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

Correlation

The correlation between TILIX and TISPX is 0.96, 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.


Performance

TILIX vs. TISPX - 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 S&P 500 Index Fund (TISPX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TILIX:

0.59

TISPX:

0.77

Sortino Ratio

TILIX:

1.05

TISPX:

1.19

Omega Ratio

TILIX:

1.15

TISPX:

1.18

Calmar Ratio

TILIX:

0.69

TISPX:

0.79

Martin Ratio

TILIX:

2.27

TISPX:

2.97

Ulcer Index

TILIX:

7.17%

TISPX:

4.97%

Daily Std Dev

TILIX:

25.40%

TISPX:

17.73%

Max Drawdown

TILIX:

-51.60%

TISPX:

-55.51%

Current Drawdown

TILIX:

-4.25%

TISPX:

-2.70%

Returns By Period

In the year-to-date period, TILIX achieves a 0.19% return, which is significantly lower than TISPX's 1.81% return. Both investments have delivered pretty close results over the past 10 years, with TILIX having a 12.86% annualized return and TISPX not far behind at 12.41%.


TILIX

YTD

0.19%

1M

17.57%

6M

1.30%

1Y

14.87%

5Y*

13.98%

10Y*

12.86%

TISPX

YTD

1.81%

1M

13.05%

6M

1.92%

1Y

13.65%

5Y*

17.31%

10Y*

12.41%

*Annualized

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TILIX vs. TISPX - Expense Ratio Comparison

Both TILIX and TISPX have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Risk-Adjusted Performance

TILIX vs. TISPX — 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 6363
Overall Rank
The Sharpe Ratio Rank of TILIX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of TILIX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of TILIX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of TILIX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of TILIX is 5959
Martin Ratio Rank

TISPX
The Risk-Adjusted Performance Rank of TISPX is 7373
Overall Rank
The Sharpe Ratio Rank of TISPX is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of TISPX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of TISPX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of TISPX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of TISPX is 7171
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. TISPX - 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 S&P 500 Index Fund (TISPX). 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 current TILIX Sharpe Ratio is 0.59, which is comparable to the TISPX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of TILIX and TISPX, 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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Dividends

TILIX vs. TISPX - Dividend Comparison

TILIX's dividend yield for the trailing twelve months is around 0.60%, less than TISPX's 1.23% yield.


TTM20242023202220212020201920182017201620152014
TILIX
TIAA-CREF Large-Cap Growth Index Fund
0.60%0.60%0.76%1.10%0.87%0.71%1.09%1.43%1.22%1.33%1.49%1.39%
TISPX
TIAA-CREF S&P 500 Index Fund
1.23%1.26%1.48%1.66%1.22%1.53%1.88%2.13%1.82%1.95%2.04%1.77%

Drawdowns

TILIX vs. TISPX - Drawdown Comparison

The maximum TILIX drawdown since its inception was -51.60%, smaller than the maximum TISPX drawdown of -55.51%. Use the drawdown chart below to compare losses from any high point for TILIX and TISPX. For additional features, visit the drawdowns tool.


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Volatility

TILIX vs. TISPX - Volatility Comparison

TIAA-CREF Large-Cap Growth Index Fund (TILIX) has a higher volatility of 6.88% compared to TIAA-CREF S&P 500 Index Fund (TISPX) at 5.45%. This indicates that TILIX's price experiences larger fluctuations and is considered to be riskier than TISPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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