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TILIX vs. QQQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TILIX vs. QQQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Large-Cap Growth Index Fund (TILIX) and Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX). The values are adjusted to include any dividend payments, if applicable.

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TILIX vs. QQQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
QQQX
Nuveen NASDAQ 100 Dynamic Overwrite Fund
-0.51%14.87%25.61%21.68%-27.39%25.32%15.75%28.83%-11.68%39.19%

Returns By Period

In the year-to-date period, TILIX achieves a -9.78% return, which is significantly lower than QQQX's -0.51% return. Over the past 10 years, TILIX has outperformed QQQX with an annualized return of 16.52%, while QQQX has yielded a comparatively lower 11.87% 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%

QQQX

1D
4.05%
1M
1.77%
YTD
-0.51%
6M
4.98%
1Y
26.55%
3Y*
13.53%
5Y*
8.16%
10Y*
11.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TILIX vs. QQQX - Expense Ratio Comparison

TILIX has a 0.05% expense ratio, which is lower than QQQX's 0.92% expense ratio.


Return for Risk

TILIX vs. QQQX — Risk / Return Rank

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

TILIX
TILIX Risk / Return Rank: 3737
Overall Rank
TILIX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
TILIX Sortino Ratio Rank: 4343
Sortino Ratio Rank
TILIX Omega Ratio Rank: 4040
Omega Ratio Rank
TILIX Calmar Ratio Rank: 3434
Calmar Ratio Rank
TILIX Martin Ratio Rank: 3030
Martin Ratio Rank

QQQX
QQQX Risk / Return Rank: 7878
Overall Rank
QQQX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
QQQX Sortino Ratio Rank: 7373
Sortino Ratio Rank
QQQX Omega Ratio Rank: 7575
Omega Ratio Rank
QQQX Calmar Ratio Rank: 8484
Calmar Ratio Rank
QQQX Martin Ratio Rank: 9191
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. QQQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large-Cap Growth Index Fund (TILIX) and Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX). 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.


TILIXQQQXDifference

Sharpe ratio

Return per unit of total volatility

0.83

1.26

-0.43

Sortino ratio

Return per unit of downside risk

1.35

1.87

-0.51

Omega ratio

Gain probability vs. loss probability

1.19

1.29

-0.10

Calmar ratio

Return relative to maximum drawdown

0.97

2.10

-1.13

Martin ratio

Return relative to average drawdown

3.32

10.38

-7.06

TILIX vs. QQQX - Sharpe Ratio Comparison

The current TILIX Sharpe Ratio is 0.83, which is lower than the QQQX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of TILIX and QQQX, 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


TILIXQQQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

1.26

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.41

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.57

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.46

+0.11

Correlation

The correlation between TILIX and QQQX is 0.76, 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. QQQX - Dividend Comparison

TILIX's dividend yield for the trailing twelve months is around 4.89%, less than QQQX's 8.27% yield.


TTM20252024202320222021202020192018201720162015
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%
QQQX
Nuveen NASDAQ 100 Dynamic Overwrite Fund
8.27%7.85%6.73%7.26%9.66%5.85%6.00%6.49%8.40%5.95%7.54%7.23%

Drawdowns

TILIX vs. QQQX - Drawdown Comparison

The maximum TILIX drawdown since its inception was -50.54%, smaller than the maximum QQQX drawdown of -57.25%. Use the drawdown chart below to compare losses from any high point for TILIX and QQQX.


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Drawdown Indicators


TILIXQQQXDifference

Max Drawdown

Largest peak-to-trough decline

-50.54%

-57.25%

+6.71%

Max Drawdown (1Y)

Largest decline over 1 year

-16.24%

-12.93%

-3.31%

Max Drawdown (5Y)

Largest decline over 5 years

-32.68%

-29.33%

-3.35%

Max Drawdown (10Y)

Largest decline over 10 years

-32.68%

-35.96%

+3.28%

Current Drawdown

Current decline from peak

-13.10%

-0.86%

-12.24%

Average Drawdown

Average peak-to-trough decline

-7.77%

-8.09%

+0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.73%

2.61%

+2.12%

Volatility

TILIX vs. QQQX - Volatility Comparison

The current volatility for TIAA-CREF Large-Cap Growth Index Fund (TILIX) is 6.72%, while Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX) has a volatility of 8.15%. This indicates that TILIX experiences smaller price fluctuations and is considered to be less risky than QQQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TILIXQQQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

8.15%

-1.43%

Volatility (6M)

Calculated over the trailing 6-month period

12.38%

11.99%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

22.61%

21.13%

+1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.50%

19.80%

+1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.04%

21.05%

-0.01%