TILGX vs. TCLOX
Compare and contrast key facts about TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) and TIAA-CREF Lifecycle 2040 Fund (TCLOX).
TILGX is managed by TIAA Investments. It was launched on Mar 31, 2006. TCLOX is managed by TIAA Investments. It was launched on Oct 14, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TILGX or TCLOX.
Performance
TILGX vs. TCLOX - Performance Comparison
Returns By Period
In the year-to-date period, TILGX achieves a 25.61% return, which is significantly higher than TCLOX's 14.42% return. Over the past 10 years, TILGX has outperformed TCLOX with an annualized return of 14.77%, while TCLOX has yielded a comparatively lower 8.10% annualized return.
TILGX
25.61%
3.20%
11.04%
32.29%
17.10%
14.77%
TCLOX
14.42%
0.89%
6.13%
20.25%
9.04%
8.10%
Key characteristics
| TILGX | TCLOX | |
|---|---|---|
| Sharpe Ratio | 1.81 | 1.95 |
| Sortino Ratio | 2.34 | 2.67 |
| Omega Ratio | 1.34 | 1.37 |
| Calmar Ratio | 2.37 | 2.59 |
| Martin Ratio | 9.27 | 13.01 |
| Ulcer Index | 3.48% | 1.56% |
| Daily Std Dev | 17.88% | 10.36% |
| Max Drawdown | -52.16% | -53.88% |
| Current Drawdown | -2.01% | -0.76% |
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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.
Correlation
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.
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.
Dividends
TILGX vs. TCLOX - Dividend Comparison
TILGX's dividend yield for the trailing twelve months is around 0.18%, less than TCLOX's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TCLOX TIAA-CREF Lifecycle 2040 Fund | 1.20% | 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.
Volatility
TILGX vs. TCLOX - Volatility Comparison
TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) has a higher volatility of 5.25% compared to TIAA-CREF Lifecycle 2040 Fund (TCLOX) at 2.37%. 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.