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 Fund Advisors LP. It was launched on Jan 5, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TILIX or DFREX.
Key characteristics
| TILIX | DFREX | |
|---|---|---|
| YTD Return | 21.45% | 15.29% |
| 1Y Return | 31.62% | 26.82% |
| 3Y Return (Ann) | 9.45% | 2.07% |
| 5Y Return (Ann) | 18.88% | 5.46% |
| 10Y Return (Ann) | 16.06% | 8.01% |
| Sharpe Ratio | 1.88 | 1.57 |
| Daily Std Dev | 17.24% | 18.39% |
| Max Drawdown | -51.32% | -74.36% |
| Current Drawdown | -4.10% | -3.76% |
Correlation
The correlation between TILIX and DFREX is 0.60, 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.
Performance
TILIX vs. DFREX - Performance Comparison
In the year-to-date period, TILIX achieves a 21.45% return, which is significantly higher than DFREX's 15.29% return. Over the past 10 years, TILIX has outperformed DFREX with an annualized return of 16.06%, while DFREX has yielded a comparatively lower 8.01% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
Risk-Adjusted Performance
TILIX vs. DFREX - Risk-Adjusted Performance 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.
Dividends
TILIX vs. DFREX - Dividend Comparison
TILIX's dividend yield for the trailing twelve months is around 1.57%, less than DFREX's 3.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TILIX TIAA-CREF Large-Cap Growth Index Fund | 1.57% | 1.90% | 11.00% | 8.76% | 1.91% | 2.38% | 4.01% | 1.90% | 1.33% | 2.81% | 3.03% | 1.68% |
DFREX DFA Real Estate Securities Portfolio Class I | 3.22% | 3.59% | 6.24% | 2.56% | 3.36% | 2.23% | 4.88% | 3.29% | 4.06% | 2.86% | 2.59% | 3.03% |
Drawdowns
TILIX vs. DFREX - Drawdown Comparison
The maximum TILIX drawdown since its inception was -51.32%, 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. For additional features, visit the drawdowns tool.
Volatility
TILIX vs. DFREX - Volatility Comparison
TIAA-CREF Large-Cap Growth Index Fund (TILIX) has a higher volatility of 6.10% compared to DFA Real Estate Securities Portfolio Class I (DFREX) at 2.82%. 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.