TIGRX vs. TILGX

In the year-to-date period, TIGRX achieves a -6.40% return, which is significantly higher than TILGX's -7.04% return. Over the past 10 years, TIGRX has underperformed TILGX with an annualized return of 2.40%, while TILGX has yielded a comparatively higher 5.72% annualized return.

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

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.

The current TIGRX Sharpe Ratio is -0.25, which is lower than the TILGX Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of TIGRX and TILGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TIGRX's dividend yield for the trailing twelve months is around 1.22%, more than TILGX's 0.30% yield.

The maximum TIGRX drawdown since its inception was -50.68%, smaller than the maximum TILGX drawdown of -54.54%. Use the drawdown chart below to compare losses from any high point for TIGRX and TILGX. For additional features, visit the drawdowns tool.