TILIX vs. LVAFX
Compare and contrast key facts about TIAA-CREF Large-Cap Growth Index Fund (TILIX) and LSV Global Managed Volatility Fund (LVAFX).
TILIX is managed by TIAA Investments. It was launched on Oct 1, 2002. LVAFX is managed by BlackRock. It was launched on Jun 24, 2014.
Performance
TILIX vs. LVAFX - Performance Comparison
Loading graphics...
TILIX vs. LVAFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TILIX TIAA-CREF Large-Cap Growth Index Fund | -13.04% | 18.41% | 33.31% | 42.64% | -29.22% | 27.63% | 38.43% | 36.30% | -1.66% | 28.49% |
LVAFX LSV Global Managed Volatility Fund | 2.95% | 22.33% | 16.10% | 9.81% | -4.04% | 17.36% | -5.16% | 17.54% | -6.47% | 18.68% |
Returns By Period
In the year-to-date period, TILIX achieves a -13.04% return, which is significantly lower than LVAFX's 2.95% return. Over the past 10 years, TILIX has outperformed LVAFX with an annualized return of 16.09%, while LVAFX has yielded a comparatively lower 8.89% annualized return.
TILIX
- 1D
- -0.44%
- 1M
- -8.64%
- YTD
- -13.04%
- 6M
- -12.14%
- 1Y
- 14.38%
- 3Y*
- 19.64%
- 5Y*
- 11.88%
- 10Y*
- 16.09%
LVAFX
- 1D
- -0.35%
- 1M
- -5.26%
- YTD
- 2.95%
- 6M
- 7.67%
- 1Y
- 17.65%
- 3Y*
- 16.39%
- 5Y*
- 10.88%
- 10Y*
- 8.89%
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. LVAFX - Expense Ratio Comparison
TILIX has a 0.05% expense ratio, which is lower than LVAFX's 1.00% expense ratio.
Return for Risk
TILIX vs. LVAFX — Risk / Return Rank
TILIX
LVAFX
TILIX vs. LVAFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large-Cap Growth Index Fund (TILIX) and LSV Global Managed Volatility Fund (LVAFX). 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 | LVAFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 1.62 | -0.97 |
Sortino ratioReturn per unit of downside risk | 1.10 | 2.18 | -1.08 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.33 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.67 | 1.83 | -1.15 |
Martin ratioReturn relative to average drawdown | 2.32 | 8.99 | -6.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TILIX | LVAFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 1.62 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.86 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.67 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.60 | -0.04 |
Correlation
The correlation between TILIX and LVAFX is 0.64, 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.
Dividends
TILIX vs. LVAFX - Dividend Comparison
TILIX's dividend yield for the trailing twelve months is around 5.07%, less than LVAFX's 9.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TILIX TIAA-CREF Large-Cap Growth Index Fund | 5.07% | 4.41% | 3.25% | 1.90% | 11.00% | 8.76% | 1.91% | 2.38% | 4.01% | 0.68% | 1.33% | 1.32% |
LVAFX LSV Global Managed Volatility Fund | 9.88% | 10.17% | 18.36% | 15.64% | 2.90% | 2.90% | 2.14% | 7.62% | 3.59% | 7.10% | 1.66% | 1.74% |
Drawdowns
TILIX vs. LVAFX - Drawdown Comparison
The maximum TILIX drawdown since its inception was -50.54%, which is greater than LVAFX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for TILIX and LVAFX.
Loading graphics...
Drawdown Indicators
| TILIX | LVAFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.54% | -33.69% | -16.85% |
Max Drawdown (1Y)Largest decline over 1 year | -16.24% | -9.43% | -6.81% |
Max Drawdown (5Y)Largest decline over 5 years | -32.68% | -18.34% | -14.34% |
Max Drawdown (10Y)Largest decline over 10 years | -32.68% | -33.69% | +1.01% |
Current DrawdownCurrent decline from peak | -16.24% | -5.26% | -10.98% |
Average DrawdownAverage peak-to-trough decline | -7.77% | -4.35% | -3.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.73% | 1.91% | +2.82% |
Volatility
TILIX vs. LVAFX - Volatility Comparison
TIAA-CREF Large-Cap Growth Index Fund (TILIX) has a higher volatility of 5.34% compared to LSV Global Managed Volatility Fund (LVAFX) at 3.00%. This indicates that TILIX's price experiences larger fluctuations and is considered to be riskier than LVAFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TILIX | LVAFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 3.00% | +2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 11.80% | 6.10% | +5.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.35% | 11.10% | +11.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.44% | 12.72% | +8.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.01% | 13.32% | +7.69% |