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TILIX vs. TIILX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TILIX vs. TIILX - Performance Comparison

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

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Returns By Period

In the year-to-date period, TILIX achieves a 8.58% return, which is significantly higher than TIILX's 1.67% return. Over the past 10 years, TILIX has outperformed TIILX with an annualized return of 18.64%, while TIILX has yielded a comparatively lower 2.92% annualized return.


TILIX

1D
-0.37%
1M
7.10%
YTD
8.58%
6M
7.86%
1Y
27.30%
3Y*
25.49%
5Y*
16.00%
10Y*
18.64%

TIILX

1D
0.00%
1M
-0.09%
YTD
1.67%
6M
1.39%
1Y
4.88%
3Y*
4.81%
5Y*
2.35%
10Y*
2.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TILIX vs. TIILX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TILIX
TIAA-CREF Large-Cap Growth Index Fund
8.58%18.41%33.31%42.64%-29.22%27.63%38.43%36.30%-1.66%28.49%
TIILX
TIAA-CREF Inflation-Linked Bond Fund
1.67%7.09%3.28%4.35%-7.22%5.26%8.10%6.60%-0.49%1.74%

Correlation

The correlation between TILIX and TIILX is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2002

-0.12

The correlation between TILIX and TIILX shifts across timeframes, from -0.12 (all time) to 0.14 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

TILIX vs. TIILX — Risk / Return Rank

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

TILIX
TILIX Risk / Return Rank: 3131
Overall Rank
TILIX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
TILIX Sortino Ratio Rank: 3636
Sortino Ratio Rank
TILIX Omega Ratio Rank: 3737
Omega Ratio Rank
TILIX Calmar Ratio Rank: 2222
Calmar Ratio Rank
TILIX Martin Ratio Rank: 2323
Martin Ratio Rank

TIILX
TIILX Risk / Return Rank: 5555
Overall Rank
TIILX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
TIILX Sortino Ratio Rank: 5050
Sortino Ratio Rank
TIILX Omega Ratio Rank: 4343
Omega Ratio Rank
TIILX Calmar Ratio Rank: 7777
Calmar Ratio Rank
TIILX Martin Ratio Rank: 6464
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. TIILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large-Cap Growth Index Fund (TILIX) and TIAA-CREF Inflation-Linked Bond Fund (TIILX). 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.


TILIXTIILXDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.32

1.35

-0.03

Calmar ratioReturn relative to maximum drawdown

1.75

3.52

-1.77

Martin ratioReturn relative to average drawdown

5.84

12.58

-6.74

TILIX vs. TIILX - Sharpe Ratio Comparison

The current TILIX Sharpe Ratio is 1.84, which is comparable to the TIILX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of TILIX and TIILX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TILIXTIILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

1.86

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.54

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

0.77

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.70

-0.09

Drawdowns

TILIX vs. TIILX - Drawdown Comparison

The maximum TILIX drawdown since its inception was -50.54%, which is greater than TIILX's maximum drawdown of -14.24%. Use the drawdown chart below to compare losses from any high point for TILIX and TIILX.


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Drawdown Indicators


TILIXTIILXDifference

Max Drawdown

Largest peak-to-trough decline

-50.54%

-14.24%

-36.30%

Max Drawdown (1Y)

Largest decline over 1 year

-16.24%

-1.37%

-14.87%

Max Drawdown (3Y)

Largest decline over 3 years

-23.33%

-2.49%

-20.84%

Max Drawdown (5Y)

Largest decline over 5 years

-32.68%

-9.57%

-23.11%

Max Drawdown (10Y)

Largest decline over 10 years

-32.68%

-9.57%

-23.11%

Current Drawdown

Current decline from peak

-0.37%

-0.18%

-0.19%

Average Drawdown

Average peak-to-trough decline

-7.73%

-2.92%

-4.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.84%

0.38%

+4.46%

Volatility

TILIX vs. TIILX - Volatility Comparison

TIAA-CREF Large-Cap Growth Index Fund (TILIX) has a higher volatility of 3.32% compared to TIAA-CREF Inflation-Linked Bond Fund (TIILX) at 0.75%. This indicates that TILIX's price experiences larger fluctuations and is considered to be riskier than TIILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TILIXTIILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

0.75%

+2.57%

Volatility (6M)

Calculated over the trailing 6-month period

11.60%

1.82%

+9.78%

Volatility (1Y)

Calculated over the trailing 1-year period

15.42%

2.61%

+12.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.47%

4.39%

+17.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.09%

3.82%

+17.27%

TILIX vs. TIILX - Expense Ratio Comparison

TILIX has a 0.05% expense ratio, which is lower than TIILX's 0.23% 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%.


Dividends

TILIX vs. TIILX - Dividend Comparison

TILIX's dividend yield for the trailing twelve months is around 4.06%, more than TIILX's 3.08% yield.


PositionTTM20252024202320222021202020192018201720162015
TIILX
TIAA-CREF Inflation-Linked Bond Fund
3.08%3.95%3.45%3.38%8.60%6.29%1.28%1.85%2.59%2.00%1.55%0.33%
TILIX
TIAA-CREF Large-Cap Growth Index Fund
4.06%4.41%3.25%1.90%11.00%8.76%1.91%2.38%4.01%0.68%1.33%1.32%

Frequently Asked Questions


TILIX and TIILX have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TILIX has higher volatility (3.32%) compared to TIILX (0.75%). In terms of maximum drawdown, TILIX dropped -50.54% vs TIILX's -14.24%.

TIILX currently has the higher Sharpe Ratio (1.86 vs 1.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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