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

Performance

TILGX vs. TIREX - 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 Real Estate Securities Fund Institutional Class (TIREX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
11.04%
21.15%
TILGX
TIREX

Returns By Period

In the year-to-date period, TILGX achieves a 25.61% return, which is significantly higher than TIREX's 12.18% return. Over the past 10 years, TILGX has outperformed TIREX with an annualized return of 14.77%, while TIREX has yielded a comparatively lower 7.25% annualized return.


TILGX

YTD

25.61%

1M

3.20%

6M

11.04%

1Y

32.29%

5Y (annualized)

17.10%

10Y (annualized)

14.77%

TIREX

YTD

12.18%

1M

-0.16%

6M

21.15%

1Y

25.18%

5Y (annualized)

5.23%

10Y (annualized)

7.25%

Key characteristics


TILGXTIREX
Sharpe Ratio1.811.57
Sortino Ratio2.342.21
Omega Ratio1.341.27
Calmar Ratio2.370.87
Martin Ratio9.275.43
Ulcer Index3.48%4.64%
Daily Std Dev17.88%16.05%
Max Drawdown-52.16%-74.18%
Current Drawdown-2.01%-10.34%

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TILGX vs. TIREX - Expense Ratio Comparison

TILGX has a 0.40% expense ratio, which is lower than TIREX's 0.47% expense ratio.


TIREX
TIAA-CREF Real Estate Securities Fund Institutional Class
Expense ratio chart for TIREX: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
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%

Correlation

-0.50.00.51.00.6

The correlation between TILGX and TIREX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

TILGX vs. TIREX - 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 Real Estate Securities Fund Institutional Class (TIREX). 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.


Sharpe ratio
The chart of Sharpe ratio for TILGX, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.005.001.811.57
The chart of Sortino ratio for TILGX, currently valued at 2.34, compared to the broader market0.005.0010.002.342.21
The chart of Omega ratio for TILGX, currently valued at 1.34, compared to the broader market1.002.003.004.001.341.27
The chart of Calmar ratio for TILGX, currently valued at 2.37, compared to the broader market0.005.0010.0015.0020.002.370.87
The chart of Martin ratio for TILGX, currently valued at 9.27, compared to the broader market0.0020.0040.0060.0080.00100.009.275.43
TILGX
TIREX

The current TILGX Sharpe Ratio is 1.81, which is comparable to the TIREX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of TILGX and TIREX, 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.81
1.57
TILGX
TIREX

Dividends

TILGX vs. TIREX - Dividend Comparison

TILGX's dividend yield for the trailing twelve months is around 0.18%, less than TIREX's 2.83% yield.


TTM20232022202120202019201820172016201520142013
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%
TIREX
TIAA-CREF Real Estate Securities Fund Institutional Class
2.83%2.72%2.19%1.41%1.80%1.68%2.60%1.55%2.63%2.00%1.69%2.02%

Drawdowns

TILGX vs. TIREX - Drawdown Comparison

The maximum TILGX drawdown since its inception was -52.16%, smaller than the maximum TIREX drawdown of -74.18%. Use the drawdown chart below to compare losses from any high point for TILGX and TIREX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.01%
-10.34%
TILGX
TIREX

Volatility

TILGX vs. TIREX - Volatility Comparison

TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) has a higher volatility of 5.25% compared to TIAA-CREF Real Estate Securities Fund Institutional Class (TIREX) at 4.74%. This indicates that TILGX's price experiences larger fluctuations and is considered to be riskier than TIREX 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
5.25%
4.74%
TILGX
TIREX