PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TILIX vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

TILIX vs. FXAIX - 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 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.26%
11.92%
TILIX
FXAIX

Returns By Period

In the year-to-date period, TILIX achieves a 30.46% return, which is significantly higher than FXAIX's 25.56% return. Over the past 10 years, TILIX has outperformed FXAIX with an annualized return of 16.46%, while FXAIX has yielded a comparatively lower 13.05% annualized return.


TILIX

YTD

30.46%

1M

2.77%

6M

14.26%

1Y

36.27%

5Y (annualized)

19.57%

10Y (annualized)

16.46%

FXAIX

YTD

25.56%

1M

1.00%

6M

11.92%

1Y

31.93%

5Y (annualized)

15.65%

10Y (annualized)

13.05%

Key characteristics


TILIXFXAIX
Sharpe Ratio2.232.69
Sortino Ratio2.893.58
Omega Ratio1.401.50
Calmar Ratio2.873.90
Martin Ratio11.2617.55
Ulcer Index3.35%1.88%
Daily Std Dev16.93%12.25%
Max Drawdown-51.32%-33.79%
Current Drawdown-1.31%-1.35%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


TILIX
TIAA-CREF Large-Cap Growth Index Fund
Expense ratio chart for TILIX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Correlation

-0.50.00.51.00.9

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.

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.


Sharpe ratio
The chart of Sharpe ratio for TILIX, currently valued at 2.23, compared to the broader market0.002.004.002.232.69
The chart of Sortino ratio for TILIX, currently valued at 2.89, compared to the broader market0.005.0010.002.893.58
The chart of Omega ratio for TILIX, currently valued at 1.40, compared to the broader market1.002.003.004.001.401.50
The chart of Calmar ratio for TILIX, currently valued at 2.87, compared to the broader market0.005.0010.0015.0020.0025.002.873.90
The chart of Martin ratio for TILIX, currently valued at 11.26, compared to the broader market0.0020.0040.0060.0080.00100.0011.2617.55
TILIX
FXAIX

The current TILIX Sharpe Ratio is 2.23, which is comparable to the FXAIX Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of TILIX and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.23
2.69
TILIX
FXAIX

Dividends

TILIX vs. FXAIX - Dividend Comparison

TILIX's dividend yield for the trailing twelve months is around 0.58%, less than FXAIX's 1.23% yield.


TTM20232022202120202019201820172016201520142013
TILIX
TIAA-CREF Large-Cap Growth Index Fund
0.58%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
1.23%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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.31%
-1.35%
TILIX
FXAIX

Volatility

TILIX vs. FXAIX - Volatility Comparison

TIAA-CREF Large-Cap Growth Index Fund (TILIX) has a higher volatility of 5.58% compared to Fidelity 500 Index Fund (FXAIX) at 4.06%. 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.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.58%
4.06%
TILIX
FXAIX