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

Key characteristics


TIGRXTILGX
YTD Return24.30%17.87%
1Y Return34.28%30.33%
3Y Return (Ann)11.09%5.35%
5Y Return (Ann)14.61%16.07%
10Y Return (Ann)12.19%14.50%
Sharpe Ratio2.611.65
Daily Std Dev13.23%18.30%
Max Drawdown-49.52%-52.16%
Current Drawdown0.00%-4.46%

Correlation

-0.50.00.51.00.9

The correlation between TIGRX and TILGX is 0.94, 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.

Performance

TIGRX vs. TILGX - Performance Comparison

In the year-to-date period, TIGRX achieves a 24.30% return, which is significantly higher than TILGX's 17.87% return. Over the past 10 years, TIGRX has underperformed TILGX with an annualized return of 12.19%, while TILGX has yielded a comparatively higher 14.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
9.87%
6.58%
TIGRX
TILGX

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TIGRX vs. TILGX - Expense Ratio Comparison

Both TIGRX and TILGX have an expense ratio of 0.40%.


TIGRX
TIAA-CREF Growth & Income Fund
Expense ratio chart for TIGRX: 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 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%

Risk-Adjusted Performance

TIGRX vs. TILGX - Risk-Adjusted Performance Comparison

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


TIGRX
Sharpe ratio
The chart of Sharpe ratio for TIGRX, currently valued at 2.61, compared to the broader market-1.000.001.002.003.004.005.002.61
Sortino ratio
The chart of Sortino ratio for TIGRX, currently valued at 3.51, compared to the broader market0.005.0010.003.51
Omega ratio
The chart of Omega ratio for TIGRX, currently valued at 1.47, compared to the broader market1.002.003.004.001.47
Calmar ratio
The chart of Calmar ratio for TIGRX, currently valued at 3.17, compared to the broader market0.005.0010.0015.0020.003.17
Martin ratio
The chart of Martin ratio for TIGRX, currently valued at 15.81, compared to the broader market0.0020.0040.0060.0080.00100.0015.81
TILGX
Sharpe ratio
The chart of Sharpe ratio for TILGX, currently valued at 1.65, compared to the broader market-1.000.001.002.003.004.005.001.65
Sortino ratio
The chart of Sortino ratio for TILGX, currently valued at 2.16, compared to the broader market0.005.0010.002.16
Omega ratio
The chart of Omega ratio for TILGX, currently valued at 1.31, compared to the broader market1.002.003.004.001.31
Calmar ratio
The chart of Calmar ratio for TILGX, currently valued at 1.47, compared to the broader market0.005.0010.0015.0020.001.47
Martin ratio
The chart of Martin ratio for TILGX, currently valued at 8.19, compared to the broader market0.0020.0040.0060.0080.00100.008.19

TIGRX vs. TILGX - Sharpe Ratio Comparison

The current TIGRX Sharpe Ratio is 2.61, which is higher than the TILGX Sharpe Ratio of 1.65. The chart below compares the 12-month rolling Sharpe Ratio of TIGRX and TILGX.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AprilMayJuneJulyAugustSeptember
2.61
1.65
TIGRX
TILGX

Dividends

TIGRX vs. TILGX - Dividend Comparison

TIGRX's dividend yield for the trailing twelve months is around 19.70%, more than TILGX's 0.19% yield.


TTM20232022202120202019201820172016201520142013
TIGRX
TIAA-CREF Growth & Income Fund
19.70%24.27%9.52%19.80%7.44%1.44%9.98%4.81%3.06%8.41%10.31%12.09%
TILGX
TIAA-CREF Large-Cap Growth Fund Institutional Class
0.19%0.22%0.42%10.49%37.04%4.41%14.12%4.31%1.82%3.80%12.49%7.19%

Drawdowns

TIGRX vs. TILGX - Drawdown Comparison

The maximum TIGRX drawdown since its inception was -49.52%, smaller than the maximum TILGX drawdown of -52.16%. Use the drawdown chart below to compare losses from any high point for TIGRX 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%AprilMayJuneJulyAugustSeptember0
-4.46%
TIGRX
TILGX

Volatility

TIGRX vs. TILGX - Volatility Comparison

The current volatility for TIAA-CREF Growth & Income Fund (TIGRX) is 4.53%, while TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) has a volatility of 5.89%. This indicates that TIGRX 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.


2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
4.53%
5.89%
TIGRX
TILGX