 5Y*: 9.88%
• 10Y*: 15.95%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TIGRX vs. ^IXIC — Risk / Return Rank

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

TIGRX

TIGRX Risk / Return Rank: 25
TIGRX Sharpe Ratio Rank: 25
TIGRX Sortino Ratio Rank: 26
TIGRX Omega Ratio Rank: 26
TIGRX Calmar Ratio Rank: 23
TIGRX Martin Ratio Rank: 25

^IXIC

^IXIC Risk / Return Rank: 81
^IXIC Sharpe Ratio Rank: 77
^IXIC Sortino Ratio Rank: 83
^IXIC Omega Ratio Rank: 81
^IXIC Calmar Ratio Rank: 81
^IXIC Martin Ratio Rank: 84

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.

TIGRX vs. ^IXIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Growth & Income Fund (TIGRX) and NASDAQ Composite (^IXIC). 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.

	TIGRX	^IXIC	Difference
Sharpe ratio Return per unit of total volatility	0.60	1.07	-0.47
Sortino ratio Return per unit of downside risk	0.96	1.66	-0.70
Omega ratio Gain probability vs. loss probability	1.14	1.24	-0.10
Calmar ratio Return relative to maximum drawdown	0.68	1.86	-1.18
Martin ratio Return relative to average drawdown	2.68	6.71	-4.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TIGRX vs. ^IXIC - Sharpe Ratio Comparison

The current TIGRX Sharpe Ratio is 0.60, which is lower than the ^IXIC Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of TIGRX and ^IXIC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TIGRX	^IXIC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.60	1.07	-0.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	0.44	+0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	0.73	-0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.51	-0.11

Correlation

The correlation between TIGRX and ^IXIC is 0.91, 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.

Drawdowns

TIGRX vs. ^IXIC - Drawdown Comparison

The maximum TIGRX drawdown since its inception was -49.52%, smaller than the maximum ^IXIC drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for TIGRX and ^IXIC.

Drawdown Indicators

	TIGRX	^IXIC	Difference
Max Drawdown Largest peak-to-trough decline	-49.52%	-77.93%	+28.41%
Max Drawdown (1Y) Largest decline over 1 year	-12.10%	-13.26%	+1.16%
Max Drawdown (5Y) Largest decline over 5 years	-27.16%	-36.40%	+9.24%
Max Drawdown (10Y) Largest decline over 10 years	-35.56%	-36.40%	+0.84%
Current Drawdown Current decline from peak	-11.27%	-9.88%	-1.39%
Average Drawdown Average peak-to-trough decline	-11.24%	-21.46%	+10.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.11%	3.67%	-0.56%

Volatility

TIGRX vs. ^IXIC - Volatility Comparison

The current volatility for TIAA-CREF Growth & Income Fund (TIGRX) is 4.69%, while NASDAQ Composite (^IXIC) has a volatility of 6.98%. This indicates that TIGRX experiences smaller price fluctuations and is considered to be less risky than ^IXIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TIGRX	^IXIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.69%	6.98%	-2.29%
Volatility (6M) Calculated over the trailing 6-month period	10.07%	13.04%	-2.97%
Volatility (1Y) Calculated over the trailing 1-year period	18.64%	23.31%	-4.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.53%	22.45%	+0.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.32%	21.97%	-0.65%