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

Performance

TILGX vs. TRGP - 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 Targa Resources Corp. (TRGP). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
11.04%
83.25%
TILGX
TRGP

Returns By Period

In the year-to-date period, TILGX achieves a 25.61% return, which is significantly lower than TRGP's 144.04% return. Over the past 10 years, TILGX has outperformed TRGP with an annualized return of 14.77%, while TRGP has yielded a comparatively lower 10.94% annualized return.


TILGX

YTD

25.61%

1M

3.20%

6M

11.04%

1Y

32.29%

5Y (annualized)

17.10%

10Y (annualized)

14.77%

TRGP

YTD

144.04%

1M

25.57%

6M

83.25%

1Y

143.06%

5Y (annualized)

44.30%

10Y (annualized)

10.94%

Key characteristics


TILGXTRGP
Sharpe Ratio1.816.38
Sortino Ratio2.346.89
Omega Ratio1.341.96
Calmar Ratio2.3713.04
Martin Ratio9.2748.75
Ulcer Index3.48%2.93%
Daily Std Dev17.88%22.41%
Max Drawdown-52.16%-95.21%
Current Drawdown-2.01%-0.18%

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Correlation

-0.50.00.51.00.4

The correlation between TILGX and TRGP is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

TILGX vs. TRGP - 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 Targa Resources Corp. (TRGP). 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-1.000.001.002.003.004.005.001.816.38
The chart of Sortino ratio for TILGX, currently valued at 2.34, compared to the broader market0.005.0010.002.346.89
The chart of Omega ratio for TILGX, currently valued at 1.34, compared to the broader market1.002.003.004.001.341.96
The chart of Calmar ratio for TILGX, currently valued at 2.37, compared to the broader market0.005.0010.0015.0020.002.3713.04
The chart of Martin ratio for TILGX, currently valued at 9.27, compared to the broader market0.0020.0040.0060.0080.00100.009.2748.75
TILGX
TRGP

The current TILGX Sharpe Ratio is 1.81, which is lower than the TRGP Sharpe Ratio of 6.38. The chart below compares the historical Sharpe Ratios of TILGX and TRGP, 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 Ratio1.002.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
1.81
6.38
TILGX
TRGP

Dividends

TILGX vs. TRGP - Dividend Comparison

TILGX's dividend yield for the trailing twelve months is around 0.18%, less than TRGP's 1.33% 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%
TRGP
Targa Resources Corp.
1.33%2.13%1.90%0.77%4.59%8.92%10.11%7.52%6.49%12.53%2.53%2.33%

Drawdowns

TILGX vs. TRGP - Drawdown Comparison

The maximum TILGX drawdown since its inception was -52.16%, smaller than the maximum TRGP drawdown of -95.21%. Use the drawdown chart below to compare losses from any high point for TILGX and TRGP. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.01%
-0.18%
TILGX
TRGP

Volatility

TILGX vs. TRGP - Volatility Comparison

The current volatility for TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) is 5.25%, while Targa Resources Corp. (TRGP) has a volatility of 8.17%. This indicates that TILGX experiences smaller price fluctuations and is considered to be less risky than TRGP 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%
8.17%
TILGX
TRGP