TILGX vs. TRGP

Last updated Apr 2, 2026

Compare and contrast key facts about TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) and Targa Resources Corp. (TRGP).

TILGX is managed by TIAA Investments. It was launched on Mar 31, 2006.

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.

TILGX vs. TRGP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TILGX TIAA-CREF Large-Cap Growth Fund Institutional Class	-8.83%	15.25%	29.23%	47.05%	-32.76%	16.84%	44.23%	30.76%	-0.38%	33.89%
TRGP Targa Resources Corp.	33.34%	5.65%	110.12%	21.01%	43.71%	100.15%	-32.48%	23.98%	-19.88%	-7.09%

Returns By Period

In the year-to-date period, TILGX achieves a -8.83% return, which is significantly lower than TRGP's 33.34% return. Over the past 10 years, TILGX has underperformed TRGP with an annualized return of 14.95%, while TRGP has yielded a comparatively higher 29.87% annualized return.

TILGX

• 1D: 3.55%
• 1M: -5.15%
• YTD: -8.83%
• 6M: -8.00%
• 1Y: 17.43%
• 3Y*: 19.48%
• 5Y*: 8.44%
• 10Y*: 14.95%

TRGP

• 1D: -2.37%
• 1M: 2.16%
• YTD: 33.34%
• 6M: 47.35%
• 1Y: 23.38%
• 3Y*: 53.15%
• 5Y*: 53.19%
• 10Y*: 29.87%

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

Return for Risk

TILGX vs. TRGP — Risk / Return Rank

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

TILGX

TILGX Risk / Return Rank: 36
TILGX Sharpe Ratio Rank: 36
TILGX Sortino Ratio Rank: 42
TILGX Omega Ratio Rank: 38
TILGX Calmar Ratio Rank: 35
TILGX Martin Ratio Rank: 30

TRGP

TRGP Risk / Return Rank: 59
TRGP Sharpe Ratio Rank: 65
TRGP Sortino Ratio Rank: 56
TRGP Omega Ratio Rank: 57
TRGP Calmar Ratio Rank: 61
TRGP Martin Ratio Rank: 56

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. TRGP - 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 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.

	TILGX	TRGP	Difference
Sharpe ratio Return per unit of total volatility	0.83	0.69	+0.15
Sortino ratio Return per unit of downside risk	1.34	1.04	+0.30
Omega ratio Gain probability vs. loss probability	1.19	1.15	+0.04
Calmar ratio Return relative to maximum drawdown	1.00	0.89	+0.11
Martin ratio Return relative to average drawdown	3.43	1.56	+1.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TILGX vs. TRGP - Sharpe Ratio Comparison

The current TILGX Sharpe Ratio is 0.83, which is comparable to the TRGP Sharpe Ratio of 0.69. 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.

Sharpe Ratios by Period

	TILGX	TRGP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.83	0.69	+0.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.39	1.65	-1.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.70	0.62	+0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.46	+0.07

Correlation

The correlation between TILGX and TRGP is 0.35, 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.

Dividends

TILGX vs. TRGP - Dividend Comparison

TILGX's dividend yield for the trailing twelve months is around 15.22%, more than TRGP's 1.63% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TILGX TIAA-CREF Large-Cap Growth Fund Institutional Class	15.22%	13.87%	6.41%	0.22%	0.42%	10.49%	37.04%	4.41%	14.12%	3.83%	1.82%	3.80%
TRGP Targa Resources Corp.	1.63%	2.03%	1.54%	2.13%	1.90%	0.77%	4.59%	8.92%	10.11%	7.52%	6.49%	12.53%

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.

Drawdown Indicators

	TILGX	TRGP	Difference
Max Drawdown Largest peak-to-trough decline	-52.16%	-95.21%	+43.05%
Max Drawdown (1Y) Largest decline over 1 year	-15.19%	-28.05%	+12.86%
Max Drawdown (5Y) Largest decline over 5 years	-37.86%	-31.61%	-6.25%
Max Drawdown (10Y) Largest decline over 10 years	-37.86%	-90.78%	+52.92%
Current Drawdown Current decline from peak	-12.17%	-2.37%	-9.80%
Average Drawdown Average peak-to-trough decline	-8.90%	-33.95%	+25.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.44%	16.04%	-11.60%

Volatility

TILGX vs. TRGP - Volatility Comparison

The current volatility for TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) is 6.44%, while Targa Resources Corp. (TRGP) has a volatility of 6.82%. 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.

Volatility by Period

	TILGX	TRGP	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.44%	6.82%	-0.38%
Volatility (6M) Calculated over the trailing 6-month period	12.66%	19.87%	-7.21%
Volatility (1Y) Calculated over the trailing 1-year period	22.33%	34.30%	-11.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.94%	32.42%	-10.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.59%	48.07%	-26.48%