TILIX vs. JMGMX
Compare and contrast key facts about TIAA-CREF Large-Cap Growth Index Fund (TILIX) and JPMorgan Mid Cap Growth Fund Class R6 (JMGMX).
TILIX is managed by TIAA Investments. It was launched on Oct 1, 2002. JMGMX is a passively managed fund by JPMorgan that tracks the performance of the Russell Midcap Growth Index. It was launched on Nov 1, 2011.
Performance
TILIX vs. JMGMX - Performance Comparison
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TILIX vs. JMGMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TILIX TIAA-CREF Large-Cap Growth Index Fund | -9.78% | 18.41% | 33.31% | 42.64% | -29.22% | 27.63% | 38.43% | 36.30% | -1.66% | 28.49% |
JMGMX JPMorgan Mid Cap Growth Fund Class R6 | -5.74% | 8.86% | 22.68% | 23.35% | -26.95% | 10.89% | 48.58% | 40.03% | -4.88% | 29.74% |
Returns By Period
In the year-to-date period, TILIX achieves a -9.78% return, which is significantly lower than JMGMX's -5.74% return. Over the past 10 years, TILIX has outperformed JMGMX with an annualized return of 16.52%, while JMGMX has yielded a comparatively lower 12.88% annualized return.
TILIX
- 1D
- 3.75%
- 1M
- -5.51%
- YTD
- -9.78%
- 6M
- -9.34%
- 1Y
- 17.66%
- 3Y*
- 21.12%
- 5Y*
- 12.35%
- 10Y*
- 16.52%
JMGMX
- 1D
- 3.92%
- 1M
- -6.14%
- YTD
- -5.74%
- 6M
- -8.23%
- 1Y
- 12.10%
- 3Y*
- 12.95%
- 5Y*
- 4.08%
- 10Y*
- 12.88%
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TILIX vs. JMGMX - Expense Ratio Comparison
TILIX has a 0.05% expense ratio, which is lower than JMGMX's 0.65% expense ratio.
Return for Risk
TILIX vs. JMGMX — Risk / Return Rank
TILIX
JMGMX
TILIX vs. JMGMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large-Cap Growth Index Fund (TILIX) and JPMorgan Mid Cap Growth Fund Class R6 (JMGMX). 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.
| TILIX | JMGMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.57 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.35 | 0.96 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.13 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 0.88 | +0.08 |
Martin ratioReturn relative to average drawdown | 3.32 | 2.81 | +0.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TILIX | JMGMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.57 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.18 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.59 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.61 | -0.04 |
Correlation
The correlation between TILIX and JMGMX is 0.89, 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.
Dividends
TILIX vs. JMGMX - Dividend Comparison
TILIX's dividend yield for the trailing twelve months is around 4.89%, less than JMGMX's 9.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TILIX TIAA-CREF Large-Cap Growth Index Fund | 4.89% | 4.41% | 3.25% | 1.90% | 11.00% | 8.76% | 1.91% | 2.38% | 4.01% | 0.68% | 1.33% | 1.32% |
JMGMX JPMorgan Mid Cap Growth Fund Class R6 | 9.59% | 9.04% | 14.16% | 0.00% | 0.76% | 8.62% | 10.47% | 7.13% | 7.14% | 6.32% | 0.04% | 5.26% |
Drawdowns
TILIX vs. JMGMX - Drawdown Comparison
The maximum TILIX drawdown since its inception was -50.54%, which is greater than JMGMX's maximum drawdown of -37.07%. Use the drawdown chart below to compare losses from any high point for TILIX and JMGMX.
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Drawdown Indicators
| TILIX | JMGMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.54% | -37.07% | -13.47% |
Max Drawdown (1Y)Largest decline over 1 year | -16.24% | -14.11% | -2.13% |
Max Drawdown (5Y)Largest decline over 5 years | -32.68% | -37.07% | +4.39% |
Max Drawdown (10Y)Largest decline over 10 years | -32.68% | -37.07% | +4.39% |
Current DrawdownCurrent decline from peak | -13.10% | -10.75% | -2.35% |
Average DrawdownAverage peak-to-trough decline | -7.77% | -7.82% | +0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.73% | 4.43% | +0.30% |
Volatility
TILIX vs. JMGMX - Volatility Comparison
The current volatility for TIAA-CREF Large-Cap Growth Index Fund (TILIX) is 6.72%, while JPMorgan Mid Cap Growth Fund Class R6 (JMGMX) has a volatility of 7.63%. This indicates that TILIX experiences smaller price fluctuations and is considered to be less risky than JMGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TILIX | JMGMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.72% | 7.63% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 12.38% | 13.72% | -1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.61% | 23.08% | -0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.50% | 22.30% | -0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.04% | 21.89% | -0.85% |