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TILIX vs. TILGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TILIX and TILGX is 0.92, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

TILIX vs. TILGX - 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 Large-Cap Growth Fund Institutional Class (TILGX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
552.41%
179.41%
TILIX
TILGX

Key characteristics

Sharpe Ratio

TILIX:

0.45

TILGX:

0.07

Sortino Ratio

TILIX:

0.73

TILGX:

0.24

Omega Ratio

TILIX:

1.10

TILGX:

1.03

Calmar Ratio

TILIX:

0.44

TILGX:

0.06

Martin Ratio

TILIX:

1.49

TILGX:

0.18

Ulcer Index

TILIX:

6.91%

TILGX:

8.43%

Daily Std Dev

TILIX:

23.02%

TILGX:

23.59%

Max Drawdown

TILIX:

-51.60%

TILGX:

-54.54%

Current Drawdown

TILIX:

-13.08%

TILGX:

-16.95%

Returns By Period

In the year-to-date period, TILIX achieves a -9.05% return, which is significantly higher than TILGX's -10.41% return. Over the past 10 years, TILIX has outperformed TILGX with an annualized return of 11.90%, while TILGX has yielded a comparatively lower 5.35% annualized return.


TILIX

YTD

-9.05%

1M

1.11%

6M

-7.06%

1Y

9.02%

5Y*

12.07%

10Y*

11.90%

TILGX

YTD

-10.41%

1M

0.78%

6M

-10.96%

1Y

0.77%

5Y*

3.48%

10Y*

5.35%

*Annualized

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TILIX vs. TILGX - Expense Ratio Comparison

TILIX has a 0.05% expense ratio, which is lower than TILGX's 0.40% expense ratio.


Expense ratio chart for TILGX: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TILGX: 0.40%
Expense ratio chart for TILIX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TILIX: 0.05%

Risk-Adjusted Performance

TILIX vs. TILGX — Risk-Adjusted Performance Rank

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

TILIX
The Risk-Adjusted Performance Rank of TILIX is 5454
Overall Rank
The Sharpe Ratio Rank of TILIX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of TILIX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of TILIX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of TILIX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of TILIX is 5050
Martin Ratio Rank

TILGX
The Risk-Adjusted Performance Rank of TILGX is 2828
Overall Rank
The Sharpe Ratio Rank of TILGX is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of TILGX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of TILGX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of TILGX is 2828
Calmar Ratio Rank
The Martin Ratio Rank of TILGX is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TILIX vs. TILGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large-Cap Growth Index Fund (TILIX) and TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX). 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.


The chart of Sharpe ratio for TILIX, currently valued at 0.45, compared to the broader market-1.000.001.002.003.00
TILIX: 0.45
TILGX: 0.07
The chart of Sortino ratio for TILIX, currently valued at 0.73, compared to the broader market-2.000.002.004.006.008.00
TILIX: 0.73
TILGX: 0.24
The chart of Omega ratio for TILIX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.00
TILIX: 1.10
TILGX: 1.03
The chart of Calmar ratio for TILIX, currently valued at 0.44, compared to the broader market0.002.004.006.008.0010.00
TILIX: 0.44
TILGX: 0.06
The chart of Martin ratio for TILIX, currently valued at 1.49, compared to the broader market0.0010.0020.0030.0040.00
TILIX: 1.49
TILGX: 0.18

The current TILIX Sharpe Ratio is 0.45, which is higher than the TILGX Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of TILIX and TILGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.45
0.07
TILIX
TILGX

Dividends

TILIX vs. TILGX - Dividend Comparison

TILIX's dividend yield for the trailing twelve months is around 0.66%, less than TILGX's 7.16% yield.


TTM20242023202220212020201920182017201620152014
TILIX
TIAA-CREF Large-Cap Growth Index Fund
0.66%0.60%0.76%1.10%0.87%0.71%1.09%1.43%1.22%1.33%1.49%1.39%
TILGX
TIAA-CREF Large-Cap Growth Fund Institutional Class
7.16%6.41%0.22%0.42%10.49%37.04%4.41%14.12%4.31%1.82%3.80%12.49%

Drawdowns

TILIX vs. TILGX - Drawdown Comparison

The maximum TILIX drawdown since its inception was -51.60%, smaller than the maximum TILGX drawdown of -54.54%. Use the drawdown chart below to compare losses from any high point for TILIX and TILGX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.08%
-16.95%
TILIX
TILGX

Volatility

TILIX vs. TILGX - Volatility Comparison

TIAA-CREF Large-Cap Growth Index Fund (TILIX) and TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) have volatilities of 13.62% and 13.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.62%
13.22%
TILIX
TILGX