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

Performance

TILGX vs. RGAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) and American Funds The Growth Fund of America Class R-6 (RGAGX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
11.04%
13.87%
TILGX
RGAGX

Returns By Period

In the year-to-date period, TILGX achieves a 25.61% return, which is significantly lower than RGAGX's 29.62% return. Both investments have delivered pretty close results over the past 10 years, with TILGX having a 14.77% annualized return and RGAGX not far behind at 14.20%.


TILGX

YTD

25.61%

1M

3.20%

6M

11.04%

1Y

32.29%

5Y (annualized)

17.10%

10Y (annualized)

14.77%

RGAGX

YTD

29.62%

1M

4.48%

6M

13.87%

1Y

38.34%

5Y (annualized)

16.50%

10Y (annualized)

14.20%

Key characteristics


TILGXRGAGX
Sharpe Ratio1.812.55
Sortino Ratio2.343.34
Omega Ratio1.341.46
Calmar Ratio2.372.70
Martin Ratio9.2716.42
Ulcer Index3.48%2.33%
Daily Std Dev17.88%15.06%
Max Drawdown-52.16%-36.19%
Current Drawdown-2.01%-0.93%

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TILGX vs. RGAGX - Expense Ratio Comparison

TILGX has a 0.40% expense ratio, which is higher than RGAGX's 0.30% expense ratio.


TILGX
TIAA-CREF Large-Cap Growth Fund Institutional Class
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%
Expense ratio chart for RGAGX: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Correlation

-0.50.00.51.00.9

The correlation between TILGX and RGAGX is 0.95, 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

TILGX vs. RGAGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) and American Funds The Growth Fund of America Class R-6 (RGAGX). 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 TILGX, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.005.001.812.55
The chart of Sortino ratio for TILGX, currently valued at 2.34, compared to the broader market0.005.0010.002.343.34
The chart of Omega ratio for TILGX, currently valued at 1.34, compared to the broader market1.002.003.004.001.341.46
The chart of Calmar ratio for TILGX, currently valued at 2.37, compared to the broader market0.005.0010.0015.0020.002.372.70
The chart of Martin ratio for TILGX, currently valued at 9.27, compared to the broader market0.0020.0040.0060.0080.00100.009.2716.42
TILGX
RGAGX

The current TILGX Sharpe Ratio is 1.81, which is comparable to the RGAGX Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of TILGX and RGAGX, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.81
2.55
TILGX
RGAGX

Dividends

TILGX vs. RGAGX - Dividend Comparison

TILGX's dividend yield for the trailing twelve months is around 0.18%, less than RGAGX's 0.69% yield.


TTM20232022202120202019201820172016201520142013
TILGX
TIAA-CREF Large-Cap Growth Fund Institutional Class
0.18%0.22%0.42%0.14%0.50%0.42%0.69%0.48%0.61%0.37%0.33%0.37%
RGAGX
American Funds The Growth Fund of America Class R-6
0.69%0.89%0.72%0.40%0.53%1.26%1.09%0.82%0.93%1.00%10.99%7.70%

Drawdowns

TILGX vs. RGAGX - Drawdown Comparison

The maximum TILGX drawdown since its inception was -52.16%, which is greater than RGAGX's maximum drawdown of -36.19%. Use the drawdown chart below to compare losses from any high point for TILGX and RGAGX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.01%
-0.93%
TILGX
RGAGX

Volatility

TILGX vs. RGAGX - Volatility Comparison

TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) has a higher volatility of 5.25% compared to American Funds The Growth Fund of America Class R-6 (RGAGX) at 4.61%. This indicates that TILGX's price experiences larger fluctuations and is considered to be riskier than RGAGX 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%JuneJulyAugustSeptemberOctoberNovember
5.25%
4.61%
TILGX
RGAGX