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TILIX vs. FSPSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TILIX and FSPSX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

TILIX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Large-Cap Growth Index Fund (TILIX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TILIX:

0.55

FSPSX:

0.67

Sortino Ratio

TILIX:

0.96

FSPSX:

1.11

Omega Ratio

TILIX:

1.13

FSPSX:

1.15

Calmar Ratio

TILIX:

0.61

FSPSX:

0.91

Martin Ratio

TILIX:

2.02

FSPSX:

2.64

Ulcer Index

TILIX:

7.14%

FSPSX:

4.69%

Daily Std Dev

TILIX:

25.43%

FSPSX:

16.78%

Max Drawdown

TILIX:

-51.60%

FSPSX:

-33.69%

Current Drawdown

TILIX:

-6.80%

FSPSX:

0.00%

Returns By Period

In the year-to-date period, TILIX achieves a -2.48% return, which is significantly lower than FSPSX's 14.28% return. Over the past 10 years, TILIX has outperformed FSPSX with an annualized return of 12.59%, while FSPSX has yielded a comparatively lower 5.56% annualized return.


TILIX

YTD

-2.48%

1M

11.51%

6M

-4.10%

1Y

13.88%

5Y*

13.80%

10Y*

12.59%

FSPSX

YTD

14.28%

1M

9.34%

6M

10.63%

1Y

11.22%

5Y*

12.56%

10Y*

5.56%

*Annualized

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TILIX vs. FSPSX - Expense Ratio Comparison

TILIX has a 0.05% expense ratio, which is higher than FSPSX's 0.04% expense ratio. However, 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. FSPSX — Risk-Adjusted Performance Rank

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

TILIX
The Risk-Adjusted Performance Rank of TILIX is 5959
Overall Rank
The Sharpe Ratio Rank of TILIX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of TILIX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of TILIX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of TILIX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of TILIX is 5656
Martin Ratio Rank

FSPSX
The Risk-Adjusted Performance Rank of FSPSX is 6969
Overall Rank
The Sharpe Ratio Rank of FSPSX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TILIX vs. FSPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large-Cap Growth Index Fund (TILIX) and Fidelity International Index Fund (FSPSX). 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.


The current TILIX Sharpe Ratio is 0.55, which is comparable to the FSPSX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of TILIX and FSPSX, 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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Dividends

TILIX vs. FSPSX - Dividend Comparison

TILIX's dividend yield for the trailing twelve months is around 3.34%, more than FSPSX's 2.54% yield.


TTM20242023202220212020201920182017201620152014
TILIX
TIAA-CREF Large-Cap Growth Index Fund
3.34%3.25%1.90%11.00%8.76%1.91%2.38%4.01%1.90%1.33%2.81%3.03%
FSPSX
Fidelity International Index Fund
2.54%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.79%3.53%

Drawdowns

TILIX vs. FSPSX - Drawdown Comparison

The maximum TILIX drawdown since its inception was -51.60%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for TILIX and FSPSX. For additional features, visit the drawdowns tool.


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Volatility

TILIX vs. FSPSX - Volatility Comparison

TIAA-CREF Large-Cap Growth Index Fund (TILIX) has a higher volatility of 7.89% compared to Fidelity International Index Fund (FSPSX) at 3.72%. This indicates that TILIX's price experiences larger fluctuations and is considered to be riskier than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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