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TILIX vs. MEIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TILIX vs. MEIFX - Performance Comparison

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

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TILIX vs. MEIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MEIFX
Meridian Enhanced Equity Fund
-1.60%6.51%13.19%18.96%-16.43%15.15%26.18%44.95%-0.51%27.94%

Returns By Period

In the year-to-date period, TILIX achieves a -13.04% return, which is significantly lower than MEIFX's -1.60% return. Over the past 10 years, TILIX has outperformed MEIFX with an annualized return of 16.09%, while MEIFX has yielded a comparatively lower 13.78% 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%

MEIFX

1D
0.08%
1M
-3.16%
YTD
-1.60%
6M
-1.55%
1Y
4.96%
3Y*
9.70%
5Y*
5.75%
10Y*
13.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TILIX vs. MEIFX - Expense Ratio Comparison

TILIX has a 0.05% expense ratio, which is lower than MEIFX's 1.20% expense ratio.


Return for Risk

TILIX vs. MEIFX — Risk / Return Rank

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

TILIX
TILIX Risk / Return Rank: 2727
Overall Rank
TILIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TILIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
TILIX Omega Ratio Rank: 3131
Omega Ratio Rank
TILIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
TILIX Martin Ratio Rank: 2222
Martin Ratio Rank

MEIFX
MEIFX Risk / Return Rank: 1515
Overall Rank
MEIFX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
MEIFX Sortino Ratio Rank: 1212
Sortino Ratio Rank
MEIFX Omega Ratio Rank: 1111
Omega Ratio Rank
MEIFX Calmar Ratio Rank: 1717
Calmar Ratio Rank
MEIFX Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TILIX vs. MEIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large-Cap Growth Index Fund (TILIX) and Meridian Enhanced Equity Fund (MEIFX). 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.


TILIXMEIFXDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.30

+0.36

Sortino ratio

Return per unit of downside risk

1.10

0.55

+0.55

Omega ratio

Gain probability vs. loss probability

1.15

1.07

+0.08

Calmar ratio

Return relative to maximum drawdown

0.67

0.49

+0.18

Martin ratio

Return relative to average drawdown

2.32

2.30

+0.02

TILIX vs. MEIFX - Sharpe Ratio Comparison

The current TILIX Sharpe Ratio is 0.65, which is higher than the MEIFX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of TILIX and MEIFX, 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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Sharpe Ratios by Period


TILIXMEIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.30

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.37

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.77

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.51

+0.05

Correlation

The correlation between TILIX and MEIFX is 0.81, 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. MEIFX - Dividend Comparison

TILIX's dividend yield for the trailing twelve months is around 5.07%, less than MEIFX's 7.36% yield.


TTM20252024202320222021202020192018201720162015
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%
MEIFX
Meridian Enhanced Equity Fund
7.36%7.25%14.61%0.61%9.28%25.44%13.26%40.49%11.67%1.18%0.78%4.24%

Drawdowns

TILIX vs. MEIFX - Drawdown Comparison

The maximum TILIX drawdown since its inception was -50.54%, smaller than the maximum MEIFX drawdown of -54.37%. Use the drawdown chart below to compare losses from any high point for TILIX and MEIFX.


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Drawdown Indicators


TILIXMEIFXDifference

Max Drawdown

Largest peak-to-trough decline

-50.54%

-54.37%

+3.83%

Max Drawdown (1Y)

Largest decline over 1 year

-16.24%

-8.99%

-7.25%

Max Drawdown (5Y)

Largest decline over 5 years

-32.68%

-23.54%

-9.14%

Max Drawdown (10Y)

Largest decline over 10 years

-32.68%

-28.67%

-4.01%

Current Drawdown

Current decline from peak

-16.24%

-7.42%

-8.82%

Average Drawdown

Average peak-to-trough decline

-7.77%

-7.76%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.73%

2.05%

+2.68%

Volatility

TILIX vs. MEIFX - Volatility Comparison

TIAA-CREF Large-Cap Growth Index Fund (TILIX) has a higher volatility of 5.34% compared to Meridian Enhanced Equity Fund (MEIFX) at 3.54%. This indicates that TILIX's price experiences larger fluctuations and is considered to be riskier than MEIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TILIXMEIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

3.54%

+1.80%

Volatility (6M)

Calculated over the trailing 6-month period

11.80%

7.12%

+4.68%

Volatility (1Y)

Calculated over the trailing 1-year period

22.35%

14.91%

+7.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.44%

15.93%

+5.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.01%

17.95%

+3.06%