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

Key characteristics


TILGXTCLOX
YTD Return27.94%15.30%
1Y Return39.26%24.51%
3Y Return (Ann)7.38%3.86%
5Y Return (Ann)17.68%9.29%
10Y Return (Ann)15.14%8.34%
Sharpe Ratio2.352.46
Sortino Ratio2.953.35
Omega Ratio1.441.48
Calmar Ratio3.082.49
Martin Ratio12.1116.75
Ulcer Index3.47%1.54%
Daily Std Dev17.85%10.46%
Max Drawdown-52.16%-53.88%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.9

The correlation between TILGX and TCLOX is 0.92, 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. TCLOX - Performance Comparison

In the year-to-date period, TILGX achieves a 27.94% return, which is significantly higher than TCLOX's 15.30% return. Over the past 10 years, TILGX has outperformed TCLOX with an annualized return of 15.14%, while TCLOX has yielded a comparatively lower 8.34% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.56%
8.09%
TILGX
TCLOX

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TILGX vs. TCLOX - Expense Ratio Comparison

TILGX has a 0.40% expense ratio, which is lower than TCLOX's 0.49% expense ratio.


TCLOX
TIAA-CREF Lifecycle 2040 Fund
Expense ratio chart for TCLOX: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
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

TILGX vs. TCLOX - 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 TIAA-CREF Lifecycle 2040 Fund (TCLOX). 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 2.35, compared to the broader market0.002.004.002.35
Sortino ratio
The chart of Sortino ratio for TILGX, currently valued at 2.95, compared to the broader market0.005.0010.002.95
Omega ratio
The chart of Omega ratio for TILGX, currently valued at 1.44, compared to the broader market1.002.003.004.001.44
Calmar ratio
The chart of Calmar ratio for TILGX, currently valued at 3.08, compared to the broader market0.005.0010.0015.0020.0025.003.08
Martin ratio
The chart of Martin ratio for TILGX, currently valued at 12.11, compared to the broader market0.0020.0040.0060.0080.00100.0012.11
TCLOX
Sharpe ratio
The chart of Sharpe ratio for TCLOX, currently valued at 2.46, compared to the broader market0.002.004.002.46
Sortino ratio
The chart of Sortino ratio for TCLOX, currently valued at 3.35, compared to the broader market0.005.0010.003.35
Omega ratio
The chart of Omega ratio for TCLOX, currently valued at 1.48, compared to the broader market1.002.003.004.001.48
Calmar ratio
The chart of Calmar ratio for TCLOX, currently valued at 2.49, compared to the broader market0.005.0010.0015.0020.0025.002.49
Martin ratio
The chart of Martin ratio for TCLOX, currently valued at 16.75, compared to the broader market0.0020.0040.0060.0080.00100.0016.75

TILGX vs. TCLOX - Sharpe Ratio Comparison

The current TILGX Sharpe Ratio is 2.35, which is comparable to the TCLOX Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of TILGX and TCLOX, 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 Ratio1.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
2.35
2.46
TILGX
TCLOX

Dividends

TILGX vs. TCLOX - Dividend Comparison

TILGX's dividend yield for the trailing twelve months is around 0.17%, less than TCLOX's 1.19% yield.


TTM20232022202120202019201820172016201520142013
TILGX
TIAA-CREF Large-Cap Growth Fund Institutional Class
0.17%0.22%0.42%0.14%0.50%0.42%0.69%0.48%0.61%0.37%0.33%0.37%
TCLOX
TIAA-CREF Lifecycle 2040 Fund
1.19%1.37%1.05%2.36%1.76%1.09%1.97%1.91%1.28%1.42%2.36%2.88%

Drawdowns

TILGX vs. TCLOX - Drawdown Comparison

The maximum TILGX drawdown since its inception was -52.16%, roughly equal to the maximum TCLOX drawdown of -53.88%. Use the drawdown chart below to compare losses from any high point for TILGX and TCLOX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
TILGX
TCLOX

Volatility

TILGX vs. TCLOX - Volatility Comparison

TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) has a higher volatility of 4.99% compared to TIAA-CREF Lifecycle 2040 Fund (TCLOX) at 2.47%. This indicates that TILGX's price experiences larger fluctuations and is considered to be riskier than TCLOX 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
4.99%
2.47%
TILGX
TCLOX