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

Key characteristics


TILGXRGAGX
YTD Return17.49%19.59%
1Y Return30.40%32.75%
3Y Return (Ann)5.23%5.64%
5Y Return (Ann)16.16%15.68%
10Y Return (Ann)14.46%13.50%
Sharpe Ratio1.632.08
Daily Std Dev18.30%15.61%
Max Drawdown-52.16%-36.19%
Current Drawdown-4.77%-1.29%

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.

Performance

TILGX vs. RGAGX - Performance Comparison

In the year-to-date period, TILGX achieves a 17.49% return, which is significantly lower than RGAGX's 19.59% return. Over the past 10 years, TILGX has outperformed RGAGX with an annualized return of 14.46%, while RGAGX has yielded a comparatively lower 13.50% 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
4.95%
6.63%
TILGX
RGAGX

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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%

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.


TILGX
Sharpe ratio
The chart of Sharpe ratio for TILGX, currently valued at 1.63, compared to the broader market-1.000.001.002.003.004.005.001.63
Sortino ratio
The chart of Sortino ratio for TILGX, currently valued at 2.14, compared to the broader market0.005.0010.002.14
Omega ratio
The chart of Omega ratio for TILGX, currently valued at 1.30, compared to the broader market1.002.003.004.001.30
Calmar ratio
The chart of Calmar ratio for TILGX, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.001.45
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
RGAGX
Sharpe ratio
The chart of Sharpe ratio for RGAGX, currently valued at 2.08, compared to the broader market-1.000.001.002.003.004.005.002.08
Sortino ratio
The chart of Sortino ratio for RGAGX, currently valued at 2.76, compared to the broader market0.005.0010.002.76
Omega ratio
The chart of Omega ratio for RGAGX, currently valued at 1.37, compared to the broader market1.002.003.004.001.37
Calmar ratio
The chart of Calmar ratio for RGAGX, currently valued at 1.37, compared to the broader market0.005.0010.0015.0020.001.37
Martin ratio
The chart of Martin ratio for RGAGX, currently valued at 12.03, compared to the broader market0.0020.0040.0060.0080.00100.0012.03

TILGX vs. RGAGX - Sharpe Ratio Comparison

The current TILGX Sharpe Ratio is 1.63, which roughly equals the RGAGX Sharpe Ratio of 2.08. The chart below compares the 12-month rolling Sharpe Ratio of TILGX and RGAGX.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.63
2.08
TILGX
RGAGX

Dividends

TILGX vs. RGAGX - Dividend Comparison

TILGX's dividend yield for the trailing twelve months is around 0.19%, less than RGAGX's 6.44% yield.


TTM20232022202120202019201820172016201520142013
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%
RGAGX
American Funds The Growth Fund of America Class R-6
6.44%7.70%4.44%8.49%4.57%7.67%12.36%7.34%6.95%9.22%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%AprilMayJuneJulyAugustSeptember
-4.77%
-1.29%
TILGX
RGAGX

Volatility

TILGX vs. RGAGX - Volatility Comparison

TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) has a higher volatility of 5.76% compared to American Funds The Growth Fund of America Class R-6 (RGAGX) at 4.92%. 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%AprilMayJuneJulyAugustSeptember
5.76%
4.92%
TILGX
RGAGX