TILGX vs. VUG

Last updated Jun 24, 2026

TILGX (TIAA-CREF Large-Cap Growth Fund Institutional Class) and VUG (Vanguard Growth ETF) are both Large Cap Growth Equities funds. Over the past 10 years, TILGX returned 16.85%/yr vs 18.02%/yr for VUG. With a 0.97 correlation, they move nearly in lockstep. TILGX charges 0.40%/yr vs 0.03%/yr for VUG.

Performance

TILGX vs. VUG - 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 Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with TILGX having a 3.61% return and VUG slightly lower at 3.52%. Over the past 10 years, TILGX has underperformed VUG with an annualized return of 16.85%, while VUG has yielded a comparatively higher 18.02% annualized return.

TILGX

• 1D: -1.15%
• 1M: -2.33%
• YTD: 3.61%
• 6M: 2.45%
• 1Y: 18.34%
• 3Y*: 20.44%
• 5Y*: 9.65%
• 10Y*: 16.85%

VUG

• 1D: -2.12%
• 1M: -3.95%
• YTD: 3.52%
• 6M: 2.23%
• 1Y: 20.05%
• 3Y*: 22.74%
• 5Y*: 12.80%
• 10Y*: 18.02%

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

TILGX vs. VUG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TILGX TIAA-CREF Large-Cap Growth Fund Institutional Class	3.61%	15.25%	29.23%	47.05%	-32.76%	16.84%	44.23%	30.76%	-0.38%	33.89%
VUG Vanguard Growth ETF	3.52%	19.40%	32.69%	46.83%	-33.16%	27.35%	40.25%	37.03%	-3.32%	27.72%

Correlation

The correlation between TILGX and VUG is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.98
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (10Y) Calculated over the trailing 10-year period	0.98
Correlation (All Time) Calculated using the full available price history since Mar 31, 2006	0.97

The correlation between TILGX and VUG has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

Return for Risk

TILGX vs. VUG — Risk / Return Rank

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

TILGX

TILGX Risk / Return Rank: 19
TILGX Sharpe Ratio Rank: 21
TILGX Sortino Ratio Rank: 19
TILGX Omega Ratio Rank: 20
TILGX Calmar Ratio Rank: 15
TILGX Martin Ratio Rank: 18

VUG

VUG Risk / Return Rank: 31
VUG Sharpe Ratio Rank: 34
VUG Sortino Ratio Rank: 32
VUG Omega Ratio Rank: 33
VUG Calmar Ratio Rank: 26
VUG Martin Ratio Rank: 30

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. VUG - 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 Vanguard Growth ETF (VUG). 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	VUG	Difference
Sharpe ratio: Return per unit of total volatility	1.22	1.19	+0.03
Sortino ratio: Return per unit of downside risk	1.71	1.67	+0.04
Omega ratio: Gain probability vs. loss probability	1.22	1.21	+0.01
Calmar ratio: Return relative to maximum drawdown	1.30	1.22	+0.08
Martin ratio: Return relative to average drawdown	4.30	4.15	+0.15

TILGX vs. VUG - Sharpe Ratio Comparison

The current TILGX Sharpe Ratio is 1.22, which is comparable to the VUG Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of TILGX and VUG, 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. VUG - Drawdown Comparison

The maximum TILGX drawdown since its inception was -52.16%, roughly equal to the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for TILGX and VUG.

Drawdown Indicators

	TILGX	VUG	Difference
Max Drawdown Largest peak-to-trough decline	-52.16%	-50.68%	-1.48%
Max Drawdown (1Y) Largest decline over 1 year	-15.19%	-16.53%	+1.34%
Max Drawdown (3Y) Largest decline over 3 years	-23.94%	-22.85%	-1.09%
Max Drawdown (5Y) Largest decline over 5 years	-37.86%	-35.61%	-2.25%
Max Drawdown (10Y) Largest decline over 10 years	-37.86%	-35.61%	-2.25%
Current Drawdown Current decline from peak	-4.25%	-6.88%	+2.63%
Average Drawdown Average peak-to-trough decline	-8.83%	-7.09%	-1.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.58%	4.84%	-0.26%

Volatility

TILGX vs. VUG - Volatility Comparison

The current volatility for TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) is 5.27%, while Vanguard Growth ETF (VUG) has a volatility of 6.86%. This indicates that TILGX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TILGX	VUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.27%	6.86%	-1.59%
Volatility (6M) Calculated over the trailing 6-month period	12.12%	13.44%	-1.32%
Volatility (1Y) Calculated over the trailing 1-year period	16.18%	16.91%	-0.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.96%	22.39%	-0.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.66%	21.51%	+0.15%

TILGX vs. VUG - Expense Ratio Comparison

TILGX has a 0.40% expense ratio, which is higher than VUG's 0.03% expense ratio.

Dividends

TILGX vs. VUG - Dividend Comparison

TILGX's dividend yield for the trailing twelve months is around 13.39%, more than VUG's 0.39% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TILGX TIAA-CREF Large-Cap Growth Fund Institutional Class	13.39%	13.87%	6.41%	0.22%	0.42%	10.49%	37.04%	4.41%	14.12%	3.83%	1.82%	3.80%
VUG Vanguard Growth ETF	0.39%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%

Frequently Asked Questions

Can I hold both TILGX and VUG in my portfolio?

With a correlation of 0.98, TILGX and VUG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, TILGX or VUG?

VUG has higher volatility (6.86%) compared to TILGX (5.27%). In terms of maximum drawdown, TILGX dropped -52.16% vs VUG's -50.68%.

Which has better risk-adjusted returns?

TILGX currently has the higher Sharpe Ratio (1.22 vs 1.19), 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.