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

Key characteristics


TILGXTIGRX
YTD Return27.77%31.75%
1Y Return41.82%43.83%
3Y Return (Ann)7.08%10.95%
5Y Return (Ann)17.80%15.53%
10Y Return (Ann)15.13%12.77%
Sharpe Ratio2.283.32
Sortino Ratio2.894.45
Omega Ratio1.431.62
Calmar Ratio2.945.09
Martin Ratio11.7923.22
Ulcer Index3.47%1.85%
Daily Std Dev17.93%12.93%
Max Drawdown-52.16%-49.52%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.9

The correlation between TILGX and TIGRX is 0.94, 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. TIGRX - Performance Comparison

In the year-to-date period, TILGX achieves a 27.77% return, which is significantly lower than TIGRX's 31.75% return. Over the past 10 years, TILGX has outperformed TIGRX with an annualized return of 15.13%, while TIGRX has yielded a comparatively lower 12.77% 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
15.32%
13.92%
TILGX
TIGRX

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TILGX vs. TIGRX - Expense Ratio Comparison

Both TILGX and TIGRX have an expense ratio of 0.40%.


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 TIGRX: 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. TIGRX - 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 Growth & Income Fund (TIGRX). 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 2.28, compared to the broader market0.002.004.002.28
Sortino ratio
The chart of Sortino ratio for TILGX, currently valued at 2.89, compared to the broader market0.005.0010.002.89
Omega ratio
The chart of Omega ratio for TILGX, currently valued at 1.43, compared to the broader market1.002.003.004.001.43
Calmar ratio
The chart of Calmar ratio for TILGX, currently valued at 2.94, compared to the broader market0.005.0010.0015.0020.0025.002.94
Martin ratio
The chart of Martin ratio for TILGX, currently valued at 11.79, compared to the broader market0.0020.0040.0060.0080.00100.0011.79
TIGRX
Sharpe ratio
The chart of Sharpe ratio for TIGRX, currently valued at 3.32, compared to the broader market0.002.004.003.32
Sortino ratio
The chart of Sortino ratio for TIGRX, currently valued at 4.45, compared to the broader market0.005.0010.004.45
Omega ratio
The chart of Omega ratio for TIGRX, currently valued at 1.62, compared to the broader market1.002.003.004.001.62
Calmar ratio
The chart of Calmar ratio for TIGRX, currently valued at 5.09, compared to the broader market0.005.0010.0015.0020.0025.005.09
Martin ratio
The chart of Martin ratio for TIGRX, currently valued at 23.22, compared to the broader market0.0020.0040.0060.0080.00100.0023.22

TILGX vs. TIGRX - Sharpe Ratio Comparison

The current TILGX Sharpe Ratio is 2.28, which is lower than the TIGRX Sharpe Ratio of 3.32. The chart below compares the historical Sharpe Ratios of TILGX and TIGRX, 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
2.28
3.32
TILGX
TIGRX

Dividends

TILGX vs. TIGRX - Dividend Comparison

TILGX's dividend yield for the trailing twelve months is around 0.17%, less than TIGRX's 1.14% 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%
TIGRX
TIAA-CREF Growth & Income Fund
1.14%1.40%1.60%0.92%1.15%1.44%1.45%1.04%1.37%1.26%1.15%1.17%

Drawdowns

TILGX vs. TIGRX - Drawdown Comparison

The maximum TILGX drawdown since its inception was -52.16%, which is greater than TIGRX's maximum drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for TILGX and TIGRX. 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
TIGRX

Volatility

TILGX vs. TIGRX - Volatility Comparison

TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) has a higher volatility of 5.00% compared to TIAA-CREF Growth & Income Fund (TIGRX) at 3.95%. This indicates that TILGX's price experiences larger fluctuations and is considered to be riskier than TIGRX 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
5.00%
3.95%
TILGX
TIGRX