TILIX vs. FXAIX
Compare and contrast key facts about TIAA-CREF Large-Cap Growth Index Fund (TILIX) and Fidelity 500 Index Fund (FXAIX).
TILIX is managed by TIAA Investments. It was launched on Oct 1, 2002. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TILIX or FXAIX.
Key characteristics
| TILIX | FXAIX | |
|---|---|---|
| YTD Return | 32.12% | 27.28% |
| 1Y Return | 42.39% | 37.86% |
| 3Y Return (Ann) | 10.47% | 10.36% |
| 5Y Return (Ann) | 20.06% | 16.05% |
| 10Y Return (Ann) | 16.74% | 13.34% |
| Sharpe Ratio | 2.67 | 3.24 |
| Sortino Ratio | 3.41 | 4.29 |
| Omega Ratio | 1.48 | 1.61 |
| Calmar Ratio | 3.44 | 4.74 |
| Martin Ratio | 13.52 | 21.47 |
| Ulcer Index | 3.34% | 1.86% |
| Daily Std Dev | 16.87% | 12.29% |
| Max Drawdown | -51.32% | -33.79% |
| Current Drawdown | -0.01% | 0.00% |
Correlation
The correlation between TILIX and FXAIX is 0.95, 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. FXAIX - Performance Comparison
In the year-to-date period, TILIX achieves a 32.12% return, which is significantly higher than FXAIX's 27.28% return. Over the past 10 years, TILIX has outperformed FXAIX with an annualized return of 16.74%, while FXAIX has yielded a comparatively lower 13.34% 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. FXAIX - Expense Ratio Comparison
TILIX has a 0.05% expense ratio, which is higher than FXAIX's 0.02% 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. FXAIX - 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 500 Index Fund (FXAIX). 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. FXAIX - Dividend Comparison
TILIX's dividend yield for the trailing twelve months is around 0.57%, less than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TILIX TIAA-CREF Large-Cap Growth Index Fund | 0.57% | 0.76% | 1.10% | 0.87% | 0.71% | 1.09% | 1.43% | 1.22% | 1.33% | 1.49% | 1.39% | 1.37% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
TILIX vs. FXAIX - Drawdown Comparison
The maximum TILIX drawdown since its inception was -51.32%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for TILIX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
TILIX vs. FXAIX - Volatility Comparison
TIAA-CREF Large-Cap Growth Index Fund (TILIX) has a higher volatility of 5.10% compared to Fidelity 500 Index Fund (FXAIX) at 3.88%. This indicates that TILIX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.