TIGRX vs. QQQ
Compare and contrast key facts about TIAA-CREF Growth & Income Fund (TIGRX) and Invesco QQQ (QQQ).
TIGRX is managed by TIAA Investments. It was launched on Jul 1, 1999. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TIGRX or QQQ.
Performance
TIGRX vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, TIGRX achieves a 30.28% return, which is significantly higher than QQQ's 23.40% return. Over the past 10 years, TIGRX has underperformed QQQ with an annualized return of 12.51%, while QQQ has yielded a comparatively higher 18.08% annualized return.
TIGRX
30.28%
0.54%
11.68%
36.52%
15.16%
12.51%
QQQ
23.40%
1.56%
10.75%
30.41%
20.90%
18.08%
Key characteristics
| TIGRX | QQQ | |
|---|---|---|
| Sharpe Ratio | 2.82 | 1.71 |
| Sortino Ratio | 3.82 | 2.29 |
| Omega Ratio | 1.52 | 1.31 |
| Calmar Ratio | 4.28 | 2.19 |
| Martin Ratio | 19.44 | 7.95 |
| Ulcer Index | 1.86% | 3.73% |
| Daily Std Dev | 12.78% | 17.38% |
| Max Drawdown | -49.52% | -82.98% |
| Current Drawdown | -1.35% | -2.13% |
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TIGRX vs. QQQ - Expense Ratio Comparison
TIGRX has a 0.40% expense ratio, which is higher than QQQ's 0.20% expense ratio.
Correlation
The correlation between TIGRX and QQQ is 0.89, 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
TIGRX vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Growth & Income Fund (TIGRX) and Invesco QQQ (QQQ). 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
TIGRX vs. QQQ - Dividend Comparison
TIGRX's dividend yield for the trailing twelve months is around 1.15%, more than QQQ's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIGRX TIAA-CREF Growth & Income Fund | 1.15% | 1.40% | 1.60% | 0.92% | 1.15% | 1.44% | 1.45% | 1.04% | 1.37% | 1.26% | 1.15% | 1.17% |
QQQ Invesco QQQ | 0.60% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
TIGRX vs. QQQ - Drawdown Comparison
The maximum TIGRX drawdown since its inception was -49.52%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for TIGRX and QQQ. For additional features, visit the drawdowns tool.
Volatility
TIGRX vs. QQQ - Volatility Comparison
The current volatility for TIAA-CREF Growth & Income Fund (TIGRX) is 3.87%, while Invesco QQQ (QQQ) has a volatility of 5.66%. This indicates that TIGRX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.