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TILIX vs. DFREX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TILIX vs. DFREX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Large-Cap Growth Index Fund (TILIX) and DFA Real Estate Securities Portfolio Class I (DFREX). The values are adjusted to include any dividend payments, if applicable.

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TILIX vs. DFREX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

TILIX
TILIX Risk / Return Rank: 2727
Overall Rank
TILIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TILIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
TILIX Omega Ratio Rank: 3131
Omega Ratio Rank
TILIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
TILIX Martin Ratio Rank: 2222
Martin Ratio Rank

DFREX
DFREX Risk / Return Rank: 88
Overall Rank
DFREX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
DFREX Sortino Ratio Rank: 77
Sortino Ratio Rank
DFREX Omega Ratio Rank: 77
Omega Ratio Rank
DFREX Calmar Ratio Rank: 99
Calmar Ratio Rank
DFREX Martin Ratio Rank: 99
Martin Ratio Rank
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.

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.


TILIXDFREXDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.12

+0.53

Sortino ratio

Return per unit of downside risk

1.10

0.28

+0.82

Omega ratio

Gain probability vs. loss probability

1.15

1.04

+0.12

Calmar ratio

Return relative to maximum drawdown

0.67

0.14

+0.54

Martin ratio

Return relative to average drawdown

2.32

0.54

+1.78

TILIX vs. DFREX - Sharpe Ratio Comparison

The current TILIX Sharpe Ratio is 0.65, which is higher than the DFREX Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of TILIX and DFREX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TILIXDFREXDifference

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.


TTM20252024202320222021202020192018201720162015
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


TILIXDFREXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-16.24%

-8.98%

-7.26%

Average Drawdown

Average peak-to-trough decline

-7.77%

-11.39%

+3.62%

Ulcer Index

Depth 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


TILIXDFREXDifference

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%