TILIX vs. DFREX
Compare and contrast key facts about TIAA-CREF Large-Cap Growth Index Fund (TILIX) and DFA Real Estate Securities Portfolio Class I (DFREX).
TILIX is managed by TIAA Investments. It was launched on Oct 1, 2002. DFREX is managed by Dimensional. It was launched on Jan 5, 1993.
Performance
TILIX vs. DFREX - Performance Comparison
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TILIX vs. DFREX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TILIX TIAA-CREF Large-Cap Growth Index Fund | -13.04% | 18.41% | 33.31% | 42.64% | -29.22% | 27.63% | 38.43% | 36.30% | -1.66% | 28.49% |
DFREX DFA Real Estate Securities Portfolio Class I | 1.79% | 1.52% | 5.52% | 11.20% | -24.93% | 41.88% | -5.03% | 28.12% | -3.01% | 4.25% |
Returns By Period
In the year-to-date period, TILIX achieves a -13.04% return, which is significantly lower than DFREX's 1.79% return. Over the past 10 years, TILIX has outperformed DFREX with an annualized return of 16.09%, while DFREX has yielded a comparatively lower 4.83% annualized return.
TILIX
- 1D
- -0.44%
- 1M
- -8.64%
- YTD
- -13.04%
- 6M
- -12.14%
- 1Y
- 14.38%
- 3Y*
- 19.64%
- 5Y*
- 11.88%
- 10Y*
- 16.09%
DFREX
- 1D
- 0.37%
- 1M
- -7.68%
- YTD
- 1.79%
- 6M
- -0.53%
- 1Y
- 0.96%
- 3Y*
- 6.01%
- 5Y*
- 3.57%
- 10Y*
- 4.83%
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TILIX vs. DFREX - Expense Ratio Comparison
TILIX has a 0.05% expense ratio, which is lower than DFREX's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
TILIX vs. DFREX — Risk / Return Rank
TILIX
DFREX
TILIX vs. DFREX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large-Cap Growth Index Fund (TILIX) and DFA Real Estate Securities Portfolio Class I (DFREX). 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.
| TILIX | DFREX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.12 | +0.53 |
Sortino ratioReturn per unit of downside risk | 1.10 | 0.28 | +0.82 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.04 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.67 | 0.14 | +0.54 |
Martin ratioReturn relative to average drawdown | 2.32 | 0.54 | +1.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TILIX | DFREX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.12 | +0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.19 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.24 | +0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.36 | +0.20 |
Correlation
The correlation between TILIX and DFREX is 0.58, 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.
Dividends
TILIX vs. DFREX - Dividend Comparison
TILIX's dividend yield for the trailing twelve months is around 5.07%, more than DFREX's 2.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TILIX TIAA-CREF Large-Cap Growth Index Fund | 5.07% | 4.41% | 3.25% | 1.90% | 11.00% | 8.76% | 1.91% | 2.38% | 4.01% | 0.68% | 1.33% | 1.32% |
DFREX DFA Real Estate Securities Portfolio Class I | 2.84% | 2.84% | 2.97% | 3.59% | 6.24% | 2.56% | 3.36% | 2.23% | 4.88% | 1.89% | 2.83% | 2.86% |
Drawdowns
TILIX vs. DFREX - Drawdown Comparison
The maximum TILIX drawdown since its inception was -50.54%, smaller than the maximum DFREX drawdown of -74.36%. Use the drawdown chart below to compare losses from any high point for TILIX and DFREX.
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Drawdown Indicators
| TILIX | DFREX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.54% | -74.36% | +23.82% |
Max Drawdown (1Y)Largest decline over 1 year | -16.24% | -12.22% | -4.02% |
Max Drawdown (5Y)Largest decline over 5 years | -32.68% | -33.11% | +0.43% |
Max Drawdown (10Y)Largest decline over 10 years | -32.68% | -41.49% | +8.81% |
Current DrawdownCurrent decline from peak | -16.24% | -8.98% | -7.26% |
Average DrawdownAverage peak-to-trough decline | -7.77% | -11.39% | +3.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.73% | 3.11% | +1.62% |
Volatility
TILIX vs. DFREX - Volatility Comparison
TIAA-CREF Large-Cap Growth Index Fund (TILIX) has a higher volatility of 5.34% compared to DFA Real Estate Securities Portfolio Class I (DFREX) at 4.12%. This indicates that TILIX's price experiences larger fluctuations and is considered to be riskier than DFREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TILIX | DFREX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 4.12% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 11.80% | 9.12% | +2.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.35% | 16.10% | +6.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.44% | 18.68% | +2.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.01% | 20.30% | +0.71% |