TILIX vs. QQQ
Compare and contrast key facts about TIAA-CREF Large-Cap Growth Index Fund (TILIX) and Invesco QQQ ETF (QQQ).
TILIX is managed by TIAA Investments. It was launched on Oct 1, 2002. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Performance
TILIX vs. QQQ - Performance Comparison
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TILIX vs. QQQ - 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% |
QQQ Invesco QQQ ETF | -5.93% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Returns By Period
In the year-to-date period, TILIX achieves a -13.04% return, which is significantly lower than QQQ's -5.93% return. Over the past 10 years, TILIX has underperformed QQQ with an annualized return of 16.09%, while QQQ has yielded a comparatively higher 18.85% 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%
QQQ
- 1D
- 3.39%
- 1M
- -4.84%
- YTD
- -5.93%
- 6M
- -3.62%
- 1Y
- 23.68%
- 3Y*
- 22.32%
- 5Y*
- 12.88%
- 10Y*
- 18.85%
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TILIX vs. QQQ - Expense Ratio Comparison
TILIX has a 0.05% expense ratio, which is lower than QQQ's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
TILIX vs. QQQ — Risk / Return Rank
TILIX
QQQ
TILIX vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large-Cap Growth Index Fund (TILIX) and Invesco QQQ ETF (QQQ). 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 | QQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 1.05 | -0.39 |
Sortino ratioReturn per unit of downside risk | 1.10 | 1.63 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.23 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.67 | 1.88 | -1.20 |
Martin ratioReturn relative to average drawdown | 2.32 | 6.95 | -4.63 |
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 | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 1.05 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.58 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.85 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.37 | +0.19 |
Correlation
The correlation between TILIX and QQQ 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.
Dividends
TILIX vs. QQQ - Dividend Comparison
TILIX's dividend yield for the trailing twelve months is around 5.07%, more than QQQ's 0.49% 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% |
QQQ Invesco QQQ ETF | 0.49% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Drawdowns
TILIX vs. QQQ - Drawdown Comparison
The maximum TILIX drawdown since its inception was -50.54%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for TILIX and QQQ.
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Drawdown Indicators
| TILIX | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.54% | -82.97% | +32.43% |
Max Drawdown (1Y)Largest decline over 1 year | -16.24% | -12.62% | -3.62% |
Max Drawdown (5Y)Largest decline over 5 years | -32.68% | -35.12% | +2.44% |
Max Drawdown (10Y)Largest decline over 10 years | -32.68% | -35.12% | +2.44% |
Current DrawdownCurrent decline from peak | -16.24% | -8.98% | -7.26% |
Average DrawdownAverage peak-to-trough decline | -7.77% | -32.99% | +25.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.73% | 3.41% | +1.32% |
Volatility
TILIX vs. QQQ - Volatility Comparison
The current volatility for TIAA-CREF Large-Cap Growth Index Fund (TILIX) is 5.34%, while Invesco QQQ ETF (QQQ) has a volatility of 6.51%. This indicates that TILIX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TILIX | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 6.51% | -1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 11.80% | 12.77% | -0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.35% | 22.67% | -0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.44% | 22.39% | -0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.01% | 22.25% | -1.24% |