TILGX vs. TCSIX

Last updated Jun 23, 2026

TILGX (TIAA-CREF Large-Cap Growth Fund Institutional Class) and TCSIX (TIAA-CREF Lifestyle Conservative Fund) are both mutual funds - TILGX is a Large Cap Growth Equities fund managed by TIAA Investments, while TCSIX is a Diversified Portfolio fund managed by TIAA Investments. Over the past 10 years, TILGX returned 16.62%/yr vs 6.28%/yr for TCSIX. Their correlation of 0.86 suggests significant overlap in exposure. TILGX charges 0.40%/yr vs 0.10%/yr for TCSIX.

Performance

TILGX vs. TCSIX - 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 TIAA-CREF Lifestyle Conservative Fund (TCSIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TILGX achieves a 4.81% return, which is significantly higher than TCSIX's 4.10% return. Over the past 10 years, TILGX has outperformed TCSIX with an annualized return of 16.62%, while TCSIX has yielded a comparatively lower 6.28% annualized return.

TILGX

• 1D: 1.23%
• 1M: -1.20%
• YTD: 4.81%
• 6M: 4.41%
• 1Y: 20.96%
• 3Y*: 20.48%
• 5Y*: 10.27%
• 10Y*: 16.62%

TCSIX

• 1D: 0.65%
• 1M: 1.38%
• YTD: 4.10%
• 6M: 4.17%
• 1Y: 12.50%
• 3Y*: 9.97%
• 5Y*: 4.72%
• 10Y*: 6.28%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TILGX vs. TCSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TILGX TIAA-CREF Large-Cap Growth Fund Institutional Class	4.81%	15.25%	29.23%	47.05%	-32.76%	16.84%	44.23%	30.76%	-0.38%	33.89%
TCSIX TIAA-CREF Lifestyle Conservative Fund	4.10%	12.00%	8.33%	12.70%	-13.68%	6.46%	12.14%	15.49%	-4.45%	10.60%

Correlation

The correlation between TILGX and TCSIX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (10Y) Calculated over the trailing 10-year period	0.84
Correlation (All Time) Calculated using the full available price history since Jan 3, 2012	0.86

The correlation between TILGX and TCSIX has been stable across timeframes, ranging from 0.80 to 0.86 - a consistent structural relationship.

Return for Risk

TILGX vs. TCSIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TILGX

TILGX Risk / Return Rank: 20
TILGX Sharpe Ratio Rank: 22
TILGX Sortino Ratio Rank: 20
TILGX Omega Ratio Rank: 22
TILGX Calmar Ratio Rank: 16
TILGX Martin Ratio Rank: 18

TCSIX

TCSIX Risk / Return Rank: 50
TCSIX Sharpe Ratio Rank: 52
TCSIX Sortino Ratio Rank: 53
TCSIX Omega Ratio Rank: 57
TCSIX Calmar Ratio Rank: 37
TCSIX Martin Ratio Rank: 51

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TILGX vs. TCSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) and TIAA-CREF Lifestyle Conservative Fund (TCSIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	TILGX	TCSIX	Difference
Sharpe ratio: Return per unit of total volatility	1.27	1.96	-0.69
Sortino ratio: Return per unit of downside risk	1.77	2.80	-1.04
Omega ratio: Gain probability vs. loss probability	1.23	1.38	-0.16
Calmar ratio: Return relative to maximum drawdown	1.35	2.19	-0.84
Martin ratio: Return relative to average drawdown	4.45	9.86	-5.41

TILGX vs. TCSIX - Sharpe Ratio Comparison

The current TILGX Sharpe Ratio is 1.27, which is lower than the TCSIX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of TILGX and TCSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TILGX vs. TCSIX - Drawdown Comparison

The maximum TILGX drawdown since its inception was -52.16%, which is greater than TCSIX's maximum drawdown of -19.12%. Use the drawdown chart below to compare losses from any high point for TILGX and TCSIX.

Drawdown Indicators

	TILGX	TCSIX	Difference
Max Drawdown Largest peak-to-trough decline	-52.16%	-19.12%	-33.04%
Max Drawdown (1Y) Largest decline over 1 year	-15.19%	-5.73%	-9.46%
Max Drawdown (3Y) Largest decline over 3 years	-23.94%	-6.81%	-17.13%
Max Drawdown (5Y) Largest decline over 5 years	-37.86%	-19.12%	-18.74%
Max Drawdown (10Y) Largest decline over 10 years	-37.86%	-19.12%	-18.74%
Current Drawdown Current decline from peak	-3.14%	0.00%	-3.14%
Average Drawdown Average peak-to-trough decline	-8.83%	-2.65%	-6.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.57%	1.26%	+3.31%

Volatility

TILGX vs. TCSIX - Volatility Comparison

TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) has a higher volatility of 5.27% compared to TIAA-CREF Lifestyle Conservative Fund (TCSIX) at 2.55%. This indicates that TILGX's price experiences larger fluctuations and is considered to be riskier than TCSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TILGX	TCSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.27%	2.55%	+2.72%
Volatility (6M) Calculated over the trailing 6-month period	12.06%	5.40%	+6.66%
Volatility (1Y) Calculated over the trailing 1-year period	16.12%	6.38%	+9.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.95%	7.44%	+14.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.65%	7.53%	+14.12%

TILGX vs. TCSIX - Expense Ratio Comparison

TILGX has a 0.40% expense ratio, which is higher than TCSIX's 0.10% expense ratio.

Dividends

TILGX vs. TCSIX - Dividend Comparison

TILGX's dividend yield for the trailing twelve months is around 13.24%, more than TCSIX's 4.74% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TCSIX TIAA-CREF Lifestyle Conservative Fund	4.74%	5.59%	3.28%	2.96%	6.28%	7.32%	4.75%	3.57%	4.36%	1.77%	3.57%	2.56%
TILGX TIAA-CREF Large-Cap Growth Fund Institutional Class	13.24%	13.87%	6.41%	0.22%	0.42%	10.49%	37.04%	4.41%	14.12%	3.83%	1.82%	3.80%

Frequently Asked Questions

Can I hold both TILGX and TCSIX in my portfolio?

TILGX and TCSIX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TILGX or TCSIX?

TILGX has higher volatility (5.27%) compared to TCSIX (2.55%). In terms of maximum drawdown, TILGX dropped -52.16% vs TCSIX's -19.12%.

Which has better risk-adjusted returns?

TCSIX currently has the higher Sharpe Ratio (1.96 vs 1.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.